CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7092 |
0.7123 |
0.0031 |
0.4% |
0.7094 |
| High |
0.7128 |
0.7158 |
0.0030 |
0.4% |
0.7179 |
| Low |
0.7077 |
0.7119 |
0.0042 |
0.6% |
0.7067 |
| Close |
0.7118 |
0.7154 |
0.0036 |
0.5% |
0.7093 |
| Range |
0.0051 |
0.0039 |
-0.0012 |
-23.5% |
0.0112 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
72,534 |
74,852 |
2,318 |
3.2% |
480,276 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7261 |
0.7246 |
0.7175 |
|
| R3 |
0.7222 |
0.7207 |
0.7165 |
|
| R2 |
0.7183 |
0.7183 |
0.7161 |
|
| R1 |
0.7168 |
0.7168 |
0.7158 |
0.7175 |
| PP |
0.7144 |
0.7144 |
0.7144 |
0.7147 |
| S1 |
0.7129 |
0.7129 |
0.7150 |
0.7137 |
| S2 |
0.7105 |
0.7105 |
0.7147 |
|
| S3 |
0.7066 |
0.7090 |
0.7143 |
|
| S4 |
0.7027 |
0.7051 |
0.7133 |
|
|
| 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% |
0.0061 |
0.9% |
78% |
False |
False |
98,244 |
| 10 |
0.7179 |
0.7052 |
0.0127 |
1.8% |
0.0051 |
0.7% |
80% |
False |
False |
85,644 |
| 20 |
0.7210 |
0.7014 |
0.0196 |
2.7% |
0.0050 |
0.7% |
71% |
False |
False |
47,472 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0054 |
0.8% |
48% |
False |
False |
24,087 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.2% |
0.0053 |
0.7% |
66% |
False |
False |
16,081 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0048 |
0.7% |
53% |
False |
False |
12,071 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0043 |
0.6% |
53% |
False |
False |
9,658 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0037 |
0.5% |
53% |
False |
False |
8,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7324 |
|
2.618 |
0.7260 |
|
1.618 |
0.7221 |
|
1.000 |
0.7197 |
|
0.618 |
0.7182 |
|
HIGH |
0.7158 |
|
0.618 |
0.7143 |
|
0.500 |
0.7139 |
|
0.382 |
0.7134 |
|
LOW |
0.7119 |
|
0.618 |
0.7095 |
|
1.000 |
0.7080 |
|
1.618 |
0.7056 |
|
2.618 |
0.7017 |
|
4.250 |
0.6953 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7149 |
0.7142 |
| PP |
0.7144 |
0.7130 |
| S1 |
0.7139 |
0.7118 |
|