CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7044 |
0.7080 |
0.0036 |
0.5% |
0.7109 |
| High |
0.7087 |
0.7101 |
0.0014 |
0.2% |
0.7118 |
| Low |
0.7037 |
0.7068 |
0.0031 |
0.4% |
0.7014 |
| Close |
0.7071 |
0.7097 |
0.0026 |
0.4% |
0.7057 |
| Range |
0.0050 |
0.0033 |
-0.0017 |
-34.0% |
0.0104 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
25,630 |
34,252 |
8,622 |
33.6% |
31,136 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7188 |
0.7175 |
0.7115 |
|
| R3 |
0.7155 |
0.7142 |
0.7106 |
|
| R2 |
0.7122 |
0.7122 |
0.7103 |
|
| R1 |
0.7109 |
0.7109 |
0.7100 |
0.7116 |
| PP |
0.7089 |
0.7089 |
0.7089 |
0.7092 |
| S1 |
0.7076 |
0.7076 |
0.7094 |
0.7083 |
| S2 |
0.7056 |
0.7056 |
0.7091 |
|
| S3 |
0.7023 |
0.7043 |
0.7088 |
|
| S4 |
0.6990 |
0.7010 |
0.7079 |
|
|
| 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 |
0.7102 |
0.7014 |
0.0088 |
1.2% |
0.0049 |
0.7% |
94% |
False |
False |
17,683 |
| 10 |
0.7210 |
0.7014 |
0.0196 |
2.8% |
0.0049 |
0.7% |
42% |
False |
False |
9,300 |
| 20 |
0.7217 |
0.7014 |
0.0203 |
2.9% |
0.0055 |
0.8% |
41% |
False |
False |
5,256 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0053 |
0.7% |
28% |
False |
False |
2,691 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0052 |
0.7% |
53% |
False |
False |
1,815 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0045 |
0.6% |
43% |
False |
False |
1,367 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0039 |
0.6% |
43% |
False |
False |
1,094 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0034 |
0.5% |
43% |
False |
False |
912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7241 |
|
2.618 |
0.7187 |
|
1.618 |
0.7154 |
|
1.000 |
0.7134 |
|
0.618 |
0.7121 |
|
HIGH |
0.7101 |
|
0.618 |
0.7088 |
|
0.500 |
0.7085 |
|
0.382 |
0.7081 |
|
LOW |
0.7068 |
|
0.618 |
0.7048 |
|
1.000 |
0.7035 |
|
1.618 |
0.7015 |
|
2.618 |
0.6982 |
|
4.250 |
0.6928 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7093 |
0.7084 |
| PP |
0.7089 |
0.7071 |
| S1 |
0.7085 |
0.7058 |
|