CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7028 |
0.7016 |
-0.0012 |
-0.2% |
0.7099 |
| High |
0.7052 |
0.7053 |
0.0001 |
0.0% |
0.7110 |
| Low |
0.7006 |
0.7004 |
-0.0002 |
0.0% |
0.7004 |
| Close |
0.7012 |
0.7048 |
0.0036 |
0.5% |
0.7048 |
| Range |
0.0046 |
0.0049 |
0.0003 |
6.5% |
0.0106 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
107,858 |
100,859 |
-6,999 |
-6.5% |
465,836 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7182 |
0.7164 |
0.7075 |
|
| R3 |
0.7133 |
0.7115 |
0.7061 |
|
| R2 |
0.7084 |
0.7084 |
0.7057 |
|
| R1 |
0.7066 |
0.7066 |
0.7052 |
0.7075 |
| PP |
0.7035 |
0.7035 |
0.7035 |
0.7040 |
| S1 |
0.7017 |
0.7017 |
0.7044 |
0.7026 |
| S2 |
0.6986 |
0.6986 |
0.7039 |
|
| S3 |
0.6937 |
0.6968 |
0.7035 |
|
| S4 |
0.6888 |
0.6919 |
0.7021 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7372 |
0.7316 |
0.7106 |
|
| R3 |
0.7266 |
0.7210 |
0.7077 |
|
| R2 |
0.7160 |
0.7160 |
0.7067 |
|
| R1 |
0.7104 |
0.7104 |
0.7058 |
0.7079 |
| PP |
0.7054 |
0.7054 |
0.7054 |
0.7042 |
| S1 |
0.6998 |
0.6998 |
0.7038 |
0.6973 |
| S2 |
0.6948 |
0.6948 |
0.7029 |
|
| S3 |
0.6842 |
0.6892 |
0.7019 |
|
| S4 |
0.6736 |
0.6786 |
0.6990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7110 |
0.7004 |
0.0106 |
1.5% |
0.0048 |
0.7% |
42% |
False |
True |
93,167 |
| 10 |
0.7202 |
0.7004 |
0.0198 |
2.8% |
0.0054 |
0.8% |
22% |
False |
True |
97,407 |
| 20 |
0.7210 |
0.7004 |
0.0206 |
2.9% |
0.0059 |
0.8% |
21% |
False |
True |
102,068 |
| 40 |
0.7300 |
0.7004 |
0.0296 |
4.2% |
0.0061 |
0.9% |
15% |
False |
True |
101,269 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0061 |
0.9% |
47% |
False |
False |
96,209 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0062 |
0.9% |
38% |
False |
False |
72,775 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0059 |
0.8% |
38% |
False |
False |
58,254 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0055 |
0.8% |
38% |
False |
False |
48,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7261 |
|
2.618 |
0.7181 |
|
1.618 |
0.7132 |
|
1.000 |
0.7102 |
|
0.618 |
0.7083 |
|
HIGH |
0.7053 |
|
0.618 |
0.7034 |
|
0.500 |
0.7029 |
|
0.382 |
0.7023 |
|
LOW |
0.7004 |
|
0.618 |
0.6974 |
|
1.000 |
0.6955 |
|
1.618 |
0.6925 |
|
2.618 |
0.6876 |
|
4.250 |
0.6796 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7042 |
0.7049 |
| PP |
0.7035 |
0.7049 |
| S1 |
0.7029 |
0.7048 |
|