CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7096 |
0.7151 |
0.0055 |
0.8% |
0.7142 |
| High |
0.7153 |
0.7187 |
0.0034 |
0.5% |
0.7210 |
| Low |
0.7085 |
0.7137 |
0.0052 |
0.7% |
0.7071 |
| Close |
0.7137 |
0.7179 |
0.0042 |
0.6% |
0.7137 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-26.5% |
0.0139 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
119,061 |
88,356 |
-30,705 |
-25.8% |
511,638 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7318 |
0.7298 |
0.7207 |
|
| R3 |
0.7268 |
0.7248 |
0.7193 |
|
| R2 |
0.7218 |
0.7218 |
0.7188 |
|
| R1 |
0.7198 |
0.7198 |
0.7184 |
0.7208 |
| PP |
0.7168 |
0.7168 |
0.7168 |
0.7173 |
| S1 |
0.7148 |
0.7148 |
0.7174 |
0.7158 |
| S2 |
0.7118 |
0.7118 |
0.7170 |
|
| S3 |
0.7068 |
0.7098 |
0.7165 |
|
| S4 |
0.7018 |
0.7048 |
0.7152 |
|
|
| 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% |
0.0074 |
1.0% |
78% |
False |
False |
119,998 |
| 10 |
0.7210 |
0.7058 |
0.0152 |
2.1% |
0.0065 |
0.9% |
80% |
False |
False |
105,624 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0064 |
0.9% |
50% |
False |
False |
104,029 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.6% |
0.0065 |
0.9% |
75% |
False |
False |
101,093 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0063 |
0.9% |
61% |
False |
False |
82,196 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
61% |
False |
False |
61,732 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
61% |
False |
False |
49,402 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0054 |
0.8% |
61% |
False |
False |
41,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7400 |
|
2.618 |
0.7318 |
|
1.618 |
0.7268 |
|
1.000 |
0.7237 |
|
0.618 |
0.7218 |
|
HIGH |
0.7187 |
|
0.618 |
0.7168 |
|
0.500 |
0.7162 |
|
0.382 |
0.7156 |
|
LOW |
0.7137 |
|
0.618 |
0.7106 |
|
1.000 |
0.7087 |
|
1.618 |
0.7056 |
|
2.618 |
0.7006 |
|
4.250 |
0.6925 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7173 |
0.7166 |
| PP |
0.7168 |
0.7153 |
| S1 |
0.7162 |
0.7141 |
|