CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7218 |
0.7200 |
-0.0018 |
-0.2% |
0.7129 |
| High |
0.7225 |
0.7232 |
0.0007 |
0.1% |
0.7242 |
| Low |
0.7183 |
0.7186 |
0.0003 |
0.0% |
0.7122 |
| Close |
0.7206 |
0.7200 |
-0.0006 |
-0.1% |
0.7214 |
| Range |
0.0042 |
0.0046 |
0.0004 |
9.5% |
0.0120 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
73,564 |
105,943 |
32,379 |
44.0% |
512,364 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7344 |
0.7318 |
0.7225 |
|
| R3 |
0.7298 |
0.7272 |
0.7213 |
|
| R2 |
0.7252 |
0.7252 |
0.7208 |
|
| R1 |
0.7226 |
0.7226 |
0.7204 |
0.7223 |
| PP |
0.7206 |
0.7206 |
0.7206 |
0.7205 |
| S1 |
0.7180 |
0.7180 |
0.7196 |
0.7177 |
| S2 |
0.7160 |
0.7160 |
0.7192 |
|
| S3 |
0.7114 |
0.7134 |
0.7187 |
|
| S4 |
0.7068 |
0.7088 |
0.7175 |
|
|
| 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 |
0.7146 |
0.0096 |
1.3% |
0.0049 |
0.7% |
56% |
False |
False |
100,581 |
| 10 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0072 |
1.0% |
90% |
False |
False |
106,374 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0063 |
0.9% |
90% |
False |
False |
91,096 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.9% |
64% |
False |
False |
53,883 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
64% |
False |
False |
35,986 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
64% |
False |
False |
27,004 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0050 |
0.7% |
64% |
False |
False |
21,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7428 |
|
2.618 |
0.7352 |
|
1.618 |
0.7306 |
|
1.000 |
0.7278 |
|
0.618 |
0.7260 |
|
HIGH |
0.7232 |
|
0.618 |
0.7214 |
|
0.500 |
0.7209 |
|
0.382 |
0.7204 |
|
LOW |
0.7186 |
|
0.618 |
0.7158 |
|
1.000 |
0.7140 |
|
1.618 |
0.7112 |
|
2.618 |
0.7066 |
|
4.250 |
0.6991 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7209 |
0.7213 |
| PP |
0.7206 |
0.7208 |
| S1 |
0.7203 |
0.7204 |
|