CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7166 |
0.7157 |
-0.0009 |
-0.1% |
0.7169 |
| High |
0.7182 |
0.7279 |
0.0097 |
1.4% |
0.7192 |
| Low |
0.7144 |
0.7154 |
0.0010 |
0.1% |
0.7082 |
| Close |
0.7154 |
0.7276 |
0.0122 |
1.7% |
0.7185 |
| Range |
0.0038 |
0.0125 |
0.0087 |
229.0% |
0.0110 |
| ATR |
0.0061 |
0.0066 |
0.0005 |
7.4% |
0.0000 |
| Volume |
79,410 |
131,275 |
51,865 |
65.3% |
409,792 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7569 |
0.7345 |
|
| R3 |
0.7486 |
0.7444 |
0.7310 |
|
| R2 |
0.7361 |
0.7361 |
0.7299 |
|
| R1 |
0.7319 |
0.7319 |
0.7287 |
0.7340 |
| PP |
0.7236 |
0.7236 |
0.7236 |
0.7247 |
| S1 |
0.7194 |
0.7194 |
0.7265 |
0.7215 |
| S2 |
0.7111 |
0.7111 |
0.7253 |
|
| S3 |
0.6986 |
0.7069 |
0.7242 |
|
| S4 |
0.6861 |
0.6944 |
0.7207 |
|
|
| 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 |
0.7279 |
0.7082 |
0.0197 |
2.7% |
0.0081 |
1.1% |
98% |
True |
False |
99,959 |
| 10 |
0.7279 |
0.7082 |
0.0197 |
2.7% |
0.0068 |
0.9% |
98% |
True |
False |
97,818 |
| 20 |
0.7279 |
0.6825 |
0.0454 |
6.2% |
0.0070 |
1.0% |
99% |
True |
False |
102,096 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0062 |
0.9% |
77% |
False |
False |
78,115 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0061 |
0.8% |
77% |
False |
False |
52,274 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0058 |
0.8% |
77% |
False |
False |
39,225 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0054 |
0.7% |
77% |
False |
False |
31,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7810 |
|
2.618 |
0.7606 |
|
1.618 |
0.7481 |
|
1.000 |
0.7404 |
|
0.618 |
0.7356 |
|
HIGH |
0.7279 |
|
0.618 |
0.7231 |
|
0.500 |
0.7217 |
|
0.382 |
0.7202 |
|
LOW |
0.7154 |
|
0.618 |
0.7077 |
|
1.000 |
0.7029 |
|
1.618 |
0.6952 |
|
2.618 |
0.6827 |
|
4.250 |
0.6623 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7256 |
0.7255 |
| PP |
0.7236 |
0.7233 |
| S1 |
0.7217 |
0.7212 |
|