CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7092 |
0.7037 |
-0.0055 |
-0.8% |
0.7161 |
| High |
0.7102 |
0.7060 |
-0.0042 |
-0.6% |
0.7210 |
| Low |
0.7032 |
0.7015 |
-0.0017 |
-0.2% |
0.7084 |
| Close |
0.7037 |
0.7021 |
-0.0016 |
-0.2% |
0.7084 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0126 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,795 |
12,433 |
9,638 |
344.8% |
7,044 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7167 |
0.7139 |
0.7046 |
|
| R3 |
0.7122 |
0.7094 |
0.7033 |
|
| R2 |
0.7077 |
0.7077 |
0.7029 |
|
| R1 |
0.7049 |
0.7049 |
0.7025 |
0.7041 |
| PP |
0.7032 |
0.7032 |
0.7032 |
0.7028 |
| S1 |
0.7004 |
0.7004 |
0.7017 |
0.6996 |
| S2 |
0.6987 |
0.6987 |
0.7013 |
|
| S3 |
0.6942 |
0.6959 |
0.7009 |
|
| S4 |
0.6897 |
0.6914 |
0.6996 |
|
|
| 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 |
0.7130 |
0.7015 |
0.0115 |
1.6% |
0.0046 |
0.7% |
5% |
False |
True |
3,713 |
| 10 |
0.7210 |
0.7015 |
0.0195 |
2.8% |
0.0052 |
0.7% |
3% |
False |
True |
2,625 |
| 20 |
0.7217 |
0.7015 |
0.0202 |
2.9% |
0.0053 |
0.8% |
3% |
False |
True |
1,656 |
| 40 |
0.7307 |
0.7015 |
0.0292 |
4.2% |
0.0053 |
0.8% |
2% |
False |
True |
869 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.4% |
0.0051 |
0.7% |
36% |
False |
False |
599 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0044 |
0.6% |
29% |
False |
False |
452 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0038 |
0.5% |
29% |
False |
False |
362 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0033 |
0.5% |
29% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7251 |
|
2.618 |
0.7178 |
|
1.618 |
0.7133 |
|
1.000 |
0.7105 |
|
0.618 |
0.7088 |
|
HIGH |
0.7060 |
|
0.618 |
0.7043 |
|
0.500 |
0.7038 |
|
0.382 |
0.7032 |
|
LOW |
0.7015 |
|
0.618 |
0.6987 |
|
1.000 |
0.6970 |
|
1.618 |
0.6942 |
|
2.618 |
0.6897 |
|
4.250 |
0.6824 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7038 |
0.7061 |
| PP |
0.7032 |
0.7048 |
| S1 |
0.7027 |
0.7034 |
|