CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7099 |
0.7093 |
-0.0006 |
-0.1% |
0.7254 |
| High |
0.7139 |
0.7135 |
-0.0004 |
-0.1% |
0.7269 |
| Low |
0.7090 |
0.7074 |
-0.0016 |
-0.2% |
0.7064 |
| Close |
0.7099 |
0.7109 |
0.0010 |
0.1% |
0.7090 |
| Range |
0.0049 |
0.0061 |
0.0012 |
24.5% |
0.0205 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
102,329 |
100,971 |
-1,358 |
-1.3% |
491,766 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7289 |
0.7260 |
0.7143 |
|
| R3 |
0.7228 |
0.7199 |
0.7126 |
|
| R2 |
0.7167 |
0.7167 |
0.7120 |
|
| R1 |
0.7138 |
0.7138 |
0.7115 |
0.7153 |
| PP |
0.7106 |
0.7106 |
0.7106 |
0.7113 |
| S1 |
0.7077 |
0.7077 |
0.7103 |
0.7092 |
| S2 |
0.7045 |
0.7045 |
0.7098 |
|
| S3 |
0.6984 |
0.7016 |
0.7092 |
|
| S4 |
0.6923 |
0.6955 |
0.7075 |
|
|
| 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% |
0.0050 |
0.7% |
63% |
False |
False |
93,456 |
| 10 |
0.7289 |
0.7058 |
0.0231 |
3.2% |
0.0058 |
0.8% |
22% |
False |
False |
97,322 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0063 |
0.9% |
21% |
False |
False |
100,467 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0064 |
0.9% |
60% |
False |
False |
96,105 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
49% |
False |
False |
70,782 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0060 |
0.8% |
49% |
False |
False |
53,132 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
49% |
False |
False |
42,521 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0052 |
0.7% |
49% |
False |
False |
35,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7394 |
|
2.618 |
0.7295 |
|
1.618 |
0.7234 |
|
1.000 |
0.7196 |
|
0.618 |
0.7173 |
|
HIGH |
0.7135 |
|
0.618 |
0.7112 |
|
0.500 |
0.7105 |
|
0.382 |
0.7097 |
|
LOW |
0.7074 |
|
0.618 |
0.7036 |
|
1.000 |
0.7013 |
|
1.618 |
0.6975 |
|
2.618 |
0.6914 |
|
4.250 |
0.6815 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7108 |
0.7106 |
| PP |
0.7106 |
0.7102 |
| S1 |
0.7105 |
0.7099 |
|