CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7099 |
0.7138 |
0.0039 |
0.5% |
0.7044 |
| High |
0.7162 |
0.7179 |
0.0017 |
0.2% |
0.7108 |
| Low |
0.7067 |
0.7100 |
0.0033 |
0.5% |
0.7037 |
| Close |
0.7153 |
0.7116 |
-0.0037 |
-0.5% |
0.7095 |
| Range |
0.0095 |
0.0079 |
-0.0016 |
-16.8% |
0.0071 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.6% |
0.0000 |
| Volume |
112,278 |
132,236 |
19,958 |
17.8% |
288,664 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7369 |
0.7321 |
0.7159 |
|
| R3 |
0.7290 |
0.7242 |
0.7138 |
|
| R2 |
0.7211 |
0.7211 |
0.7130 |
|
| R1 |
0.7163 |
0.7163 |
0.7123 |
0.7148 |
| PP |
0.7132 |
0.7132 |
0.7132 |
0.7124 |
| S1 |
0.7084 |
0.7084 |
0.7109 |
0.7069 |
| S2 |
0.7053 |
0.7053 |
0.7102 |
|
| S3 |
0.6974 |
0.7005 |
0.7094 |
|
| S4 |
0.6895 |
0.6926 |
0.7073 |
|
|
| 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 |
0.7179 |
0.7067 |
0.0112 |
1.6% |
0.0055 |
0.8% |
44% |
True |
False |
92,800 |
| 10 |
0.7179 |
0.7014 |
0.0165 |
2.3% |
0.0051 |
0.7% |
62% |
True |
False |
68,292 |
| 20 |
0.7210 |
0.7014 |
0.0196 |
2.8% |
0.0052 |
0.7% |
52% |
False |
False |
35,458 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0056 |
0.8% |
35% |
False |
False |
17,923 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0053 |
0.7% |
57% |
False |
False |
11,975 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0048 |
0.7% |
46% |
False |
False |
8,988 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0043 |
0.6% |
46% |
False |
False |
7,191 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0037 |
0.5% |
46% |
False |
False |
5,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7515 |
|
2.618 |
0.7386 |
|
1.618 |
0.7307 |
|
1.000 |
0.7258 |
|
0.618 |
0.7228 |
|
HIGH |
0.7179 |
|
0.618 |
0.7149 |
|
0.500 |
0.7140 |
|
0.382 |
0.7130 |
|
LOW |
0.7100 |
|
0.618 |
0.7051 |
|
1.000 |
0.7021 |
|
1.618 |
0.6972 |
|
2.618 |
0.6893 |
|
4.250 |
0.6764 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7140 |
0.7123 |
| PP |
0.7132 |
0.7121 |
| S1 |
0.7124 |
0.7118 |
|