CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7112 |
0.7101 |
-0.0011 |
-0.2% |
0.7254 |
| High |
0.7121 |
0.7106 |
-0.0015 |
-0.2% |
0.7269 |
| Low |
0.7093 |
0.7064 |
-0.0029 |
-0.4% |
0.7064 |
| Close |
0.7104 |
0.7090 |
-0.0014 |
-0.2% |
0.7090 |
| Range |
0.0028 |
0.0042 |
0.0014 |
50.0% |
0.0205 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
91,081 |
99,417 |
8,336 |
9.2% |
491,766 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7213 |
0.7193 |
0.7113 |
|
| R3 |
0.7171 |
0.7151 |
0.7102 |
|
| R2 |
0.7129 |
0.7129 |
0.7098 |
|
| R1 |
0.7109 |
0.7109 |
0.7094 |
0.7098 |
| PP |
0.7087 |
0.7087 |
0.7087 |
0.7081 |
| S1 |
0.7067 |
0.7067 |
0.7086 |
0.7056 |
| S2 |
0.7045 |
0.7045 |
0.7082 |
|
| S3 |
0.7003 |
0.7025 |
0.7078 |
|
| S4 |
0.6961 |
0.6983 |
0.7067 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7756 |
0.7628 |
0.7203 |
|
| R3 |
0.7551 |
0.7423 |
0.7146 |
|
| R2 |
0.7346 |
0.7346 |
0.7128 |
|
| R1 |
0.7218 |
0.7218 |
0.7109 |
0.7180 |
| PP |
0.7141 |
0.7141 |
0.7141 |
0.7122 |
| S1 |
0.7013 |
0.7013 |
0.7071 |
0.6975 |
| S2 |
0.6936 |
0.6936 |
0.7052 |
|
| S3 |
0.6731 |
0.6808 |
0.7034 |
|
| S4 |
0.6526 |
0.6603 |
0.6977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7269 |
0.7064 |
0.0205 |
2.9% |
0.0065 |
0.9% |
13% |
False |
True |
98,353 |
| 10 |
0.7300 |
0.7064 |
0.0236 |
3.3% |
0.0063 |
0.9% |
11% |
False |
True |
102,434 |
| 20 |
0.7300 |
0.7064 |
0.0236 |
3.3% |
0.0062 |
0.9% |
11% |
False |
True |
100,606 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0063 |
0.9% |
56% |
False |
False |
94,761 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
46% |
False |
False |
64,660 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
46% |
False |
False |
48,543 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
46% |
False |
False |
38,843 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0051 |
0.7% |
46% |
False |
False |
32,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7285 |
|
2.618 |
0.7216 |
|
1.618 |
0.7174 |
|
1.000 |
0.7148 |
|
0.618 |
0.7132 |
|
HIGH |
0.7106 |
|
0.618 |
0.7090 |
|
0.500 |
0.7085 |
|
0.382 |
0.7080 |
|
LOW |
0.7064 |
|
0.618 |
0.7038 |
|
1.000 |
0.7022 |
|
1.618 |
0.6996 |
|
2.618 |
0.6954 |
|
4.250 |
0.6886 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7088 |
0.7157 |
| PP |
0.7087 |
0.7134 |
| S1 |
0.7085 |
0.7112 |
|