CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7080 |
0.7091 |
0.0011 |
0.2% |
0.7109 |
| High |
0.7101 |
0.7108 |
0.0007 |
0.1% |
0.7118 |
| Low |
0.7068 |
0.7059 |
-0.0009 |
-0.1% |
0.7014 |
| Close |
0.7097 |
0.7099 |
0.0002 |
0.0% |
0.7057 |
| Range |
0.0033 |
0.0049 |
0.0016 |
48.5% |
0.0104 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
34,252 |
86,293 |
52,041 |
151.9% |
31,136 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7236 |
0.7216 |
0.7126 |
|
| R3 |
0.7187 |
0.7167 |
0.7112 |
|
| R2 |
0.7138 |
0.7138 |
0.7108 |
|
| R1 |
0.7118 |
0.7118 |
0.7103 |
0.7128 |
| PP |
0.7089 |
0.7089 |
0.7089 |
0.7094 |
| S1 |
0.7069 |
0.7069 |
0.7095 |
0.7079 |
| S2 |
0.7040 |
0.7040 |
0.7090 |
|
| S3 |
0.6991 |
0.7020 |
0.7086 |
|
| S4 |
0.6942 |
0.6971 |
0.7072 |
|
|
| 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 |
0.7108 |
0.7014 |
0.0094 |
1.3% |
0.0045 |
0.6% |
90% |
True |
False |
34,383 |
| 10 |
0.7165 |
0.7014 |
0.0151 |
2.1% |
0.0047 |
0.7% |
56% |
False |
False |
17,880 |
| 20 |
0.7217 |
0.7014 |
0.0203 |
2.9% |
0.0055 |
0.8% |
42% |
False |
False |
9,556 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0054 |
0.8% |
29% |
False |
False |
4,848 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0052 |
0.7% |
53% |
False |
False |
3,253 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0046 |
0.6% |
43% |
False |
False |
2,445 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0040 |
0.6% |
43% |
False |
False |
1,957 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0034 |
0.5% |
43% |
False |
False |
1,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7316 |
|
2.618 |
0.7236 |
|
1.618 |
0.7187 |
|
1.000 |
0.7157 |
|
0.618 |
0.7138 |
|
HIGH |
0.7108 |
|
0.618 |
0.7089 |
|
0.500 |
0.7084 |
|
0.382 |
0.7078 |
|
LOW |
0.7059 |
|
0.618 |
0.7029 |
|
1.000 |
0.7010 |
|
1.618 |
0.6980 |
|
2.618 |
0.6931 |
|
4.250 |
0.6851 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7094 |
0.7090 |
| PP |
0.7089 |
0.7081 |
| S1 |
0.7084 |
0.7073 |
|