CME Australian Dollar Future June 2019
Trading Metrics calculated at close of trading on 22-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7138 |
0.7125 |
-0.0013 |
-0.2% |
0.7094 |
High |
0.7179 |
0.7128 |
-0.0051 |
-0.7% |
0.7179 |
Low |
0.7100 |
0.7086 |
-0.0014 |
-0.2% |
0.7067 |
Close |
0.7116 |
0.7093 |
-0.0023 |
-0.3% |
0.7093 |
Range |
0.0079 |
0.0042 |
-0.0037 |
-46.8% |
0.0112 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
132,236 |
99,324 |
-32,912 |
-24.9% |
480,276 |
|
Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7228 |
0.7203 |
0.7116 |
|
R3 |
0.7186 |
0.7161 |
0.7105 |
|
R2 |
0.7144 |
0.7144 |
0.7101 |
|
R1 |
0.7119 |
0.7119 |
0.7097 |
0.7111 |
PP |
0.7102 |
0.7102 |
0.7102 |
0.7098 |
S1 |
0.7077 |
0.7077 |
0.7089 |
0.7069 |
S2 |
0.7060 |
0.7060 |
0.7085 |
|
S3 |
0.7018 |
0.7035 |
0.7081 |
|
S4 |
0.6976 |
0.6993 |
0.7070 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7449 |
0.7383 |
0.7155 |
|
R3 |
0.7337 |
0.7271 |
0.7124 |
|
R2 |
0.7225 |
0.7225 |
0.7114 |
|
R1 |
0.7159 |
0.7159 |
0.7103 |
0.7136 |
PP |
0.7113 |
0.7113 |
0.7113 |
0.7102 |
S1 |
0.7047 |
0.7047 |
0.7083 |
0.7024 |
S2 |
0.7001 |
0.7001 |
0.7072 |
|
S3 |
0.6889 |
0.6935 |
0.7062 |
|
S4 |
0.6777 |
0.6823 |
0.7031 |
|
|
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% |
0.0057 |
0.8% |
23% |
False |
False |
96,055 |
10 |
0.7179 |
0.7037 |
0.0142 |
2.0% |
0.0051 |
0.7% |
39% |
False |
False |
76,894 |
20 |
0.7210 |
0.7014 |
0.0196 |
2.8% |
0.0051 |
0.7% |
40% |
False |
False |
40,356 |
40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0055 |
0.8% |
27% |
False |
False |
20,405 |
60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0053 |
0.8% |
52% |
False |
False |
13,630 |
80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0048 |
0.7% |
42% |
False |
False |
10,229 |
100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0043 |
0.6% |
42% |
False |
False |
8,185 |
120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0037 |
0.5% |
42% |
False |
False |
6,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7307 |
2.618 |
0.7238 |
1.618 |
0.7196 |
1.000 |
0.7170 |
0.618 |
0.7154 |
HIGH |
0.7128 |
0.618 |
0.7112 |
0.500 |
0.7107 |
0.382 |
0.7102 |
LOW |
0.7086 |
0.618 |
0.7060 |
1.000 |
0.7044 |
1.618 |
0.7018 |
2.618 |
0.6976 |
4.250 |
0.6908 |
|
|
Fisher Pivots for day following 22-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7107 |
0.7123 |
PP |
0.7102 |
0.7113 |
S1 |
0.7098 |
0.7103 |
|