CME Australian Dollar Future June 2019
Trading Metrics calculated at close of trading on 19-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7094 |
0.7110 |
0.0016 |
0.2% |
0.7044 |
High |
0.7129 |
0.7121 |
-0.0008 |
-0.1% |
0.7108 |
Low |
0.7088 |
0.7095 |
0.0007 |
0.1% |
0.7037 |
Close |
0.7109 |
0.7100 |
-0.0009 |
-0.1% |
0.7095 |
Range |
0.0041 |
0.0026 |
-0.0015 |
-36.6% |
0.0071 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
68,268 |
68,170 |
-98 |
-0.1% |
288,664 |
|
Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7183 |
0.7168 |
0.7114 |
|
R3 |
0.7157 |
0.7142 |
0.7107 |
|
R2 |
0.7131 |
0.7131 |
0.7105 |
|
R1 |
0.7116 |
0.7116 |
0.7102 |
0.7111 |
PP |
0.7105 |
0.7105 |
0.7105 |
0.7103 |
S1 |
0.7090 |
0.7090 |
0.7098 |
0.7085 |
S2 |
0.7079 |
0.7079 |
0.7095 |
|
S3 |
0.7053 |
0.7064 |
0.7093 |
|
S4 |
0.7027 |
0.7038 |
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% |
0.0041 |
0.6% |
62% |
False |
False |
73,044 |
10 |
0.7129 |
0.7014 |
0.0115 |
1.6% |
0.0045 |
0.6% |
75% |
False |
False |
45,363 |
20 |
0.7217 |
0.7014 |
0.0203 |
2.9% |
0.0052 |
0.7% |
42% |
False |
False |
23,292 |
40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0053 |
0.7% |
29% |
False |
False |
11,812 |
60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0052 |
0.7% |
54% |
False |
False |
7,900 |
80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0046 |
0.6% |
44% |
False |
False |
5,932 |
100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0041 |
0.6% |
44% |
False |
False |
4,746 |
120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0035 |
0.5% |
44% |
False |
False |
3,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7232 |
2.618 |
0.7189 |
1.618 |
0.7163 |
1.000 |
0.7147 |
0.618 |
0.7137 |
HIGH |
0.7121 |
0.618 |
0.7111 |
0.500 |
0.7108 |
0.382 |
0.7105 |
LOW |
0.7095 |
0.618 |
0.7079 |
1.000 |
0.7069 |
1.618 |
0.7053 |
2.618 |
0.7027 |
4.250 |
0.6985 |
|
|
Fisher Pivots for day following 19-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7108 |
0.7101 |
PP |
0.7105 |
0.7100 |
S1 |
0.7103 |
0.7100 |
|