CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7037 |
0.7026 |
-0.0011 |
-0.2% |
0.7109 |
| High |
0.7060 |
0.7062 |
0.0002 |
0.0% |
0.7118 |
| Low |
0.7015 |
0.7014 |
-0.0001 |
0.0% |
0.7014 |
| Close |
0.7021 |
0.7057 |
0.0036 |
0.5% |
0.7057 |
| Range |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0104 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
12,433 |
13,308 |
875 |
7.0% |
31,136 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7188 |
0.7171 |
0.7083 |
|
| R3 |
0.7140 |
0.7123 |
0.7070 |
|
| R2 |
0.7092 |
0.7092 |
0.7066 |
|
| R1 |
0.7075 |
0.7075 |
0.7061 |
0.7084 |
| PP |
0.7044 |
0.7044 |
0.7044 |
0.7049 |
| S1 |
0.7027 |
0.7027 |
0.7053 |
0.7036 |
| S2 |
0.6996 |
0.6996 |
0.7048 |
|
| S3 |
0.6948 |
0.6979 |
0.7044 |
|
| S4 |
0.6900 |
0.6931 |
0.7031 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7375 |
0.7320 |
0.7114 |
|
| R3 |
0.7271 |
0.7216 |
0.7086 |
|
| R2 |
0.7167 |
0.7167 |
0.7076 |
|
| R1 |
0.7112 |
0.7112 |
0.7067 |
0.7088 |
| PP |
0.7063 |
0.7063 |
0.7063 |
0.7051 |
| S1 |
0.7008 |
0.7008 |
0.7047 |
0.6984 |
| S2 |
0.6959 |
0.6959 |
0.7038 |
|
| S3 |
0.6855 |
0.6904 |
0.7028 |
|
| S4 |
0.6751 |
0.6800 |
0.7000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7118 |
0.7014 |
0.0104 |
1.5% |
0.0046 |
0.7% |
41% |
False |
True |
6,227 |
| 10 |
0.7210 |
0.7014 |
0.0196 |
2.8% |
0.0051 |
0.7% |
22% |
False |
True |
3,818 |
| 20 |
0.7217 |
0.7014 |
0.0203 |
2.9% |
0.0054 |
0.8% |
21% |
False |
True |
2,295 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.2% |
0.0053 |
0.8% |
15% |
False |
True |
1,198 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0051 |
0.7% |
44% |
False |
False |
820 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0044 |
0.6% |
36% |
False |
False |
618 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0039 |
0.5% |
36% |
False |
False |
495 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0033 |
0.5% |
36% |
False |
False |
413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7266 |
|
2.618 |
0.7188 |
|
1.618 |
0.7140 |
|
1.000 |
0.7110 |
|
0.618 |
0.7092 |
|
HIGH |
0.7062 |
|
0.618 |
0.7044 |
|
0.500 |
0.7038 |
|
0.382 |
0.7032 |
|
LOW |
0.7014 |
|
0.618 |
0.6984 |
|
1.000 |
0.6966 |
|
1.618 |
0.6936 |
|
2.618 |
0.6888 |
|
4.250 |
0.6810 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7051 |
0.7058 |
| PP |
0.7044 |
0.7058 |
| S1 |
0.7038 |
0.7057 |
|