CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7078 |
0.7094 |
0.0016 |
0.2% |
0.7044 |
| High |
0.7107 |
0.7129 |
0.0022 |
0.3% |
0.7108 |
| Low |
0.7072 |
0.7088 |
0.0016 |
0.2% |
0.7037 |
| Close |
0.7095 |
0.7109 |
0.0014 |
0.2% |
0.7095 |
| Range |
0.0035 |
0.0041 |
0.0006 |
17.1% |
0.0071 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
83,050 |
68,268 |
-14,782 |
-17.8% |
288,664 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7232 |
0.7211 |
0.7132 |
|
| R3 |
0.7191 |
0.7170 |
0.7120 |
|
| R2 |
0.7150 |
0.7150 |
0.7117 |
|
| R1 |
0.7129 |
0.7129 |
0.7113 |
0.7140 |
| PP |
0.7109 |
0.7109 |
0.7109 |
0.7114 |
| S1 |
0.7088 |
0.7088 |
0.7105 |
0.7099 |
| S2 |
0.7068 |
0.7068 |
0.7101 |
|
| S3 |
0.7027 |
0.7047 |
0.7098 |
|
| S4 |
0.6986 |
0.7006 |
0.7086 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7293 |
0.7265 |
0.7134 |
|
| R3 |
0.7222 |
0.7194 |
0.7115 |
|
| R2 |
0.7151 |
0.7151 |
0.7108 |
|
| R1 |
0.7123 |
0.7123 |
0.7102 |
0.7137 |
| PP |
0.7080 |
0.7080 |
0.7080 |
0.7087 |
| S1 |
0.7052 |
0.7052 |
0.7088 |
0.7066 |
| S2 |
0.7009 |
0.7009 |
0.7082 |
|
| S3 |
0.6938 |
0.6981 |
0.7075 |
|
| S4 |
0.6867 |
0.6910 |
0.7056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7129 |
0.7052 |
0.0077 |
1.1% |
0.0043 |
0.6% |
74% |
True |
False |
66,260 |
| 10 |
0.7129 |
0.7014 |
0.0115 |
1.6% |
0.0046 |
0.7% |
83% |
True |
False |
38,728 |
| 20 |
0.7217 |
0.7014 |
0.0203 |
2.9% |
0.0054 |
0.8% |
47% |
False |
False |
20,017 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0053 |
0.8% |
32% |
False |
False |
10,109 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0053 |
0.7% |
56% |
False |
False |
6,765 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0047 |
0.7% |
45% |
False |
False |
5,080 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0041 |
0.6% |
45% |
False |
False |
4,065 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0035 |
0.5% |
45% |
False |
False |
3,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7303 |
|
2.618 |
0.7236 |
|
1.618 |
0.7195 |
|
1.000 |
0.7170 |
|
0.618 |
0.7154 |
|
HIGH |
0.7129 |
|
0.618 |
0.7113 |
|
0.500 |
0.7109 |
|
0.382 |
0.7104 |
|
LOW |
0.7088 |
|
0.618 |
0.7063 |
|
1.000 |
0.7047 |
|
1.618 |
0.7022 |
|
2.618 |
0.6981 |
|
4.250 |
0.6914 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7109 |
0.7103 |
| PP |
0.7109 |
0.7097 |
| S1 |
0.7109 |
0.7091 |
|