CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7094 |
0.7066 |
-0.0028 |
-0.4% |
0.7039 |
High |
0.7099 |
0.7097 |
-0.0002 |
0.0% |
0.7099 |
Low |
0.7041 |
0.7062 |
0.0021 |
0.3% |
0.7027 |
Close |
0.7064 |
0.7085 |
0.0021 |
0.3% |
0.7085 |
Range |
0.0058 |
0.0035 |
-0.0023 |
-39.7% |
0.0072 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
94,614 |
15,079 |
-79,535 |
-84.1% |
437,412 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7186 |
0.7171 |
0.7104 |
|
R3 |
0.7151 |
0.7136 |
0.7095 |
|
R2 |
0.7116 |
0.7116 |
0.7091 |
|
R1 |
0.7101 |
0.7101 |
0.7088 |
0.7108 |
PP |
0.7081 |
0.7081 |
0.7081 |
0.7085 |
S1 |
0.7066 |
0.7066 |
0.7082 |
0.7074 |
S2 |
0.7046 |
0.7046 |
0.7079 |
|
S3 |
0.7011 |
0.7031 |
0.7075 |
|
S4 |
0.6976 |
0.6996 |
0.7066 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7286 |
0.7258 |
0.7125 |
|
R3 |
0.7214 |
0.7186 |
0.7105 |
|
R2 |
0.7142 |
0.7142 |
0.7098 |
|
R1 |
0.7114 |
0.7114 |
0.7092 |
0.7128 |
PP |
0.7070 |
0.7070 |
0.7070 |
0.7078 |
S1 |
0.7042 |
0.7042 |
0.7078 |
0.7056 |
S2 |
0.6998 |
0.6998 |
0.7072 |
|
S3 |
0.6926 |
0.6970 |
0.7065 |
|
S4 |
0.6854 |
0.6898 |
0.7045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7099 |
0.7027 |
0.0072 |
1.0% |
0.0046 |
0.6% |
81% |
False |
False |
87,482 |
10 |
0.7110 |
0.7004 |
0.0106 |
1.5% |
0.0047 |
0.7% |
76% |
False |
False |
90,324 |
20 |
0.7210 |
0.7004 |
0.0206 |
2.9% |
0.0058 |
0.8% |
39% |
False |
False |
100,575 |
40 |
0.7300 |
0.7004 |
0.0296 |
4.2% |
0.0061 |
0.9% |
27% |
False |
False |
100,521 |
60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0062 |
0.9% |
55% |
False |
False |
97,595 |
80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
45% |
False |
False |
78,230 |
100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
45% |
False |
False |
62,621 |
120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
45% |
False |
False |
52,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7246 |
2.618 |
0.7189 |
1.618 |
0.7154 |
1.000 |
0.7132 |
0.618 |
0.7119 |
HIGH |
0.7097 |
0.618 |
0.7084 |
0.500 |
0.7080 |
0.382 |
0.7075 |
LOW |
0.7062 |
0.618 |
0.7040 |
1.000 |
0.7027 |
1.618 |
0.7005 |
2.618 |
0.6970 |
4.250 |
0.6913 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7083 |
0.7080 |
PP |
0.7081 |
0.7075 |
S1 |
0.7080 |
0.7070 |
|