CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7095 |
0.7186 |
0.0091 |
1.3% |
0.7169 |
| High |
0.7192 |
0.7211 |
0.0019 |
0.3% |
0.7192 |
| Low |
0.7082 |
0.7166 |
0.0084 |
1.2% |
0.7082 |
| Close |
0.7185 |
0.7171 |
-0.0014 |
-0.2% |
0.7185 |
| Range |
0.0110 |
0.0045 |
-0.0065 |
-59.1% |
0.0110 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
117,887 |
67,974 |
-49,913 |
-42.3% |
409,792 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7318 |
0.7289 |
0.7196 |
|
| R3 |
0.7273 |
0.7244 |
0.7183 |
|
| R2 |
0.7228 |
0.7228 |
0.7179 |
|
| R1 |
0.7199 |
0.7199 |
0.7175 |
0.7191 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7179 |
| S1 |
0.7154 |
0.7154 |
0.7167 |
0.7146 |
| S2 |
0.7138 |
0.7138 |
0.7163 |
|
| S3 |
0.7093 |
0.7109 |
0.7159 |
|
| S4 |
0.7048 |
0.7064 |
0.7146 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7444 |
0.7246 |
|
| R3 |
0.7373 |
0.7334 |
0.7215 |
|
| R2 |
0.7263 |
0.7263 |
0.7205 |
|
| R1 |
0.7224 |
0.7224 |
0.7195 |
0.7244 |
| PP |
0.7153 |
0.7153 |
0.7153 |
0.7163 |
| S1 |
0.7114 |
0.7114 |
0.7175 |
0.7134 |
| S2 |
0.7043 |
0.7043 |
0.7165 |
|
| S3 |
0.6933 |
0.7004 |
0.7155 |
|
| S4 |
0.6823 |
0.6894 |
0.7124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7211 |
0.7082 |
0.0129 |
1.8% |
0.0067 |
0.9% |
69% |
True |
False |
95,553 |
| 10 |
0.7232 |
0.7082 |
0.0150 |
2.1% |
0.0060 |
0.8% |
59% |
False |
False |
94,700 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0066 |
0.9% |
83% |
False |
False |
97,248 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0060 |
0.8% |
59% |
False |
False |
72,885 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.8% |
59% |
False |
False |
48,765 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0057 |
0.8% |
59% |
False |
False |
36,593 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0052 |
0.7% |
59% |
False |
False |
29,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7402 |
|
2.618 |
0.7329 |
|
1.618 |
0.7284 |
|
1.000 |
0.7256 |
|
0.618 |
0.7239 |
|
HIGH |
0.7211 |
|
0.618 |
0.7194 |
|
0.500 |
0.7189 |
|
0.382 |
0.7183 |
|
LOW |
0.7166 |
|
0.618 |
0.7138 |
|
1.000 |
0.7121 |
|
1.618 |
0.7093 |
|
2.618 |
0.7048 |
|
4.250 |
0.6975 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7163 |
| PP |
0.7183 |
0.7155 |
| S1 |
0.7177 |
0.7147 |
|