CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7223 |
0.7215 |
-0.0008 |
-0.1% |
0.7133 |
| High |
0.7228 |
0.7238 |
0.0010 |
0.1% |
0.7250 |
| Low |
0.7197 |
0.7197 |
0.0000 |
0.0% |
0.7133 |
| Close |
0.7215 |
0.7209 |
-0.0006 |
-0.1% |
0.7223 |
| Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0117 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
46 |
15 |
-31 |
-67.4% |
526 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7338 |
0.7314 |
0.7232 |
|
| R3 |
0.7297 |
0.7273 |
0.7220 |
|
| R2 |
0.7256 |
0.7256 |
0.7217 |
|
| R1 |
0.7232 |
0.7232 |
0.7213 |
0.7224 |
| PP |
0.7215 |
0.7215 |
0.7215 |
0.7210 |
| S1 |
0.7191 |
0.7191 |
0.7205 |
0.7183 |
| S2 |
0.7174 |
0.7174 |
0.7201 |
|
| S3 |
0.7133 |
0.7150 |
0.7198 |
|
| S4 |
0.7092 |
0.7109 |
0.7186 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7505 |
0.7287 |
|
| R3 |
0.7436 |
0.7388 |
0.7255 |
|
| R2 |
0.7319 |
0.7319 |
0.7244 |
|
| R1 |
0.7271 |
0.7271 |
0.7234 |
0.7295 |
| PP |
0.7202 |
0.7202 |
0.7202 |
0.7214 |
| S1 |
0.7154 |
0.7154 |
0.7212 |
0.7178 |
| S2 |
0.7085 |
0.7085 |
0.7202 |
|
| S3 |
0.6968 |
0.7037 |
0.7191 |
|
| S4 |
0.6851 |
0.6920 |
0.7159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7250 |
0.7165 |
0.0085 |
1.2% |
0.0039 |
0.5% |
52% |
False |
False |
66 |
| 10 |
0.7250 |
0.6861 |
0.0389 |
5.4% |
0.0059 |
0.8% |
89% |
False |
False |
85 |
| 20 |
0.7250 |
0.6861 |
0.0389 |
5.4% |
0.0049 |
0.7% |
89% |
False |
False |
64 |
| 40 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0039 |
0.5% |
63% |
False |
False |
43 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0031 |
0.4% |
63% |
False |
False |
30 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.6% |
0.0025 |
0.3% |
63% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7412 |
|
2.618 |
0.7345 |
|
1.618 |
0.7304 |
|
1.000 |
0.7279 |
|
0.618 |
0.7263 |
|
HIGH |
0.7238 |
|
0.618 |
0.7222 |
|
0.500 |
0.7218 |
|
0.382 |
0.7213 |
|
LOW |
0.7197 |
|
0.618 |
0.7172 |
|
1.000 |
0.7156 |
|
1.618 |
0.7131 |
|
2.618 |
0.7090 |
|
4.250 |
0.7023 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7218 |
0.7224 |
| PP |
0.7215 |
0.7219 |
| S1 |
0.7212 |
0.7214 |
|