CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7147 |
-0.0005 |
-0.1% |
0.7052 |
| High |
0.7158 |
0.7201 |
0.0043 |
0.6% |
0.7132 |
| Low |
0.7125 |
0.7146 |
0.0021 |
0.3% |
0.6825 |
| Close |
0.7147 |
0.7188 |
0.0041 |
0.6% |
0.7124 |
| Range |
0.0033 |
0.0055 |
0.0022 |
66.7% |
0.0307 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
99,850 |
117,970 |
18,120 |
18.1% |
422,669 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7321 |
0.7218 |
|
| R3 |
0.7288 |
0.7266 |
0.7203 |
|
| R2 |
0.7233 |
0.7233 |
0.7198 |
|
| R1 |
0.7211 |
0.7211 |
0.7193 |
0.7222 |
| PP |
0.7178 |
0.7178 |
0.7178 |
0.7184 |
| S1 |
0.7156 |
0.7156 |
0.7183 |
0.7167 |
| S2 |
0.7123 |
0.7123 |
0.7178 |
|
| S3 |
0.7068 |
0.7101 |
0.7173 |
|
| S4 |
0.7013 |
0.7046 |
0.7158 |
|
|
| 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 |
0.7201 |
0.6825 |
0.0376 |
5.2% |
0.0092 |
1.3% |
97% |
True |
False |
115,664 |
| 10 |
0.7201 |
0.6825 |
0.0376 |
5.2% |
0.0071 |
1.0% |
97% |
True |
False |
91,465 |
| 20 |
0.7254 |
0.6825 |
0.0429 |
6.0% |
0.0063 |
0.9% |
85% |
False |
False |
86,088 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
62% |
False |
False |
44,281 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
62% |
False |
False |
29,578 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
62% |
False |
False |
22,194 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0049 |
0.7% |
62% |
False |
False |
17,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7435 |
|
2.618 |
0.7345 |
|
1.618 |
0.7290 |
|
1.000 |
0.7256 |
|
0.618 |
0.7235 |
|
HIGH |
0.7201 |
|
0.618 |
0.7180 |
|
0.500 |
0.7174 |
|
0.382 |
0.7167 |
|
LOW |
0.7146 |
|
0.618 |
0.7112 |
|
1.000 |
0.7091 |
|
1.618 |
0.7057 |
|
2.618 |
0.7002 |
|
4.250 |
0.6912 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7183 |
0.7179 |
| PP |
0.7178 |
0.7170 |
| S1 |
0.7174 |
0.7162 |
|