CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 27-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2019 |
27-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7172 |
0.7194 |
0.0022 |
0.3% |
0.7142 |
High |
0.7198 |
0.7202 |
0.0004 |
0.1% |
0.7210 |
Low |
0.7145 |
0.7130 |
-0.0015 |
-0.2% |
0.7071 |
Close |
0.7196 |
0.7143 |
-0.0053 |
-0.7% |
0.7137 |
Range |
0.0053 |
0.0072 |
0.0019 |
35.8% |
0.0139 |
ATR |
0.0064 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
Volume |
92,601 |
98,098 |
5,497 |
5.9% |
511,638 |
|
Daily Pivots for day following 27-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7374 |
0.7331 |
0.7183 |
|
R3 |
0.7302 |
0.7259 |
0.7163 |
|
R2 |
0.7230 |
0.7230 |
0.7156 |
|
R1 |
0.7187 |
0.7187 |
0.7150 |
0.7173 |
PP |
0.7158 |
0.7158 |
0.7158 |
0.7151 |
S1 |
0.7115 |
0.7115 |
0.7136 |
0.7101 |
S2 |
0.7086 |
0.7086 |
0.7130 |
|
S3 |
0.7014 |
0.7043 |
0.7123 |
|
S4 |
0.6942 |
0.6971 |
0.7103 |
|
|
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% |
0.0076 |
1.1% |
52% |
False |
False |
113,355 |
10 |
0.7210 |
0.7071 |
0.0139 |
1.9% |
0.0067 |
0.9% |
52% |
False |
False |
108,237 |
20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0066 |
0.9% |
35% |
False |
False |
106,195 |
40 |
0.7300 |
0.6825 |
0.0475 |
6.6% |
0.0066 |
0.9% |
67% |
False |
False |
102,133 |
60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
55% |
False |
False |
85,295 |
80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
55% |
False |
False |
64,114 |
100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
55% |
False |
False |
51,307 |
120 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0055 |
0.8% |
55% |
False |
False |
42,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7508 |
2.618 |
0.7390 |
1.618 |
0.7318 |
1.000 |
0.7274 |
0.618 |
0.7246 |
HIGH |
0.7202 |
0.618 |
0.7174 |
0.500 |
0.7166 |
0.382 |
0.7158 |
LOW |
0.7130 |
0.618 |
0.7086 |
1.000 |
0.7058 |
1.618 |
0.7014 |
2.618 |
0.6942 |
4.250 |
0.6824 |
|
|
Fisher Pivots for day following 27-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7166 |
0.7166 |
PP |
0.7158 |
0.7158 |
S1 |
0.7151 |
0.7151 |
|