CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7105 |
0.7142 |
0.0037 |
0.5% |
0.7093 |
| High |
0.7152 |
0.7177 |
0.0025 |
0.3% |
0.7152 |
| Low |
0.7083 |
0.7107 |
0.0024 |
0.3% |
0.7058 |
| Close |
0.7143 |
0.7172 |
0.0029 |
0.4% |
0.7143 |
| Range |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0094 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
1.0% |
0.0000 |
| Volume |
88,385 |
133,735 |
45,350 |
51.3% |
456,252 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7362 |
0.7337 |
0.7211 |
|
| R3 |
0.7292 |
0.7267 |
0.7191 |
|
| R2 |
0.7222 |
0.7222 |
0.7185 |
|
| R1 |
0.7197 |
0.7197 |
0.7178 |
0.7210 |
| PP |
0.7152 |
0.7152 |
0.7152 |
0.7158 |
| S1 |
0.7127 |
0.7127 |
0.7166 |
0.7140 |
| S2 |
0.7082 |
0.7082 |
0.7159 |
|
| S3 |
0.7012 |
0.7057 |
0.7153 |
|
| S4 |
0.6942 |
0.6987 |
0.7133 |
|
|
| 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 |
0.7177 |
0.7058 |
0.0119 |
1.7% |
0.0060 |
0.8% |
96% |
True |
False |
102,093 |
| 10 |
0.7269 |
0.7058 |
0.0211 |
2.9% |
0.0063 |
0.9% |
54% |
False |
False |
100,535 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0064 |
0.9% |
47% |
False |
False |
101,206 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.6% |
0.0063 |
0.9% |
73% |
False |
False |
96,706 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
60% |
False |
False |
74,477 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0060 |
0.8% |
60% |
False |
False |
55,908 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0057 |
0.8% |
60% |
False |
False |
44,741 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
60% |
False |
False |
37,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7360 |
|
1.618 |
0.7290 |
|
1.000 |
0.7247 |
|
0.618 |
0.7220 |
|
HIGH |
0.7177 |
|
0.618 |
0.7150 |
|
0.500 |
0.7142 |
|
0.382 |
0.7134 |
|
LOW |
0.7107 |
|
0.618 |
0.7064 |
|
1.000 |
0.7037 |
|
1.618 |
0.6994 |
|
2.618 |
0.6924 |
|
4.250 |
0.6809 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7162 |
0.7157 |
| PP |
0.7152 |
0.7141 |
| S1 |
0.7142 |
0.7126 |
|