CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 21-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2019 |
21-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7165 |
0.7167 |
0.0002 |
0.0% |
0.7093 |
High |
0.7186 |
0.7210 |
0.0024 |
0.3% |
0.7152 |
Low |
0.7145 |
0.7071 |
-0.0074 |
-1.0% |
0.7058 |
Close |
0.7176 |
0.7083 |
-0.0093 |
-1.3% |
0.7143 |
Range |
0.0041 |
0.0139 |
0.0098 |
239.0% |
0.0094 |
ATR |
0.0061 |
0.0066 |
0.0006 |
9.2% |
0.0000 |
Volume |
90,183 |
168,659 |
78,476 |
87.0% |
456,252 |
|
Daily Pivots for day following 21-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7538 |
0.7450 |
0.7159 |
|
R3 |
0.7399 |
0.7311 |
0.7121 |
|
R2 |
0.7260 |
0.7260 |
0.7108 |
|
R1 |
0.7172 |
0.7172 |
0.7096 |
0.7147 |
PP |
0.7121 |
0.7121 |
0.7121 |
0.7109 |
S1 |
0.7033 |
0.7033 |
0.7070 |
0.7008 |
S2 |
0.6982 |
0.6982 |
0.7058 |
|
S3 |
0.6843 |
0.6894 |
0.7045 |
|
S4 |
0.6704 |
0.6755 |
0.7007 |
|
|
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 |
0.7210 |
0.7071 |
0.0139 |
2.0% |
0.0076 |
1.1% |
9% |
True |
True |
116,386 |
10 |
0.7210 |
0.7058 |
0.0152 |
2.1% |
0.0060 |
0.8% |
16% |
True |
False |
103,932 |
20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0068 |
1.0% |
10% |
False |
False |
104,715 |
40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0064 |
0.9% |
54% |
False |
False |
97,766 |
60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0063 |
0.9% |
44% |
False |
False |
78,747 |
80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
44% |
False |
False |
59,142 |
100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0058 |
0.8% |
44% |
False |
False |
47,329 |
120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0054 |
0.8% |
44% |
False |
False |
39,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7801 |
2.618 |
0.7574 |
1.618 |
0.7435 |
1.000 |
0.7349 |
0.618 |
0.7296 |
HIGH |
0.7210 |
0.618 |
0.7157 |
0.500 |
0.7141 |
0.382 |
0.7124 |
LOW |
0.7071 |
0.618 |
0.6985 |
1.000 |
0.6932 |
1.618 |
0.6846 |
2.618 |
0.6707 |
4.250 |
0.6480 |
|
|
Fisher Pivots for day following 21-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7141 |
0.7141 |
PP |
0.7121 |
0.7121 |
S1 |
0.7102 |
0.7102 |
|