CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 05-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2019 |
05-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7109 |
0.7100 |
-0.0009 |
-0.1% |
0.7161 |
| High |
0.7118 |
0.7107 |
-0.0011 |
-0.2% |
0.7210 |
| Low |
0.7087 |
0.7069 |
-0.0018 |
-0.3% |
0.7084 |
| Close |
0.7097 |
0.7097 |
0.0000 |
0.0% |
0.7084 |
| Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0126 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
782 |
1,818 |
1,036 |
132.5% |
7,044 |
|
| Daily Pivots for day following 05-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7205 |
0.7189 |
0.7118 |
|
| R3 |
0.7167 |
0.7151 |
0.7107 |
|
| R2 |
0.7129 |
0.7129 |
0.7104 |
|
| R1 |
0.7113 |
0.7113 |
0.7100 |
0.7102 |
| PP |
0.7091 |
0.7091 |
0.7091 |
0.7086 |
| S1 |
0.7075 |
0.7075 |
0.7094 |
0.7064 |
| S2 |
0.7053 |
0.7053 |
0.7090 |
|
| S3 |
0.7015 |
0.7037 |
0.7087 |
|
| S4 |
0.6977 |
0.6999 |
0.7076 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7420 |
0.7153 |
|
| R3 |
0.7378 |
0.7294 |
0.7119 |
|
| R2 |
0.7252 |
0.7252 |
0.7107 |
|
| R1 |
0.7168 |
0.7168 |
0.7096 |
0.7147 |
| PP |
0.7126 |
0.7126 |
0.7126 |
0.7116 |
| S1 |
0.7042 |
0.7042 |
0.7072 |
0.7021 |
| S2 |
0.7000 |
0.7000 |
0.7061 |
|
| S3 |
0.6874 |
0.6916 |
0.7049 |
|
| S4 |
0.6748 |
0.6790 |
0.7015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7210 |
0.7069 |
0.0141 |
2.0% |
0.0050 |
0.7% |
20% |
False |
True |
916 |
| 10 |
0.7217 |
0.7069 |
0.0148 |
2.1% |
0.0058 |
0.8% |
19% |
False |
True |
1,221 |
| 20 |
0.7271 |
0.7069 |
0.0202 |
2.8% |
0.0057 |
0.8% |
14% |
False |
True |
916 |
| 40 |
0.7307 |
0.7069 |
0.0238 |
3.4% |
0.0051 |
0.7% |
12% |
False |
True |
494 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0050 |
0.7% |
53% |
False |
False |
346 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0043 |
0.6% |
43% |
False |
False |
262 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0037 |
0.5% |
43% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7268 |
|
2.618 |
0.7206 |
|
1.618 |
0.7168 |
|
1.000 |
0.7145 |
|
0.618 |
0.7130 |
|
HIGH |
0.7107 |
|
0.618 |
0.7092 |
|
0.500 |
0.7088 |
|
0.382 |
0.7084 |
|
LOW |
0.7069 |
|
0.618 |
0.7046 |
|
1.000 |
0.7031 |
|
1.618 |
0.7008 |
|
2.618 |
0.6970 |
|
4.250 |
0.6908 |
|
|
| Fisher Pivots for day following 05-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7094 |
0.7100 |
| PP |
0.7091 |
0.7099 |
| S1 |
0.7088 |
0.7098 |
|