CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7183 |
0.7191 |
0.0008 |
0.1% |
0.7129 |
| High |
0.7204 |
0.7242 |
0.0038 |
0.5% |
0.7242 |
| Low |
0.7154 |
0.7189 |
0.0035 |
0.5% |
0.7122 |
| Close |
0.7190 |
0.7214 |
0.0024 |
0.3% |
0.7214 |
| Range |
0.0050 |
0.0053 |
0.0003 |
6.0% |
0.0120 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
96,681 |
108,751 |
12,070 |
12.5% |
512,364 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7374 |
0.7347 |
0.7243 |
|
| R3 |
0.7321 |
0.7294 |
0.7229 |
|
| R2 |
0.7268 |
0.7268 |
0.7224 |
|
| R1 |
0.7241 |
0.7241 |
0.7219 |
0.7255 |
| PP |
0.7215 |
0.7215 |
0.7215 |
0.7222 |
| S1 |
0.7188 |
0.7188 |
0.7209 |
0.7202 |
| S2 |
0.7162 |
0.7162 |
0.7204 |
|
| S3 |
0.7109 |
0.7135 |
0.7199 |
|
| S4 |
0.7056 |
0.7082 |
0.7185 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7503 |
0.7280 |
|
| R3 |
0.7433 |
0.7383 |
0.7247 |
|
| R2 |
0.7313 |
0.7313 |
0.7236 |
|
| R1 |
0.7263 |
0.7263 |
0.7225 |
0.7288 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7205 |
| S1 |
0.7143 |
0.7143 |
0.7203 |
0.7168 |
| S2 |
0.7073 |
0.7073 |
0.7192 |
|
| S3 |
0.6953 |
0.7023 |
0.7181 |
|
| S4 |
0.6833 |
0.6903 |
0.7148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7242 |
0.7122 |
0.0120 |
1.7% |
0.0045 |
0.6% |
77% |
True |
False |
102,472 |
| 10 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0071 |
1.0% |
93% |
True |
False |
99,796 |
| 20 |
0.7254 |
0.6825 |
0.0429 |
5.9% |
0.0064 |
0.9% |
91% |
False |
False |
90,732 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
67% |
False |
False |
49,400 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0059 |
0.8% |
67% |
False |
False |
33,001 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
67% |
False |
False |
24,761 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0050 |
0.7% |
67% |
False |
False |
19,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7381 |
|
1.618 |
0.7328 |
|
1.000 |
0.7295 |
|
0.618 |
0.7275 |
|
HIGH |
0.7242 |
|
0.618 |
0.7222 |
|
0.500 |
0.7216 |
|
0.382 |
0.7209 |
|
LOW |
0.7189 |
|
0.618 |
0.7156 |
|
1.000 |
0.7136 |
|
1.618 |
0.7103 |
|
2.618 |
0.7050 |
|
4.250 |
0.6964 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7216 |
0.7207 |
| PP |
0.7215 |
0.7201 |
| S1 |
0.7215 |
0.7194 |
|