CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7039 |
0.7070 |
0.0031 |
0.4% |
0.7099 |
| High |
0.7078 |
0.7093 |
0.0015 |
0.2% |
0.7110 |
| Low |
0.7027 |
0.7058 |
0.0031 |
0.4% |
0.7004 |
| Close |
0.7062 |
0.7088 |
0.0026 |
0.4% |
0.7048 |
| Range |
0.0051 |
0.0035 |
-0.0016 |
-31.4% |
0.0106 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
87,236 |
96,021 |
8,785 |
10.1% |
465,836 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7185 |
0.7171 |
0.7107 |
|
| R3 |
0.7150 |
0.7136 |
0.7098 |
|
| R2 |
0.7115 |
0.7115 |
0.7094 |
|
| R1 |
0.7101 |
0.7101 |
0.7091 |
0.7108 |
| PP |
0.7080 |
0.7080 |
0.7080 |
0.7083 |
| S1 |
0.7066 |
0.7066 |
0.7085 |
0.7073 |
| S2 |
0.7045 |
0.7045 |
0.7082 |
|
| S3 |
0.7010 |
0.7031 |
0.7078 |
|
| S4 |
0.6975 |
0.6996 |
0.7069 |
|
|
| 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 |
0.7094 |
0.7004 |
0.0090 |
1.3% |
0.0051 |
0.7% |
93% |
False |
False |
99,292 |
| 10 |
0.7202 |
0.7004 |
0.0198 |
2.8% |
0.0053 |
0.7% |
42% |
False |
False |
97,637 |
| 20 |
0.7210 |
0.7004 |
0.0206 |
2.9% |
0.0059 |
0.8% |
41% |
False |
False |
102,284 |
| 40 |
0.7300 |
0.7004 |
0.0296 |
4.2% |
0.0060 |
0.9% |
28% |
False |
False |
100,714 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0062 |
0.9% |
55% |
False |
False |
97,387 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
45% |
False |
False |
75,057 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
45% |
False |
False |
60,086 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
45% |
False |
False |
50,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7242 |
|
2.618 |
0.7185 |
|
1.618 |
0.7150 |
|
1.000 |
0.7128 |
|
0.618 |
0.7115 |
|
HIGH |
0.7093 |
|
0.618 |
0.7080 |
|
0.500 |
0.7076 |
|
0.382 |
0.7071 |
|
LOW |
0.7058 |
|
0.618 |
0.7036 |
|
1.000 |
0.7023 |
|
1.618 |
0.7001 |
|
2.618 |
0.6966 |
|
4.250 |
0.6909 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7084 |
0.7075 |
| PP |
0.7080 |
0.7062 |
| S1 |
0.7076 |
0.7049 |
|