CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7093 |
0.7063 |
-0.0030 |
-0.4% |
0.7254 |
| High |
0.7112 |
0.7107 |
-0.0005 |
-0.1% |
0.7269 |
| Low |
0.7061 |
0.7058 |
-0.0003 |
0.0% |
0.7064 |
| Close |
0.7066 |
0.7103 |
0.0037 |
0.5% |
0.7090 |
| Range |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0205 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
79,519 |
85,048 |
5,529 |
7.0% |
491,766 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7236 |
0.7219 |
0.7130 |
|
| R3 |
0.7187 |
0.7170 |
0.7116 |
|
| R2 |
0.7138 |
0.7138 |
0.7112 |
|
| R1 |
0.7121 |
0.7121 |
0.7107 |
0.7130 |
| PP |
0.7089 |
0.7089 |
0.7089 |
0.7094 |
| S1 |
0.7072 |
0.7072 |
0.7099 |
0.7081 |
| S2 |
0.7040 |
0.7040 |
0.7094 |
|
| S3 |
0.6991 |
0.7023 |
0.7090 |
|
| S4 |
0.6942 |
0.6974 |
0.7076 |
|
|
| 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 |
0.7249 |
0.7058 |
0.0191 |
2.7% |
0.0062 |
0.9% |
24% |
False |
True |
98,099 |
| 10 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0065 |
0.9% |
19% |
False |
True |
104,153 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0062 |
0.9% |
19% |
False |
True |
99,719 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0063 |
0.9% |
59% |
False |
False |
95,354 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
48% |
False |
False |
67,399 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
48% |
False |
False |
50,595 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
48% |
False |
False |
40,488 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0052 |
0.7% |
48% |
False |
False |
33,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7315 |
|
2.618 |
0.7235 |
|
1.618 |
0.7186 |
|
1.000 |
0.7156 |
|
0.618 |
0.7137 |
|
HIGH |
0.7107 |
|
0.618 |
0.7088 |
|
0.500 |
0.7083 |
|
0.382 |
0.7077 |
|
LOW |
0.7058 |
|
0.618 |
0.7028 |
|
1.000 |
0.7009 |
|
1.618 |
0.6979 |
|
2.618 |
0.6930 |
|
4.250 |
0.6850 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7096 |
0.7097 |
| PP |
0.7089 |
0.7091 |
| S1 |
0.7083 |
0.7085 |
|