CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7194 |
0.7143 |
-0.0051 |
-0.7% |
0.7142 |
| High |
0.7202 |
0.7169 |
-0.0033 |
-0.5% |
0.7210 |
| Low |
0.7130 |
0.7092 |
-0.0038 |
-0.5% |
0.7071 |
| Close |
0.7143 |
0.7095 |
-0.0048 |
-0.7% |
0.7137 |
| Range |
0.0072 |
0.0077 |
0.0005 |
6.9% |
0.0139 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.3% |
0.0000 |
| Volume |
98,098 |
117,006 |
18,908 |
19.3% |
511,638 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7350 |
0.7299 |
0.7137 |
|
| R3 |
0.7273 |
0.7222 |
0.7116 |
|
| R2 |
0.7196 |
0.7196 |
0.7109 |
|
| R1 |
0.7145 |
0.7145 |
0.7102 |
0.7132 |
| PP |
0.7119 |
0.7119 |
0.7119 |
0.7112 |
| S1 |
0.7068 |
0.7068 |
0.7088 |
0.7055 |
| S2 |
0.7042 |
0.7042 |
0.7081 |
|
| S3 |
0.6965 |
0.6991 |
0.7074 |
|
| S4 |
0.6888 |
0.6914 |
0.7053 |
|
|
| 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 |
0.7202 |
0.7085 |
0.0117 |
1.6% |
0.0064 |
0.9% |
9% |
False |
False |
103,024 |
| 10 |
0.7210 |
0.7071 |
0.0139 |
2.0% |
0.0070 |
1.0% |
17% |
False |
False |
109,705 |
| 20 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0064 |
0.9% |
15% |
False |
False |
105,482 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0067 |
0.9% |
57% |
False |
False |
103,789 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0063 |
0.9% |
46% |
False |
False |
87,237 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
46% |
False |
False |
65,576 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
46% |
False |
False |
52,476 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
46% |
False |
False |
43,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7496 |
|
2.618 |
0.7371 |
|
1.618 |
0.7294 |
|
1.000 |
0.7246 |
|
0.618 |
0.7217 |
|
HIGH |
0.7169 |
|
0.618 |
0.7140 |
|
0.500 |
0.7131 |
|
0.382 |
0.7121 |
|
LOW |
0.7092 |
|
0.618 |
0.7044 |
|
1.000 |
0.7015 |
|
1.618 |
0.6967 |
|
2.618 |
0.6890 |
|
4.250 |
0.6765 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7131 |
0.7147 |
| PP |
0.7119 |
0.7130 |
| S1 |
0.7107 |
0.7112 |
|