CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7070 |
0.7081 |
0.0011 |
0.2% |
0.7099 |
| High |
0.7093 |
0.7099 |
0.0006 |
0.1% |
0.7110 |
| Low |
0.7058 |
0.7050 |
-0.0008 |
-0.1% |
0.7004 |
| Close |
0.7088 |
0.7090 |
0.0002 |
0.0% |
0.7048 |
| Range |
0.0035 |
0.0049 |
0.0014 |
40.0% |
0.0106 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
96,021 |
144,462 |
48,441 |
50.4% |
465,836 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7227 |
0.7207 |
0.7117 |
|
| R3 |
0.7178 |
0.7158 |
0.7103 |
|
| R2 |
0.7129 |
0.7129 |
0.7099 |
|
| R1 |
0.7109 |
0.7109 |
0.7094 |
0.7119 |
| PP |
0.7080 |
0.7080 |
0.7080 |
0.7085 |
| S1 |
0.7060 |
0.7060 |
0.7086 |
0.7070 |
| S2 |
0.7031 |
0.7031 |
0.7081 |
|
| S3 |
0.6982 |
0.7011 |
0.7077 |
|
| S4 |
0.6933 |
0.6962 |
0.7063 |
|
|
| 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 |
0.7099 |
0.7004 |
0.0095 |
1.3% |
0.0046 |
0.6% |
91% |
True |
False |
107,287 |
| 10 |
0.7169 |
0.7004 |
0.0165 |
2.3% |
0.0050 |
0.7% |
52% |
False |
False |
102,273 |
| 20 |
0.7210 |
0.7004 |
0.0206 |
2.9% |
0.0059 |
0.8% |
42% |
False |
False |
105,255 |
| 40 |
0.7300 |
0.7004 |
0.0296 |
4.2% |
0.0061 |
0.9% |
29% |
False |
False |
102,487 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0062 |
0.9% |
56% |
False |
False |
98,654 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
46% |
False |
False |
76,863 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
46% |
False |
False |
61,527 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
46% |
False |
False |
51,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7307 |
|
2.618 |
0.7227 |
|
1.618 |
0.7178 |
|
1.000 |
0.7148 |
|
0.618 |
0.7129 |
|
HIGH |
0.7099 |
|
0.618 |
0.7080 |
|
0.500 |
0.7075 |
|
0.382 |
0.7069 |
|
LOW |
0.7050 |
|
0.618 |
0.7020 |
|
1.000 |
0.7001 |
|
1.618 |
0.6971 |
|
2.618 |
0.6922 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7085 |
0.7081 |
| PP |
0.7080 |
0.7072 |
| S1 |
0.7075 |
0.7063 |
|