CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 04-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7277 |
0.7254 |
-0.0023 |
-0.3% |
0.7186 |
High |
0.7289 |
0.7259 |
-0.0030 |
-0.4% |
0.7300 |
Low |
0.7241 |
0.7216 |
-0.0025 |
-0.3% |
0.7144 |
Close |
0.7255 |
0.7229 |
-0.0026 |
-0.4% |
0.7255 |
Range |
0.0048 |
0.0043 |
-0.0005 |
-10.4% |
0.0156 |
ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
113,590 |
76,394 |
-37,196 |
-32.7% |
532,582 |
|
Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7364 |
0.7339 |
0.7253 |
|
R3 |
0.7321 |
0.7296 |
0.7241 |
|
R2 |
0.7278 |
0.7278 |
0.7237 |
|
R1 |
0.7253 |
0.7253 |
0.7233 |
0.7244 |
PP |
0.7235 |
0.7235 |
0.7235 |
0.7230 |
S1 |
0.7210 |
0.7210 |
0.7225 |
0.7201 |
S2 |
0.7192 |
0.7192 |
0.7221 |
|
S3 |
0.7149 |
0.7167 |
0.7217 |
|
S4 |
0.7106 |
0.7124 |
0.7205 |
|
|
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% |
0.0061 |
0.8% |
54% |
False |
False |
108,200 |
10 |
0.7300 |
0.7082 |
0.0218 |
3.0% |
0.0064 |
0.9% |
67% |
False |
False |
101,876 |
20 |
0.7300 |
0.7082 |
0.0218 |
3.0% |
0.0057 |
0.8% |
67% |
False |
False |
100,018 |
40 |
0.7300 |
0.6825 |
0.0475 |
6.6% |
0.0061 |
0.8% |
85% |
False |
False |
86,141 |
60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.8% |
69% |
False |
False |
57,754 |
80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
69% |
False |
False |
43,353 |
100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0054 |
0.7% |
69% |
False |
False |
34,691 |
120 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0050 |
0.7% |
69% |
False |
False |
28,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7442 |
2.618 |
0.7372 |
1.618 |
0.7329 |
1.000 |
0.7302 |
0.618 |
0.7286 |
HIGH |
0.7259 |
0.618 |
0.7243 |
0.500 |
0.7238 |
0.382 |
0.7232 |
LOW |
0.7216 |
0.618 |
0.7189 |
1.000 |
0.7173 |
1.618 |
0.7146 |
2.618 |
0.7103 |
4.250 |
0.7033 |
|
|
Fisher Pivots for day following 04-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7238 |
0.7258 |
PP |
0.7235 |
0.7248 |
S1 |
0.7232 |
0.7239 |
|