CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7081 |
0.7094 |
0.0013 |
0.2% |
0.7099 |
| High |
0.7099 |
0.7099 |
0.0000 |
0.0% |
0.7110 |
| Low |
0.7050 |
0.7041 |
-0.0009 |
-0.1% |
0.7004 |
| Close |
0.7090 |
0.7064 |
-0.0026 |
-0.4% |
0.7048 |
| Range |
0.0049 |
0.0058 |
0.0009 |
18.4% |
0.0106 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
| Volume |
144,462 |
94,614 |
-49,848 |
-34.5% |
465,836 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7242 |
0.7211 |
0.7096 |
|
| R3 |
0.7184 |
0.7153 |
0.7080 |
|
| R2 |
0.7126 |
0.7126 |
0.7075 |
|
| R1 |
0.7095 |
0.7095 |
0.7069 |
0.7082 |
| PP |
0.7068 |
0.7068 |
0.7068 |
0.7061 |
| S1 |
0.7037 |
0.7037 |
0.7059 |
0.7023 |
| S2 |
0.7010 |
0.7010 |
0.7053 |
|
| S3 |
0.6952 |
0.6979 |
0.7048 |
|
| S4 |
0.6894 |
0.6921 |
0.7032 |
|
|
| 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% |
0.0048 |
0.7% |
63% |
True |
False |
104,638 |
| 10 |
0.7124 |
0.7004 |
0.0120 |
1.7% |
0.0049 |
0.7% |
50% |
False |
False |
100,034 |
| 20 |
0.7210 |
0.7004 |
0.0206 |
2.9% |
0.0059 |
0.8% |
29% |
False |
False |
104,869 |
| 40 |
0.7300 |
0.7004 |
0.0296 |
4.2% |
0.0061 |
0.9% |
20% |
False |
False |
102,204 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0062 |
0.9% |
50% |
False |
False |
98,501 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
41% |
False |
False |
78,043 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
41% |
False |
False |
62,473 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
41% |
False |
False |
52,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7346 |
|
2.618 |
0.7251 |
|
1.618 |
0.7193 |
|
1.000 |
0.7157 |
|
0.618 |
0.7135 |
|
HIGH |
0.7099 |
|
0.618 |
0.7077 |
|
0.500 |
0.7070 |
|
0.382 |
0.7063 |
|
LOW |
0.7041 |
|
0.618 |
0.7005 |
|
1.000 |
0.6983 |
|
1.618 |
0.6947 |
|
2.618 |
0.6889 |
|
4.250 |
0.6794 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7070 |
0.7070 |
| PP |
0.7068 |
0.7068 |
| S1 |
0.7066 |
0.7066 |
|