CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7125 |
0.7092 |
-0.0033 |
-0.5% |
0.7094 |
| High |
0.7128 |
0.7128 |
0.0000 |
0.0% |
0.7179 |
| Low |
0.7086 |
0.7077 |
-0.0009 |
-0.1% |
0.7067 |
| Close |
0.7093 |
0.7118 |
0.0025 |
0.4% |
0.7093 |
| Range |
0.0042 |
0.0051 |
0.0009 |
21.4% |
0.0112 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
99,324 |
72,534 |
-26,790 |
-27.0% |
480,276 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7261 |
0.7240 |
0.7146 |
|
| R3 |
0.7210 |
0.7189 |
0.7132 |
|
| R2 |
0.7159 |
0.7159 |
0.7127 |
|
| R1 |
0.7138 |
0.7138 |
0.7123 |
0.7148 |
| PP |
0.7108 |
0.7108 |
0.7108 |
0.7113 |
| S1 |
0.7087 |
0.7087 |
0.7113 |
0.7098 |
| S2 |
0.7057 |
0.7057 |
0.7109 |
|
| S3 |
0.7006 |
0.7036 |
0.7104 |
|
| S4 |
0.6955 |
0.6985 |
0.7090 |
|
|
| 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% |
0.0059 |
0.8% |
46% |
False |
False |
96,908 |
| 10 |
0.7179 |
0.7052 |
0.0127 |
1.8% |
0.0051 |
0.7% |
52% |
False |
False |
81,584 |
| 20 |
0.7210 |
0.7014 |
0.0196 |
2.8% |
0.0051 |
0.7% |
53% |
False |
False |
43,959 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0054 |
0.8% |
35% |
False |
False |
22,217 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0054 |
0.8% |
58% |
False |
False |
14,839 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0049 |
0.7% |
47% |
False |
False |
11,136 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0043 |
0.6% |
47% |
False |
False |
8,910 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0037 |
0.5% |
47% |
False |
False |
7,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7345 |
|
2.618 |
0.7262 |
|
1.618 |
0.7211 |
|
1.000 |
0.7179 |
|
0.618 |
0.7160 |
|
HIGH |
0.7128 |
|
0.618 |
0.7109 |
|
0.500 |
0.7103 |
|
0.382 |
0.7096 |
|
LOW |
0.7077 |
|
0.618 |
0.7045 |
|
1.000 |
0.7026 |
|
1.618 |
0.6994 |
|
2.618 |
0.6943 |
|
4.250 |
0.6860 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7113 |
0.7128 |
| PP |
0.7108 |
0.7125 |
| S1 |
0.7103 |
0.7121 |
|