CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7191 |
0.7218 |
0.0027 |
0.4% |
0.7129 |
| High |
0.7242 |
0.7225 |
-0.0017 |
-0.2% |
0.7242 |
| Low |
0.7189 |
0.7183 |
-0.0006 |
-0.1% |
0.7122 |
| Close |
0.7214 |
0.7206 |
-0.0008 |
-0.1% |
0.7214 |
| Range |
0.0053 |
0.0042 |
-0.0011 |
-20.8% |
0.0120 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
108,751 |
73,564 |
-35,187 |
-32.4% |
512,364 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7331 |
0.7310 |
0.7229 |
|
| R3 |
0.7289 |
0.7268 |
0.7218 |
|
| R2 |
0.7247 |
0.7247 |
0.7214 |
|
| R1 |
0.7226 |
0.7226 |
0.7210 |
0.7216 |
| PP |
0.7205 |
0.7205 |
0.7205 |
0.7199 |
| S1 |
0.7184 |
0.7184 |
0.7202 |
0.7174 |
| S2 |
0.7163 |
0.7163 |
0.7198 |
|
| S3 |
0.7121 |
0.7142 |
0.7194 |
|
| S4 |
0.7079 |
0.7100 |
0.7183 |
|
|
| 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 |
0.7125 |
0.0117 |
1.6% |
0.0047 |
0.6% |
69% |
False |
False |
99,363 |
| 10 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0071 |
1.0% |
91% |
False |
False |
100,859 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0064 |
0.9% |
91% |
False |
False |
90,990 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
65% |
False |
False |
51,239 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
65% |
False |
False |
34,221 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
65% |
False |
False |
25,680 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0050 |
0.7% |
65% |
False |
False |
20,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7404 |
|
2.618 |
0.7335 |
|
1.618 |
0.7293 |
|
1.000 |
0.7267 |
|
0.618 |
0.7251 |
|
HIGH |
0.7225 |
|
0.618 |
0.7209 |
|
0.500 |
0.7204 |
|
0.382 |
0.7199 |
|
LOW |
0.7183 |
|
0.618 |
0.7157 |
|
1.000 |
0.7141 |
|
1.618 |
0.7115 |
|
2.618 |
0.7073 |
|
4.250 |
0.7005 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7205 |
0.7203 |
| PP |
0.7205 |
0.7201 |
| S1 |
0.7204 |
0.7198 |
|