CME Australian Dollar Future June 2019
Trading Metrics calculated at close of trading on 03-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7031 |
0.6861 |
-0.0170 |
-2.4% |
0.7070 |
High |
0.7055 |
0.7030 |
-0.0025 |
-0.4% |
0.7085 |
Low |
0.7005 |
0.6861 |
-0.0144 |
-2.1% |
0.7037 |
Close |
0.7019 |
0.7020 |
0.0001 |
0.0% |
0.7063 |
Range |
0.0050 |
0.0169 |
0.0119 |
238.0% |
0.0048 |
ATR |
0.0042 |
0.0051 |
0.0009 |
21.4% |
0.0000 |
Volume |
18 |
161 |
143 |
794.4% |
311 |
|
Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7477 |
0.7418 |
0.7113 |
|
R3 |
0.7308 |
0.7249 |
0.7066 |
|
R2 |
0.7139 |
0.7139 |
0.7051 |
|
R1 |
0.7080 |
0.7080 |
0.7035 |
0.7110 |
PP |
0.6970 |
0.6970 |
0.6970 |
0.6985 |
S1 |
0.6911 |
0.6911 |
0.7005 |
0.6941 |
S2 |
0.6801 |
0.6801 |
0.6989 |
|
S3 |
0.6632 |
0.6742 |
0.6974 |
|
S4 |
0.6463 |
0.6573 |
0.6927 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7206 |
0.7182 |
0.7089 |
|
R3 |
0.7158 |
0.7134 |
0.7076 |
|
R2 |
0.7110 |
0.7110 |
0.7072 |
|
R1 |
0.7086 |
0.7086 |
0.7067 |
0.7074 |
PP |
0.7062 |
0.7062 |
0.7062 |
0.7056 |
S1 |
0.7038 |
0.7038 |
0.7059 |
0.7026 |
S2 |
0.7014 |
0.7014 |
0.7054 |
|
S3 |
0.6966 |
0.6990 |
0.7050 |
|
S4 |
0.6918 |
0.6942 |
0.7037 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7085 |
0.6861 |
0.0224 |
3.2% |
0.0063 |
0.9% |
71% |
False |
True |
95 |
10 |
0.7211 |
0.6861 |
0.0350 |
5.0% |
0.0058 |
0.8% |
45% |
False |
True |
58 |
20 |
0.7322 |
0.6861 |
0.0461 |
6.6% |
0.0041 |
0.6% |
34% |
False |
True |
45 |
40 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0031 |
0.4% |
29% |
False |
True |
28 |
60 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0026 |
0.4% |
29% |
False |
True |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7748 |
2.618 |
0.7472 |
1.618 |
0.7303 |
1.000 |
0.7199 |
0.618 |
0.7134 |
HIGH |
0.7030 |
0.618 |
0.6965 |
0.500 |
0.6946 |
0.382 |
0.6926 |
LOW |
0.6861 |
0.618 |
0.6757 |
1.000 |
0.6692 |
1.618 |
0.6588 |
2.618 |
0.6419 |
4.250 |
0.6143 |
|
|
Fisher Pivots for day following 03-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.6995 |
0.7004 |
PP |
0.6970 |
0.6987 |
S1 |
0.6946 |
0.6971 |
|