CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7063 |
0.7099 |
0.0036 |
0.5% |
0.7254 |
| High |
0.7107 |
0.7139 |
0.0032 |
0.5% |
0.7269 |
| Low |
0.7058 |
0.7090 |
0.0032 |
0.5% |
0.7064 |
| Close |
0.7103 |
0.7099 |
-0.0004 |
-0.1% |
0.7090 |
| Range |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0205 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
85,048 |
102,329 |
17,281 |
20.3% |
491,766 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7256 |
0.7227 |
0.7126 |
|
| R3 |
0.7207 |
0.7178 |
0.7112 |
|
| R2 |
0.7158 |
0.7158 |
0.7108 |
|
| R1 |
0.7129 |
0.7129 |
0.7103 |
0.7124 |
| PP |
0.7109 |
0.7109 |
0.7109 |
0.7107 |
| S1 |
0.7080 |
0.7080 |
0.7095 |
0.7075 |
| S2 |
0.7060 |
0.7060 |
0.7090 |
|
| S3 |
0.7011 |
0.7031 |
0.7086 |
|
| S4 |
0.6962 |
0.6982 |
0.7072 |
|
|
| 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 |
0.7139 |
0.7058 |
0.0081 |
1.1% |
0.0044 |
0.6% |
51% |
True |
False |
91,478 |
| 10 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0057 |
0.8% |
17% |
False |
False |
101,258 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0063 |
0.9% |
17% |
False |
False |
99,538 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0063 |
0.9% |
58% |
False |
False |
95,317 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
47% |
False |
False |
69,101 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
47% |
False |
False |
51,874 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
47% |
False |
False |
41,511 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0052 |
0.7% |
47% |
False |
False |
34,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7347 |
|
2.618 |
0.7267 |
|
1.618 |
0.7218 |
|
1.000 |
0.7188 |
|
0.618 |
0.7169 |
|
HIGH |
0.7139 |
|
0.618 |
0.7120 |
|
0.500 |
0.7115 |
|
0.382 |
0.7109 |
|
LOW |
0.7090 |
|
0.618 |
0.7060 |
|
1.000 |
0.7041 |
|
1.618 |
0.7011 |
|
2.618 |
0.6962 |
|
4.250 |
0.6882 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7115 |
0.7099 |
| PP |
0.7109 |
0.7099 |
| S1 |
0.7104 |
0.7099 |
|