CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7128 |
0.7147 |
0.0019 |
0.3% |
0.7218 |
| High |
0.7151 |
0.7172 |
0.0021 |
0.3% |
0.7232 |
| Low |
0.7124 |
0.7086 |
-0.0038 |
-0.5% |
0.7153 |
| Close |
0.7149 |
0.7094 |
-0.0055 |
-0.8% |
0.7174 |
| Range |
0.0027 |
0.0086 |
0.0059 |
218.5% |
0.0079 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.3% |
0.0000 |
| Volume |
66,681 |
103,250 |
36,569 |
54.8% |
469,237 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7375 |
0.7321 |
0.7141 |
|
| R3 |
0.7289 |
0.7235 |
0.7118 |
|
| R2 |
0.7203 |
0.7203 |
0.7110 |
|
| R1 |
0.7149 |
0.7149 |
0.7102 |
0.7133 |
| PP |
0.7117 |
0.7117 |
0.7117 |
0.7110 |
| S1 |
0.7063 |
0.7063 |
0.7086 |
0.7047 |
| S2 |
0.7031 |
0.7031 |
0.7078 |
|
| S3 |
0.6945 |
0.6977 |
0.7070 |
|
| S4 |
0.6859 |
0.6891 |
0.7047 |
|
|
| 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 |
0.7228 |
0.7086 |
0.0142 |
2.0% |
0.0062 |
0.9% |
6% |
False |
True |
99,850 |
| 10 |
0.7242 |
0.7086 |
0.0156 |
2.2% |
0.0055 |
0.8% |
5% |
False |
True |
96,657 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.9% |
0.0063 |
0.9% |
65% |
False |
False |
94,061 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
46% |
False |
False |
68,337 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0060 |
0.8% |
46% |
False |
False |
45,669 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
46% |
False |
False |
34,271 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0052 |
0.7% |
46% |
False |
False |
27,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7538 |
|
2.618 |
0.7397 |
|
1.618 |
0.7311 |
|
1.000 |
0.7258 |
|
0.618 |
0.7225 |
|
HIGH |
0.7172 |
|
0.618 |
0.7139 |
|
0.500 |
0.7129 |
|
0.382 |
0.7119 |
|
LOW |
0.7086 |
|
0.618 |
0.7033 |
|
1.000 |
0.7000 |
|
1.618 |
0.6947 |
|
2.618 |
0.6861 |
|
4.250 |
0.6721 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7129 |
0.7137 |
| PP |
0.7117 |
0.7123 |
| S1 |
0.7106 |
0.7108 |
|