CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7012 |
0.7129 |
0.0117 |
1.7% |
0.7052 |
| High |
0.7132 |
0.7158 |
0.0026 |
0.4% |
0.7132 |
| Low |
0.7001 |
0.7122 |
0.0121 |
1.7% |
0.6825 |
| Close |
0.7124 |
0.7150 |
0.0026 |
0.4% |
0.7124 |
| Range |
0.0131 |
0.0036 |
-0.0095 |
-72.5% |
0.0307 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
135,661 |
89,112 |
-46,549 |
-34.3% |
422,669 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7251 |
0.7237 |
0.7170 |
|
| R3 |
0.7215 |
0.7201 |
0.7160 |
|
| R2 |
0.7179 |
0.7179 |
0.7157 |
|
| R1 |
0.7165 |
0.7165 |
0.7153 |
0.7172 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7147 |
| S1 |
0.7129 |
0.7129 |
0.7147 |
0.7136 |
| S2 |
0.7107 |
0.7107 |
0.7143 |
|
| S3 |
0.7071 |
0.7093 |
0.7140 |
|
| S4 |
0.7035 |
0.7057 |
0.7130 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7843 |
0.7293 |
|
| R3 |
0.7641 |
0.7536 |
0.7208 |
|
| R2 |
0.7334 |
0.7334 |
0.7180 |
|
| R1 |
0.7229 |
0.7229 |
0.7152 |
0.7282 |
| PP |
0.7027 |
0.7027 |
0.7027 |
0.7053 |
| S1 |
0.6922 |
0.6922 |
0.7096 |
0.6975 |
| S2 |
0.6720 |
0.6720 |
0.7068 |
|
| S3 |
0.6413 |
0.6615 |
0.7040 |
|
| S4 |
0.6106 |
0.6308 |
0.6955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7158 |
0.6825 |
0.0333 |
4.7% |
0.0095 |
1.3% |
98% |
True |
False |
102,356 |
| 10 |
0.7158 |
0.6825 |
0.0333 |
4.7% |
0.0074 |
1.0% |
98% |
True |
False |
83,685 |
| 20 |
0.7255 |
0.6825 |
0.0430 |
6.0% |
0.0063 |
0.9% |
76% |
False |
False |
76,353 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
56% |
False |
False |
38,845 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
56% |
False |
False |
25,949 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
56% |
False |
False |
19,473 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0048 |
0.7% |
56% |
False |
False |
15,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7311 |
|
2.618 |
0.7252 |
|
1.618 |
0.7216 |
|
1.000 |
0.7194 |
|
0.618 |
0.7180 |
|
HIGH |
0.7158 |
|
0.618 |
0.7144 |
|
0.500 |
0.7140 |
|
0.382 |
0.7136 |
|
LOW |
0.7122 |
|
0.618 |
0.7100 |
|
1.000 |
0.7086 |
|
1.618 |
0.7064 |
|
2.618 |
0.7028 |
|
4.250 |
0.6969 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7147 |
0.7097 |
| PP |
0.7143 |
0.7044 |
| S1 |
0.7140 |
0.6992 |
|