CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7133 |
0.7154 |
0.0021 |
0.3% |
0.7068 |
| High |
0.7160 |
0.7162 |
0.0002 |
0.0% |
0.7139 |
| Low |
0.7133 |
0.7139 |
0.0006 |
0.1% |
0.6861 |
| Close |
0.7160 |
0.7156 |
-0.0004 |
-0.1% |
0.7133 |
| Range |
0.0027 |
0.0023 |
-0.0004 |
-14.8% |
0.0278 |
| ATR |
0.0055 |
0.0052 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
237 |
17 |
-220 |
-92.8% |
266 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7221 |
0.7212 |
0.7169 |
|
| R3 |
0.7198 |
0.7189 |
0.7162 |
|
| R2 |
0.7175 |
0.7175 |
0.7160 |
|
| R1 |
0.7166 |
0.7166 |
0.7158 |
0.7171 |
| PP |
0.7152 |
0.7152 |
0.7152 |
0.7155 |
| S1 |
0.7143 |
0.7143 |
0.7154 |
0.7148 |
| S2 |
0.7129 |
0.7129 |
0.7152 |
|
| S3 |
0.7106 |
0.7120 |
0.7150 |
|
| S4 |
0.7083 |
0.7097 |
0.7143 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7878 |
0.7784 |
0.7286 |
|
| R3 |
0.7600 |
0.7506 |
0.7209 |
|
| R2 |
0.7322 |
0.7322 |
0.7184 |
|
| R1 |
0.7228 |
0.7228 |
0.7158 |
0.7275 |
| PP |
0.7044 |
0.7044 |
0.7044 |
0.7068 |
| S1 |
0.6950 |
0.6950 |
0.7108 |
0.6997 |
| S2 |
0.6766 |
0.6766 |
0.7082 |
|
| S3 |
0.6488 |
0.6672 |
0.7057 |
|
| S4 |
0.6210 |
0.6394 |
0.6980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7162 |
0.6861 |
0.0301 |
4.2% |
0.0079 |
1.1% |
98% |
True |
False |
103 |
| 10 |
0.7162 |
0.6861 |
0.0301 |
4.2% |
0.0054 |
0.8% |
98% |
True |
False |
83 |
| 20 |
0.7248 |
0.6861 |
0.0387 |
5.4% |
0.0046 |
0.6% |
76% |
False |
False |
59 |
| 40 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0035 |
0.5% |
54% |
False |
False |
36 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0028 |
0.4% |
54% |
False |
False |
25 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0023 |
0.3% |
54% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7260 |
|
2.618 |
0.7222 |
|
1.618 |
0.7199 |
|
1.000 |
0.7185 |
|
0.618 |
0.7176 |
|
HIGH |
0.7162 |
|
0.618 |
0.7153 |
|
0.500 |
0.7151 |
|
0.382 |
0.7148 |
|
LOW |
0.7139 |
|
0.618 |
0.7125 |
|
1.000 |
0.7116 |
|
1.618 |
0.7102 |
|
2.618 |
0.7079 |
|
4.250 |
0.7041 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7154 |
0.7133 |
| PP |
0.7152 |
0.7110 |
| S1 |
0.7151 |
0.7087 |
|