CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 05-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7099 |
0.7087 |
-0.0012 |
-0.2% |
0.7151 |
High |
0.7110 |
0.7099 |
-0.0011 |
-0.2% |
0.7202 |
Low |
0.7077 |
0.7060 |
-0.0017 |
-0.2% |
0.7071 |
Close |
0.7088 |
0.7088 |
0.0000 |
0.0% |
0.7075 |
Range |
0.0033 |
0.0039 |
0.0006 |
18.2% |
0.0131 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
76,070 |
76,561 |
491 |
0.6% |
508,234 |
|
Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7199 |
0.7183 |
0.7109 |
|
R3 |
0.7160 |
0.7144 |
0.7099 |
|
R2 |
0.7121 |
0.7121 |
0.7095 |
|
R1 |
0.7105 |
0.7105 |
0.7092 |
0.7113 |
PP |
0.7082 |
0.7082 |
0.7082 |
0.7087 |
S1 |
0.7066 |
0.7066 |
0.7084 |
0.7074 |
S2 |
0.7043 |
0.7043 |
0.7081 |
|
S3 |
0.7004 |
0.7027 |
0.7077 |
|
S4 |
0.6965 |
0.6988 |
0.7067 |
|
|
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 |
0.7060 |
0.0142 |
2.0% |
0.0055 |
0.8% |
20% |
False |
True |
95,981 |
10 |
0.7210 |
0.7060 |
0.0150 |
2.1% |
0.0063 |
0.9% |
19% |
False |
True |
103,876 |
20 |
0.7269 |
0.7058 |
0.0211 |
3.0% |
0.0063 |
0.9% |
14% |
False |
False |
102,206 |
40 |
0.7300 |
0.7058 |
0.0242 |
3.4% |
0.0060 |
0.8% |
12% |
False |
False |
101,112 |
60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0062 |
0.9% |
55% |
False |
False |
91,496 |
80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
45% |
False |
False |
68,867 |
100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
45% |
False |
False |
55,123 |
120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
45% |
False |
False |
45,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7265 |
2.618 |
0.7201 |
1.618 |
0.7162 |
1.000 |
0.7138 |
0.618 |
0.7123 |
HIGH |
0.7099 |
0.618 |
0.7084 |
0.500 |
0.7080 |
0.382 |
0.7075 |
LOW |
0.7060 |
0.618 |
0.7036 |
1.000 |
0.7021 |
1.618 |
0.6997 |
2.618 |
0.6958 |
4.250 |
0.6894 |
|
|
Fisher Pivots for day following 05-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7085 |
0.7092 |
PP |
0.7082 |
0.7091 |
S1 |
0.7080 |
0.7089 |
|