CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 01-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7143 |
0.7099 |
-0.0044 |
-0.6% |
0.7151 |
| High |
0.7169 |
0.7124 |
-0.0045 |
-0.6% |
0.7202 |
| Low |
0.7092 |
0.7071 |
-0.0021 |
-0.3% |
0.7071 |
| Close |
0.7095 |
0.7075 |
-0.0020 |
-0.3% |
0.7075 |
| Range |
0.0077 |
0.0053 |
-0.0024 |
-31.2% |
0.0131 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
117,006 |
112,173 |
-4,833 |
-4.1% |
508,234 |
|
| Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7249 |
0.7215 |
0.7104 |
|
| R3 |
0.7196 |
0.7162 |
0.7090 |
|
| R2 |
0.7143 |
0.7143 |
0.7085 |
|
| R1 |
0.7109 |
0.7109 |
0.7080 |
0.7100 |
| PP |
0.7090 |
0.7090 |
0.7090 |
0.7085 |
| S1 |
0.7056 |
0.7056 |
0.7070 |
0.7046 |
| S2 |
0.7037 |
0.7037 |
0.7065 |
|
| S3 |
0.6984 |
0.7003 |
0.7060 |
|
| S4 |
0.6931 |
0.6950 |
0.7046 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7423 |
0.7147 |
|
| R3 |
0.7378 |
0.7292 |
0.7111 |
|
| R2 |
0.7247 |
0.7247 |
0.7099 |
|
| R1 |
0.7161 |
0.7161 |
0.7087 |
0.7139 |
| PP |
0.7116 |
0.7116 |
0.7116 |
0.7105 |
| S1 |
0.7030 |
0.7030 |
0.7063 |
0.7007 |
| S2 |
0.6985 |
0.6985 |
0.7051 |
|
| S3 |
0.6854 |
0.6899 |
0.7039 |
|
| S4 |
0.6723 |
0.6768 |
0.7003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7202 |
0.7071 |
0.0131 |
1.9% |
0.0061 |
0.9% |
3% |
False |
True |
101,646 |
| 10 |
0.7210 |
0.7071 |
0.0139 |
2.0% |
0.0069 |
1.0% |
3% |
False |
True |
110,825 |
| 20 |
0.7289 |
0.7058 |
0.0231 |
3.3% |
0.0064 |
0.9% |
7% |
False |
False |
104,074 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0066 |
0.9% |
53% |
False |
False |
104,081 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0063 |
0.9% |
43% |
False |
False |
89,053 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
43% |
False |
False |
66,962 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
43% |
False |
False |
53,598 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
43% |
False |
False |
44,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7349 |
|
2.618 |
0.7263 |
|
1.618 |
0.7210 |
|
1.000 |
0.7177 |
|
0.618 |
0.7157 |
|
HIGH |
0.7124 |
|
0.618 |
0.7104 |
|
0.500 |
0.7098 |
|
0.382 |
0.7091 |
|
LOW |
0.7071 |
|
0.618 |
0.7038 |
|
1.000 |
0.7018 |
|
1.618 |
0.6985 |
|
2.618 |
0.6932 |
|
4.250 |
0.6846 |
|
|
| Fisher Pivots for day following 01-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7098 |
0.7137 |
| PP |
0.7090 |
0.7116 |
| S1 |
0.7083 |
0.7096 |
|