CME Australian Dollar Future June 2019
Trading Metrics calculated at close of trading on 11-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7026 |
0.7044 |
0.0018 |
0.3% |
0.7109 |
High |
0.7062 |
0.7087 |
0.0025 |
0.4% |
0.7118 |
Low |
0.7014 |
0.7037 |
0.0023 |
0.3% |
0.7014 |
Close |
0.7057 |
0.7071 |
0.0014 |
0.2% |
0.7057 |
Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0104 |
ATR |
0.0055 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
Volume |
13,308 |
25,630 |
12,322 |
92.6% |
31,136 |
|
Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7215 |
0.7193 |
0.7099 |
|
R3 |
0.7165 |
0.7143 |
0.7085 |
|
R2 |
0.7115 |
0.7115 |
0.7080 |
|
R1 |
0.7093 |
0.7093 |
0.7076 |
0.7104 |
PP |
0.7065 |
0.7065 |
0.7065 |
0.7071 |
S1 |
0.7043 |
0.7043 |
0.7066 |
0.7054 |
S2 |
0.7015 |
0.7015 |
0.7062 |
|
S3 |
0.6965 |
0.6993 |
0.7057 |
|
S4 |
0.6915 |
0.6943 |
0.7044 |
|
|
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 |
0.7107 |
0.7014 |
0.0093 |
1.3% |
0.0050 |
0.7% |
61% |
False |
False |
11,196 |
10 |
0.7210 |
0.7014 |
0.0196 |
2.8% |
0.0051 |
0.7% |
29% |
False |
False |
6,333 |
20 |
0.7217 |
0.7014 |
0.0203 |
2.9% |
0.0055 |
0.8% |
28% |
False |
False |
3,565 |
40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0053 |
0.8% |
19% |
False |
False |
1,836 |
60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0051 |
0.7% |
47% |
False |
False |
1,244 |
80 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0045 |
0.6% |
38% |
False |
False |
939 |
100 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0039 |
0.6% |
38% |
False |
False |
752 |
120 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0033 |
0.5% |
38% |
False |
False |
626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7300 |
2.618 |
0.7218 |
1.618 |
0.7168 |
1.000 |
0.7137 |
0.618 |
0.7118 |
HIGH |
0.7087 |
0.618 |
0.7068 |
0.500 |
0.7062 |
0.382 |
0.7056 |
LOW |
0.7037 |
0.618 |
0.7006 |
1.000 |
0.6987 |
1.618 |
0.6956 |
2.618 |
0.6906 |
4.250 |
0.6825 |
|
|
Fisher Pivots for day following 11-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7068 |
0.7064 |
PP |
0.7065 |
0.7057 |
S1 |
0.7062 |
0.7051 |
|