CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7147 |
0.7096 |
-0.0051 |
-0.7% |
0.7094 |
| High |
0.7152 |
0.7117 |
-0.0035 |
-0.5% |
0.7179 |
| Low |
0.7079 |
0.7072 |
-0.0007 |
-0.1% |
0.7067 |
| Close |
0.7096 |
0.7088 |
-0.0008 |
-0.1% |
0.7093 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0112 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
109,356 |
90,794 |
-18,562 |
-17.0% |
480,276 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7227 |
0.7203 |
0.7113 |
|
| R3 |
0.7182 |
0.7158 |
0.7100 |
|
| R2 |
0.7137 |
0.7137 |
0.7096 |
|
| R1 |
0.7113 |
0.7113 |
0.7092 |
0.7103 |
| PP |
0.7092 |
0.7092 |
0.7092 |
0.7087 |
| S1 |
0.7068 |
0.7068 |
0.7084 |
0.7058 |
| S2 |
0.7047 |
0.7047 |
0.7080 |
|
| S3 |
0.7002 |
0.7023 |
0.7076 |
|
| S4 |
0.6957 |
0.6978 |
0.7063 |
|
|
| 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 |
0.7158 |
0.7072 |
0.0086 |
1.2% |
0.0050 |
0.7% |
19% |
False |
True |
89,372 |
| 10 |
0.7179 |
0.7067 |
0.0112 |
1.6% |
0.0053 |
0.7% |
19% |
False |
False |
91,086 |
| 20 |
0.7179 |
0.7014 |
0.0165 |
2.3% |
0.0050 |
0.7% |
45% |
False |
False |
57,417 |
| 40 |
0.7307 |
0.7014 |
0.0293 |
4.1% |
0.0053 |
0.8% |
25% |
False |
False |
29,086 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0055 |
0.8% |
51% |
False |
False |
19,417 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0049 |
0.7% |
41% |
False |
False |
14,572 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0044 |
0.6% |
41% |
False |
False |
11,660 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0038 |
0.5% |
41% |
False |
False |
9,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7308 |
|
2.618 |
0.7235 |
|
1.618 |
0.7190 |
|
1.000 |
0.7162 |
|
0.618 |
0.7145 |
|
HIGH |
0.7117 |
|
0.618 |
0.7100 |
|
0.500 |
0.7095 |
|
0.382 |
0.7089 |
|
LOW |
0.7072 |
|
0.618 |
0.7044 |
|
1.000 |
0.7027 |
|
1.618 |
0.6999 |
|
2.618 |
0.6954 |
|
4.250 |
0.6881 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7095 |
0.7115 |
| PP |
0.7092 |
0.7106 |
| S1 |
0.7090 |
0.7097 |
|