CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2019 |
04-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7099 |
0.7099 |
0.0000 |
0.0% |
0.7151 |
| High |
0.7124 |
0.7110 |
-0.0014 |
-0.2% |
0.7202 |
| Low |
0.7071 |
0.7077 |
0.0006 |
0.1% |
0.7071 |
| Close |
0.7075 |
0.7088 |
0.0013 |
0.2% |
0.7075 |
| Range |
0.0053 |
0.0033 |
-0.0020 |
-37.7% |
0.0131 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
112,173 |
76,070 |
-36,103 |
-32.2% |
508,234 |
|
| Daily Pivots for day following 04-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7191 |
0.7172 |
0.7106 |
|
| R3 |
0.7158 |
0.7139 |
0.7097 |
|
| R2 |
0.7125 |
0.7125 |
0.7094 |
|
| R1 |
0.7106 |
0.7106 |
0.7091 |
0.7099 |
| PP |
0.7092 |
0.7092 |
0.7092 |
0.7088 |
| S1 |
0.7073 |
0.7073 |
0.7085 |
0.7066 |
| S2 |
0.7059 |
0.7059 |
0.7082 |
|
| S3 |
0.7026 |
0.7040 |
0.7079 |
|
| S4 |
0.6993 |
0.7007 |
0.7070 |
|
|
| 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 |
1.8% |
0.0058 |
0.8% |
13% |
False |
False |
99,189 |
| 10 |
0.7210 |
0.7071 |
0.0139 |
2.0% |
0.0066 |
0.9% |
12% |
False |
False |
109,594 |
| 20 |
0.7269 |
0.7058 |
0.0211 |
3.0% |
0.0063 |
0.9% |
14% |
False |
False |
102,198 |
| 40 |
0.7300 |
0.7001 |
0.0299 |
4.2% |
0.0062 |
0.9% |
29% |
False |
False |
102,589 |
| 60 |
0.7369 |
0.6825 |
0.0544 |
7.7% |
0.0062 |
0.9% |
48% |
False |
False |
90,285 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
45% |
False |
False |
67,910 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
45% |
False |
False |
54,358 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
45% |
False |
False |
45,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7250 |
|
2.618 |
0.7196 |
|
1.618 |
0.7163 |
|
1.000 |
0.7143 |
|
0.618 |
0.7130 |
|
HIGH |
0.7110 |
|
0.618 |
0.7097 |
|
0.500 |
0.7094 |
|
0.382 |
0.7090 |
|
LOW |
0.7077 |
|
0.618 |
0.7057 |
|
1.000 |
0.7044 |
|
1.618 |
0.7024 |
|
2.618 |
0.6991 |
|
4.250 |
0.6937 |
|
|
| Fisher Pivots for day following 04-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7094 |
0.7120 |
| PP |
0.7092 |
0.7109 |
| S1 |
0.7090 |
0.7099 |
|