CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7206 |
0.7177 |
-0.0029 |
-0.4% |
0.7129 |
| High |
0.7218 |
0.7228 |
0.0010 |
0.1% |
0.7242 |
| Low |
0.7168 |
0.7153 |
-0.0015 |
-0.2% |
0.7122 |
| Close |
0.7185 |
0.7206 |
0.0021 |
0.3% |
0.7214 |
| Range |
0.0050 |
0.0075 |
0.0025 |
50.0% |
0.0120 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
| Volume |
82,383 |
118,880 |
36,497 |
44.3% |
512,364 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7421 |
0.7388 |
0.7247 |
|
| R3 |
0.7346 |
0.7313 |
0.7227 |
|
| R2 |
0.7271 |
0.7271 |
0.7220 |
|
| R1 |
0.7238 |
0.7238 |
0.7213 |
0.7255 |
| PP |
0.7196 |
0.7196 |
0.7196 |
0.7204 |
| S1 |
0.7163 |
0.7163 |
0.7199 |
0.7180 |
| S2 |
0.7121 |
0.7121 |
0.7192 |
|
| S3 |
0.7046 |
0.7088 |
0.7185 |
|
| S4 |
0.6971 |
0.7013 |
0.7165 |
|
|
| 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 |
0.7153 |
0.0089 |
1.2% |
0.0053 |
0.7% |
60% |
False |
True |
97,904 |
| 10 |
0.7242 |
0.7001 |
0.0241 |
3.3% |
0.0057 |
0.8% |
85% |
False |
False |
102,879 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0066 |
0.9% |
91% |
False |
False |
93,334 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.9% |
65% |
False |
False |
58,908 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0059 |
0.8% |
65% |
False |
False |
39,334 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0055 |
0.8% |
65% |
False |
False |
29,520 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0050 |
0.7% |
65% |
False |
False |
23,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7547 |
|
2.618 |
0.7424 |
|
1.618 |
0.7349 |
|
1.000 |
0.7303 |
|
0.618 |
0.7274 |
|
HIGH |
0.7228 |
|
0.618 |
0.7199 |
|
0.500 |
0.7191 |
|
0.382 |
0.7182 |
|
LOW |
0.7153 |
|
0.618 |
0.7107 |
|
1.000 |
0.7078 |
|
1.618 |
0.7032 |
|
2.618 |
0.6957 |
|
4.250 |
0.6834 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7201 |
0.7202 |
| PP |
0.7196 |
0.7197 |
| S1 |
0.7191 |
0.7193 |
|