CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 07-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7238 |
0.7112 |
-0.0126 |
-1.7% |
0.7186 |
High |
0.7249 |
0.7121 |
-0.0128 |
-1.8% |
0.7300 |
Low |
0.7107 |
0.7093 |
-0.0014 |
-0.2% |
0.7144 |
Close |
0.7119 |
0.7104 |
-0.0015 |
-0.2% |
0.7255 |
Range |
0.0142 |
0.0028 |
-0.0114 |
-80.3% |
0.0156 |
ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
135,431 |
91,081 |
-44,350 |
-32.7% |
532,582 |
|
Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7190 |
0.7175 |
0.7119 |
|
R3 |
0.7162 |
0.7147 |
0.7112 |
|
R2 |
0.7134 |
0.7134 |
0.7109 |
|
R1 |
0.7119 |
0.7119 |
0.7107 |
0.7113 |
PP |
0.7106 |
0.7106 |
0.7106 |
0.7103 |
S1 |
0.7091 |
0.7091 |
0.7101 |
0.7085 |
S2 |
0.7078 |
0.7078 |
0.7099 |
|
S3 |
0.7050 |
0.7063 |
0.7096 |
|
S4 |
0.7022 |
0.7035 |
0.7089 |
|
|
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 |
0.7289 |
0.7093 |
0.0196 |
2.8% |
0.0066 |
0.9% |
6% |
False |
True |
101,187 |
10 |
0.7300 |
0.7082 |
0.0218 |
3.1% |
0.0070 |
1.0% |
10% |
False |
False |
104,281 |
20 |
0.7300 |
0.7082 |
0.0218 |
3.1% |
0.0063 |
0.9% |
10% |
False |
False |
100,469 |
40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0063 |
0.9% |
59% |
False |
False |
93,279 |
60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
48% |
False |
False |
63,010 |
80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
48% |
False |
False |
47,301 |
100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
48% |
False |
False |
37,849 |
120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0051 |
0.7% |
48% |
False |
False |
31,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7240 |
2.618 |
0.7194 |
1.618 |
0.7166 |
1.000 |
0.7149 |
0.618 |
0.7138 |
HIGH |
0.7121 |
0.618 |
0.7110 |
0.500 |
0.7107 |
0.382 |
0.7104 |
LOW |
0.7093 |
0.618 |
0.7076 |
1.000 |
0.7065 |
1.618 |
0.7048 |
2.618 |
0.7020 |
4.250 |
0.6974 |
|
|
Fisher Pivots for day following 07-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7107 |
0.7181 |
PP |
0.7106 |
0.7155 |
S1 |
0.7105 |
0.7130 |
|