CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 15-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7093 |
0.7105 |
0.0012 |
0.2% |
0.7093 |
| High |
0.7135 |
0.7152 |
0.0017 |
0.2% |
0.7152 |
| Low |
0.7074 |
0.7083 |
0.0009 |
0.1% |
0.7058 |
| Close |
0.7109 |
0.7143 |
0.0034 |
0.5% |
0.7143 |
| Range |
0.0061 |
0.0069 |
0.0008 |
13.1% |
0.0094 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
0.9% |
0.0000 |
| Volume |
100,971 |
88,385 |
-12,586 |
-12.5% |
456,252 |
|
| Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7333 |
0.7307 |
0.7181 |
|
| R3 |
0.7264 |
0.7238 |
0.7162 |
|
| R2 |
0.7195 |
0.7195 |
0.7156 |
|
| R1 |
0.7169 |
0.7169 |
0.7149 |
0.7182 |
| PP |
0.7126 |
0.7126 |
0.7126 |
0.7133 |
| S1 |
0.7100 |
0.7100 |
0.7137 |
0.7113 |
| S2 |
0.7057 |
0.7057 |
0.7130 |
|
| S3 |
0.6988 |
0.7031 |
0.7124 |
|
| S4 |
0.6919 |
0.6962 |
0.7105 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7400 |
0.7365 |
0.7195 |
|
| R3 |
0.7306 |
0.7271 |
0.7169 |
|
| R2 |
0.7212 |
0.7212 |
0.7160 |
|
| R1 |
0.7177 |
0.7177 |
0.7152 |
0.7195 |
| PP |
0.7118 |
0.7118 |
0.7118 |
0.7126 |
| S1 |
0.7083 |
0.7083 |
0.7134 |
0.7101 |
| S2 |
0.7024 |
0.7024 |
0.7126 |
|
| S3 |
0.6930 |
0.6989 |
0.7117 |
|
| S4 |
0.6836 |
0.6895 |
0.7091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7152 |
0.7058 |
0.0094 |
1.3% |
0.0056 |
0.8% |
90% |
True |
False |
91,250 |
| 10 |
0.7269 |
0.7058 |
0.0211 |
3.0% |
0.0060 |
0.8% |
40% |
False |
False |
94,801 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0063 |
0.9% |
35% |
False |
False |
98,942 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.6% |
0.0065 |
0.9% |
67% |
False |
False |
96,138 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
55% |
False |
False |
72,253 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0060 |
0.8% |
55% |
False |
False |
54,236 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0056 |
0.8% |
55% |
False |
False |
43,404 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0052 |
0.7% |
55% |
False |
False |
36,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7445 |
|
2.618 |
0.7333 |
|
1.618 |
0.7264 |
|
1.000 |
0.7221 |
|
0.618 |
0.7195 |
|
HIGH |
0.7152 |
|
0.618 |
0.7126 |
|
0.500 |
0.7118 |
|
0.382 |
0.7109 |
|
LOW |
0.7083 |
|
0.618 |
0.7040 |
|
1.000 |
0.7014 |
|
1.618 |
0.6971 |
|
2.618 |
0.6902 |
|
4.250 |
0.6790 |
|
|
| Fisher Pivots for day following 15-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7135 |
0.7133 |
| PP |
0.7126 |
0.7123 |
| S1 |
0.7118 |
0.7113 |
|