CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7167 |
0.7096 |
-0.0071 |
-1.0% |
0.7142 |
| High |
0.7210 |
0.7153 |
-0.0057 |
-0.8% |
0.7210 |
| Low |
0.7071 |
0.7085 |
0.0014 |
0.2% |
0.7071 |
| Close |
0.7083 |
0.7137 |
0.0054 |
0.8% |
0.7137 |
| Range |
0.0139 |
0.0068 |
-0.0071 |
-51.1% |
0.0139 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
168,659 |
119,061 |
-49,598 |
-29.4% |
511,638 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7329 |
0.7301 |
0.7174 |
|
| R3 |
0.7261 |
0.7233 |
0.7156 |
|
| R2 |
0.7193 |
0.7193 |
0.7149 |
|
| R1 |
0.7165 |
0.7165 |
0.7143 |
0.7179 |
| PP |
0.7125 |
0.7125 |
0.7125 |
0.7132 |
| S1 |
0.7097 |
0.7097 |
0.7131 |
0.7111 |
| S2 |
0.7057 |
0.7057 |
0.7125 |
|
| S3 |
0.6989 |
0.7029 |
0.7118 |
|
| S4 |
0.6921 |
0.6961 |
0.7100 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7486 |
0.7213 |
|
| R3 |
0.7417 |
0.7347 |
0.7175 |
|
| R2 |
0.7278 |
0.7278 |
0.7162 |
|
| R1 |
0.7208 |
0.7208 |
0.7150 |
0.7174 |
| PP |
0.7139 |
0.7139 |
0.7139 |
0.7122 |
| S1 |
0.7069 |
0.7069 |
0.7124 |
0.7035 |
| S2 |
0.7000 |
0.7000 |
0.7112 |
|
| S3 |
0.6861 |
0.6930 |
0.7099 |
|
| S4 |
0.6722 |
0.6791 |
0.7061 |
|
|
| 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 |
1.9% |
0.0077 |
1.1% |
47% |
False |
False |
120,004 |
| 10 |
0.7210 |
0.7058 |
0.0152 |
2.1% |
0.0064 |
0.9% |
52% |
False |
False |
106,730 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0067 |
0.9% |
33% |
False |
False |
105,506 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0065 |
0.9% |
66% |
False |
False |
99,783 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0063 |
0.9% |
54% |
False |
False |
80,726 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
54% |
False |
False |
60,628 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0058 |
0.8% |
54% |
False |
False |
48,518 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0054 |
0.8% |
54% |
False |
False |
40,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7442 |
|
2.618 |
0.7331 |
|
1.618 |
0.7263 |
|
1.000 |
0.7221 |
|
0.618 |
0.7195 |
|
HIGH |
0.7153 |
|
0.618 |
0.7127 |
|
0.500 |
0.7119 |
|
0.382 |
0.7111 |
|
LOW |
0.7085 |
|
0.618 |
0.7043 |
|
1.000 |
0.7017 |
|
1.618 |
0.6975 |
|
2.618 |
0.6907 |
|
4.250 |
0.6796 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7131 |
0.7141 |
| PP |
0.7125 |
0.7139 |
| S1 |
0.7119 |
0.7138 |
|