CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7254 |
0.7226 |
-0.0028 |
-0.4% |
0.7186 |
| High |
0.7259 |
0.7269 |
0.0010 |
0.1% |
0.7300 |
| Low |
0.7216 |
0.7199 |
-0.0017 |
-0.2% |
0.7144 |
| Close |
0.7229 |
0.7234 |
0.0005 |
0.1% |
0.7255 |
| Range |
0.0043 |
0.0070 |
0.0027 |
62.8% |
0.0156 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
76,394 |
89,443 |
13,049 |
17.1% |
532,582 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7444 |
0.7409 |
0.7273 |
|
| R3 |
0.7374 |
0.7339 |
0.7253 |
|
| R2 |
0.7304 |
0.7304 |
0.7247 |
|
| R1 |
0.7269 |
0.7269 |
0.7240 |
0.7287 |
| PP |
0.7234 |
0.7234 |
0.7234 |
0.7243 |
| S1 |
0.7199 |
0.7199 |
0.7228 |
0.7217 |
| S2 |
0.7164 |
0.7164 |
0.7221 |
|
| S3 |
0.7094 |
0.7129 |
0.7215 |
|
| S4 |
0.7024 |
0.7059 |
0.7196 |
|
|
| 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 |
0.7154 |
0.0146 |
2.0% |
0.0068 |
0.9% |
55% |
False |
False |
110,207 |
| 10 |
0.7300 |
0.7082 |
0.0218 |
3.0% |
0.0064 |
0.9% |
70% |
False |
False |
98,623 |
| 20 |
0.7300 |
0.7082 |
0.0218 |
3.0% |
0.0059 |
0.8% |
70% |
False |
False |
100,035 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.6% |
0.0061 |
0.8% |
86% |
False |
False |
88,194 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0061 |
0.8% |
70% |
False |
False |
59,242 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0058 |
0.8% |
70% |
False |
False |
44,470 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0054 |
0.7% |
70% |
False |
False |
35,585 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.0% |
0.0050 |
0.7% |
70% |
False |
False |
29,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7566 |
|
2.618 |
0.7452 |
|
1.618 |
0.7382 |
|
1.000 |
0.7339 |
|
0.618 |
0.7312 |
|
HIGH |
0.7269 |
|
0.618 |
0.7242 |
|
0.500 |
0.7234 |
|
0.382 |
0.7226 |
|
LOW |
0.7199 |
|
0.618 |
0.7156 |
|
1.000 |
0.7129 |
|
1.618 |
0.7086 |
|
2.618 |
0.7016 |
|
4.250 |
0.6902 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7234 |
0.7244 |
| PP |
0.7234 |
0.7241 |
| S1 |
0.7234 |
0.7237 |
|