CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7142 |
0.7165 |
0.0023 |
0.3% |
0.7093 |
| High |
0.7177 |
0.7186 |
0.0009 |
0.1% |
0.7152 |
| Low |
0.7107 |
0.7145 |
0.0038 |
0.5% |
0.7058 |
| Close |
0.7172 |
0.7176 |
0.0004 |
0.1% |
0.7143 |
| Range |
0.0070 |
0.0041 |
-0.0029 |
-41.4% |
0.0094 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
133,735 |
90,183 |
-43,552 |
-32.6% |
456,252 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7292 |
0.7275 |
0.7199 |
|
| R3 |
0.7251 |
0.7234 |
0.7187 |
|
| R2 |
0.7210 |
0.7210 |
0.7184 |
|
| R1 |
0.7193 |
0.7193 |
0.7180 |
0.7202 |
| PP |
0.7169 |
0.7169 |
0.7169 |
0.7173 |
| S1 |
0.7152 |
0.7152 |
0.7172 |
0.7161 |
| S2 |
0.7128 |
0.7128 |
0.7168 |
|
| S3 |
0.7087 |
0.7111 |
0.7165 |
|
| S4 |
0.7046 |
0.7070 |
0.7153 |
|
|
| 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 |
0.7186 |
0.7074 |
0.0112 |
1.6% |
0.0058 |
0.8% |
91% |
True |
False |
103,120 |
| 10 |
0.7249 |
0.7058 |
0.0191 |
2.7% |
0.0060 |
0.8% |
62% |
False |
False |
100,609 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0062 |
0.9% |
49% |
False |
False |
99,616 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.6% |
0.0063 |
0.9% |
74% |
False |
False |
96,091 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.9% |
60% |
False |
False |
75,947 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.8% |
60% |
False |
False |
57,034 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0057 |
0.8% |
60% |
False |
False |
45,643 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
60% |
False |
False |
38,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7360 |
|
2.618 |
0.7293 |
|
1.618 |
0.7252 |
|
1.000 |
0.7227 |
|
0.618 |
0.7211 |
|
HIGH |
0.7186 |
|
0.618 |
0.7170 |
|
0.500 |
0.7166 |
|
0.382 |
0.7161 |
|
LOW |
0.7145 |
|
0.618 |
0.7120 |
|
1.000 |
0.7104 |
|
1.618 |
0.7079 |
|
2.618 |
0.7038 |
|
4.250 |
0.6971 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7173 |
0.7162 |
| PP |
0.7169 |
0.7148 |
| S1 |
0.7166 |
0.7135 |
|