CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7123 |
0.7147 |
0.0024 |
0.3% |
0.7094 |
| High |
0.7158 |
0.7152 |
-0.0006 |
-0.1% |
0.7179 |
| Low |
0.7119 |
0.7079 |
-0.0040 |
-0.6% |
0.7067 |
| Close |
0.7154 |
0.7096 |
-0.0058 |
-0.8% |
0.7093 |
| Range |
0.0039 |
0.0073 |
0.0034 |
87.2% |
0.0112 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.1% |
0.0000 |
| Volume |
74,852 |
109,356 |
34,504 |
46.1% |
480,276 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7328 |
0.7285 |
0.7136 |
|
| R3 |
0.7255 |
0.7212 |
0.7116 |
|
| R2 |
0.7182 |
0.7182 |
0.7109 |
|
| R1 |
0.7139 |
0.7139 |
0.7103 |
0.7124 |
| PP |
0.7109 |
0.7109 |
0.7109 |
0.7102 |
| S1 |
0.7066 |
0.7066 |
0.7089 |
0.7051 |
| S2 |
0.7036 |
0.7036 |
0.7083 |
|
| S3 |
0.6963 |
0.6993 |
0.7076 |
|
| S4 |
0.6890 |
0.6920 |
0.7056 |
|
|
| 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 |
0.7077 |
0.0102 |
1.4% |
0.0057 |
0.8% |
19% |
False |
False |
97,660 |
| 10 |
0.7179 |
0.7052 |
0.0127 |
1.8% |
0.0054 |
0.8% |
35% |
False |
False |
87,950 |
| 20 |
0.7179 |
0.7014 |
0.0165 |
2.3% |
0.0050 |
0.7% |
50% |
False |
False |
52,915 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0055 |
0.8% |
28% |
False |
False |
26,818 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0054 |
0.8% |
53% |
False |
False |
17,904 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0049 |
0.7% |
43% |
False |
False |
13,437 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0044 |
0.6% |
43% |
False |
False |
10,752 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0038 |
0.5% |
43% |
False |
False |
8,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7462 |
|
2.618 |
0.7343 |
|
1.618 |
0.7270 |
|
1.000 |
0.7225 |
|
0.618 |
0.7197 |
|
HIGH |
0.7152 |
|
0.618 |
0.7124 |
|
0.500 |
0.7116 |
|
0.382 |
0.7107 |
|
LOW |
0.7079 |
|
0.618 |
0.7034 |
|
1.000 |
0.7006 |
|
1.618 |
0.6961 |
|
2.618 |
0.6888 |
|
4.250 |
0.6769 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7116 |
0.7118 |
| PP |
0.7109 |
0.7110 |
| S1 |
0.7103 |
0.7103 |
|