CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7157 |
0.7249 |
0.0092 |
1.3% |
0.7169 |
| High |
0.7279 |
0.7300 |
0.0021 |
0.3% |
0.7192 |
| Low |
0.7154 |
0.7248 |
0.0094 |
1.3% |
0.7082 |
| Close |
0.7276 |
0.7270 |
-0.0006 |
-0.1% |
0.7185 |
| Range |
0.0125 |
0.0052 |
-0.0073 |
-58.4% |
0.0110 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
131,275 |
140,333 |
9,058 |
6.9% |
409,792 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7429 |
0.7401 |
0.7299 |
|
| R3 |
0.7377 |
0.7349 |
0.7284 |
|
| R2 |
0.7325 |
0.7325 |
0.7280 |
|
| R1 |
0.7297 |
0.7297 |
0.7275 |
0.7311 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7280 |
| S1 |
0.7245 |
0.7245 |
0.7265 |
0.7259 |
| S2 |
0.7221 |
0.7221 |
0.7260 |
|
| S3 |
0.7169 |
0.7193 |
0.7256 |
|
| S4 |
0.7117 |
0.7141 |
0.7241 |
|
|
| 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 |
0.7300 |
0.7082 |
0.0218 |
3.0% |
0.0074 |
1.0% |
86% |
True |
False |
107,375 |
| 10 |
0.7300 |
0.7082 |
0.0218 |
3.0% |
0.0068 |
0.9% |
86% |
True |
False |
103,613 |
| 20 |
0.7300 |
0.6825 |
0.0475 |
6.5% |
0.0069 |
0.9% |
94% |
True |
False |
104,088 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0063 |
0.9% |
76% |
False |
False |
81,542 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0061 |
0.8% |
76% |
False |
False |
54,591 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0058 |
0.8% |
76% |
False |
False |
40,979 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0054 |
0.7% |
76% |
False |
False |
32,791 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0049 |
0.7% |
76% |
False |
False |
27,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7521 |
|
2.618 |
0.7436 |
|
1.618 |
0.7384 |
|
1.000 |
0.7352 |
|
0.618 |
0.7332 |
|
HIGH |
0.7300 |
|
0.618 |
0.7280 |
|
0.500 |
0.7274 |
|
0.382 |
0.7268 |
|
LOW |
0.7248 |
|
0.618 |
0.7216 |
|
1.000 |
0.7196 |
|
1.618 |
0.7164 |
|
2.618 |
0.7112 |
|
4.250 |
0.7027 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7274 |
0.7254 |
| PP |
0.7273 |
0.7238 |
| S1 |
0.7271 |
0.7222 |
|