CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7195 |
0.7169 |
-0.0026 |
-0.4% |
0.7218 |
| High |
0.7221 |
0.7188 |
-0.0033 |
-0.5% |
0.7232 |
| Low |
0.7165 |
0.7122 |
-0.0043 |
-0.6% |
0.7153 |
| Close |
0.7174 |
0.7125 |
-0.0049 |
-0.7% |
0.7174 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0079 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
88,467 |
121,974 |
33,507 |
37.9% |
469,237 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7343 |
0.7300 |
0.7161 |
|
| R3 |
0.7277 |
0.7234 |
0.7143 |
|
| R2 |
0.7211 |
0.7211 |
0.7137 |
|
| R1 |
0.7168 |
0.7168 |
0.7131 |
0.7157 |
| PP |
0.7145 |
0.7145 |
0.7145 |
0.7139 |
| S1 |
0.7102 |
0.7102 |
0.7119 |
0.7091 |
| S2 |
0.7079 |
0.7079 |
0.7113 |
|
| S3 |
0.7013 |
0.7036 |
0.7107 |
|
| S4 |
0.6947 |
0.6970 |
0.7089 |
|
|
| 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 |
0.7122 |
0.0110 |
1.5% |
0.0059 |
0.8% |
3% |
False |
True |
103,529 |
| 10 |
0.7242 |
0.7122 |
0.0120 |
1.7% |
0.0053 |
0.7% |
2% |
False |
True |
101,446 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.9% |
0.0063 |
0.9% |
72% |
False |
False |
92,565 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.8% |
52% |
False |
False |
64,112 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0060 |
0.8% |
52% |
False |
False |
42,840 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
52% |
False |
False |
32,150 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0051 |
0.7% |
52% |
False |
False |
25,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7469 |
|
2.618 |
0.7361 |
|
1.618 |
0.7295 |
|
1.000 |
0.7254 |
|
0.618 |
0.7229 |
|
HIGH |
0.7188 |
|
0.618 |
0.7163 |
|
0.500 |
0.7155 |
|
0.382 |
0.7147 |
|
LOW |
0.7122 |
|
0.618 |
0.7081 |
|
1.000 |
0.7056 |
|
1.618 |
0.7015 |
|
2.618 |
0.6949 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7155 |
0.7175 |
| PP |
0.7145 |
0.7158 |
| S1 |
0.7135 |
0.7142 |
|