CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7226 |
0.7238 |
0.0012 |
0.2% |
0.7186 |
| High |
0.7269 |
0.7249 |
-0.0020 |
-0.3% |
0.7300 |
| Low |
0.7199 |
0.7107 |
-0.0092 |
-1.3% |
0.7144 |
| Close |
0.7234 |
0.7119 |
-0.0115 |
-1.6% |
0.7255 |
| Range |
0.0070 |
0.0142 |
0.0072 |
102.9% |
0.0156 |
| ATR |
0.0063 |
0.0068 |
0.0006 |
9.0% |
0.0000 |
| Volume |
89,443 |
135,431 |
45,988 |
51.4% |
532,582 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7494 |
0.7197 |
|
| R3 |
0.7442 |
0.7352 |
0.7158 |
|
| R2 |
0.7300 |
0.7300 |
0.7145 |
|
| R1 |
0.7210 |
0.7210 |
0.7132 |
0.7184 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7146 |
| S1 |
0.7068 |
0.7068 |
0.7106 |
0.7042 |
| S2 |
0.7016 |
0.7016 |
0.7093 |
|
| S3 |
0.6874 |
0.6926 |
0.7080 |
|
| S4 |
0.6732 |
0.6784 |
0.7041 |
|
|
| 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 |
0.7107 |
0.0193 |
2.7% |
0.0071 |
1.0% |
6% |
False |
True |
111,038 |
| 10 |
0.7300 |
0.7082 |
0.0218 |
3.1% |
0.0076 |
1.1% |
17% |
False |
False |
105,498 |
| 20 |
0.7300 |
0.7082 |
0.0218 |
3.1% |
0.0064 |
0.9% |
17% |
False |
False |
101,814 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0063 |
0.9% |
62% |
False |
False |
91,374 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
51% |
False |
False |
61,497 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
51% |
False |
False |
46,162 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
51% |
False |
False |
36,938 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0051 |
0.7% |
51% |
False |
False |
30,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7853 |
|
2.618 |
0.7621 |
|
1.618 |
0.7479 |
|
1.000 |
0.7391 |
|
0.618 |
0.7337 |
|
HIGH |
0.7249 |
|
0.618 |
0.7195 |
|
0.500 |
0.7178 |
|
0.382 |
0.7161 |
|
LOW |
0.7107 |
|
0.618 |
0.7019 |
|
1.000 |
0.6965 |
|
1.618 |
0.6877 |
|
2.618 |
0.6735 |
|
4.250 |
0.6503 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7178 |
0.7188 |
| PP |
0.7158 |
0.7165 |
| S1 |
0.7139 |
0.7142 |
|