CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7249 |
0.7277 |
0.0028 |
0.4% |
0.7186 |
| High |
0.7300 |
0.7289 |
-0.0011 |
-0.2% |
0.7300 |
| Low |
0.7248 |
0.7241 |
-0.0007 |
-0.1% |
0.7144 |
| Close |
0.7270 |
0.7255 |
-0.0015 |
-0.2% |
0.7255 |
| Range |
0.0052 |
0.0048 |
-0.0004 |
-7.7% |
0.0156 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
140,333 |
113,590 |
-26,743 |
-19.1% |
532,582 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7406 |
0.7378 |
0.7281 |
|
| R3 |
0.7358 |
0.7330 |
0.7268 |
|
| R2 |
0.7310 |
0.7310 |
0.7264 |
|
| R1 |
0.7282 |
0.7282 |
0.7259 |
0.7272 |
| PP |
0.7262 |
0.7262 |
0.7262 |
0.7257 |
| S1 |
0.7234 |
0.7234 |
0.7251 |
0.7224 |
| S2 |
0.7214 |
0.7214 |
0.7246 |
|
| S3 |
0.7166 |
0.7186 |
0.7242 |
|
| S4 |
0.7118 |
0.7138 |
0.7229 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7634 |
0.7341 |
|
| R3 |
0.7545 |
0.7478 |
0.7298 |
|
| R2 |
0.7389 |
0.7389 |
0.7284 |
|
| R1 |
0.7322 |
0.7322 |
0.7269 |
0.7355 |
| PP |
0.7233 |
0.7233 |
0.7233 |
0.7250 |
| S1 |
0.7166 |
0.7166 |
0.7241 |
0.7200 |
| S2 |
0.7077 |
0.7077 |
0.7226 |
|
| S3 |
0.6921 |
0.7010 |
0.7212 |
|
| S4 |
0.6765 |
0.6854 |
0.7169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7300 |
0.7144 |
0.0156 |
2.2% |
0.0062 |
0.8% |
71% |
False |
False |
106,516 |
| 10 |
0.7300 |
0.7082 |
0.0218 |
3.0% |
0.0065 |
0.9% |
79% |
False |
False |
103,084 |
| 20 |
0.7300 |
0.7001 |
0.0299 |
4.1% |
0.0061 |
0.8% |
85% |
False |
False |
102,981 |
| 40 |
0.7369 |
0.6825 |
0.0544 |
7.5% |
0.0062 |
0.9% |
79% |
False |
False |
84,328 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0061 |
0.8% |
74% |
False |
False |
56,481 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0058 |
0.8% |
74% |
False |
False |
42,398 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0054 |
0.7% |
74% |
False |
False |
33,927 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0049 |
0.7% |
74% |
False |
False |
28,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7493 |
|
2.618 |
0.7415 |
|
1.618 |
0.7367 |
|
1.000 |
0.7337 |
|
0.618 |
0.7319 |
|
HIGH |
0.7289 |
|
0.618 |
0.7271 |
|
0.500 |
0.7265 |
|
0.382 |
0.7259 |
|
LOW |
0.7241 |
|
0.618 |
0.7211 |
|
1.000 |
0.7193 |
|
1.618 |
0.7163 |
|
2.618 |
0.7115 |
|
4.250 |
0.7037 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7265 |
0.7246 |
| PP |
0.7262 |
0.7236 |
| S1 |
0.7258 |
0.7227 |
|