CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7177 |
0.7195 |
0.0018 |
0.3% |
0.7218 |
| High |
0.7228 |
0.7221 |
-0.0007 |
-0.1% |
0.7232 |
| Low |
0.7153 |
0.7165 |
0.0012 |
0.2% |
0.7153 |
| Close |
0.7206 |
0.7174 |
-0.0032 |
-0.4% |
0.7174 |
| Range |
0.0075 |
0.0056 |
-0.0019 |
-25.3% |
0.0079 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
118,880 |
88,467 |
-30,413 |
-25.6% |
469,237 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7355 |
0.7320 |
0.7205 |
|
| R3 |
0.7299 |
0.7264 |
0.7189 |
|
| R2 |
0.7243 |
0.7243 |
0.7184 |
|
| R1 |
0.7208 |
0.7208 |
0.7179 |
0.7198 |
| PP |
0.7187 |
0.7187 |
0.7187 |
0.7181 |
| S1 |
0.7152 |
0.7152 |
0.7169 |
0.7142 |
| S2 |
0.7131 |
0.7131 |
0.7164 |
|
| S3 |
0.7075 |
0.7096 |
0.7159 |
|
| S4 |
0.7019 |
0.7040 |
0.7143 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7423 |
0.7378 |
0.7217 |
|
| R3 |
0.7344 |
0.7299 |
0.7196 |
|
| R2 |
0.7265 |
0.7265 |
0.7188 |
|
| R1 |
0.7220 |
0.7220 |
0.7181 |
0.7203 |
| PP |
0.7186 |
0.7186 |
0.7186 |
0.7178 |
| S1 |
0.7141 |
0.7141 |
0.7167 |
0.7124 |
| S2 |
0.7107 |
0.7107 |
0.7160 |
|
| S3 |
0.7028 |
0.7062 |
0.7152 |
|
| S4 |
0.6949 |
0.6983 |
0.7131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7232 |
0.7153 |
0.0079 |
1.1% |
0.0054 |
0.7% |
27% |
False |
False |
93,847 |
| 10 |
0.7242 |
0.7122 |
0.0120 |
1.7% |
0.0050 |
0.7% |
43% |
False |
False |
98,160 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0063 |
0.9% |
84% |
False |
False |
92,205 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.8% |
60% |
False |
False |
61,112 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0059 |
0.8% |
60% |
False |
False |
40,808 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0055 |
0.8% |
60% |
False |
False |
30,625 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0051 |
0.7% |
60% |
False |
False |
24,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7368 |
|
1.618 |
0.7312 |
|
1.000 |
0.7277 |
|
0.618 |
0.7256 |
|
HIGH |
0.7221 |
|
0.618 |
0.7200 |
|
0.500 |
0.7193 |
|
0.382 |
0.7186 |
|
LOW |
0.7165 |
|
0.618 |
0.7130 |
|
1.000 |
0.7109 |
|
1.618 |
0.7074 |
|
2.618 |
0.7018 |
|
4.250 |
0.6927 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7193 |
0.7191 |
| PP |
0.7187 |
0.7185 |
| S1 |
0.7180 |
0.7180 |
|