CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7066 |
0.7084 |
0.0018 |
0.3% |
0.7039 |
| High |
0.7097 |
0.7119 |
0.0022 |
0.3% |
0.7099 |
| Low |
0.7062 |
0.7080 |
0.0018 |
0.3% |
0.7027 |
| Close |
0.7085 |
0.7098 |
0.0013 |
0.2% |
0.7085 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.4% |
0.0072 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
15,079 |
815 |
-14,264 |
-94.6% |
437,412 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7216 |
0.7196 |
0.7119 |
|
| R3 |
0.7177 |
0.7157 |
0.7109 |
|
| R2 |
0.7138 |
0.7138 |
0.7105 |
|
| R1 |
0.7118 |
0.7118 |
0.7102 |
0.7128 |
| PP |
0.7099 |
0.7099 |
0.7099 |
0.7104 |
| S1 |
0.7079 |
0.7079 |
0.7094 |
0.7089 |
| S2 |
0.7060 |
0.7060 |
0.7091 |
|
| S3 |
0.7021 |
0.7040 |
0.7087 |
|
| S4 |
0.6982 |
0.7001 |
0.7077 |
|
|
| 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 |
0.7119 |
0.7041 |
0.0078 |
1.1% |
0.0043 |
0.6% |
73% |
True |
False |
70,198 |
| 10 |
0.7119 |
0.7004 |
0.0115 |
1.6% |
0.0047 |
0.7% |
82% |
True |
False |
82,799 |
| 20 |
0.7210 |
0.7004 |
0.0206 |
2.9% |
0.0056 |
0.8% |
46% |
False |
False |
96,196 |
| 40 |
0.7300 |
0.7004 |
0.0296 |
4.2% |
0.0060 |
0.8% |
32% |
False |
False |
97,569 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0062 |
0.9% |
57% |
False |
False |
96,158 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0060 |
0.9% |
47% |
False |
False |
78,239 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
47% |
False |
False |
62,628 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
47% |
False |
False |
52,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7285 |
|
2.618 |
0.7221 |
|
1.618 |
0.7182 |
|
1.000 |
0.7158 |
|
0.618 |
0.7143 |
|
HIGH |
0.7119 |
|
0.618 |
0.7104 |
|
0.500 |
0.7100 |
|
0.382 |
0.7095 |
|
LOW |
0.7080 |
|
0.618 |
0.7056 |
|
1.000 |
0.7041 |
|
1.618 |
0.7017 |
|
2.618 |
0.6978 |
|
4.250 |
0.6914 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7100 |
0.7092 |
| PP |
0.7099 |
0.7086 |
| S1 |
0.7099 |
0.7080 |
|