CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7096 |
0.7087 |
-0.0009 |
-0.1% |
0.7092 |
| High |
0.7117 |
0.7115 |
-0.0002 |
0.0% |
0.7158 |
| Low |
0.7072 |
0.7085 |
0.0013 |
0.2% |
0.7072 |
| Close |
0.7088 |
0.7109 |
0.0021 |
0.3% |
0.7109 |
| Range |
0.0045 |
0.0030 |
-0.0015 |
-33.3% |
0.0086 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
90,794 |
85,978 |
-4,816 |
-5.3% |
433,514 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7193 |
0.7181 |
0.7126 |
|
| R3 |
0.7163 |
0.7151 |
0.7117 |
|
| R2 |
0.7133 |
0.7133 |
0.7115 |
|
| R1 |
0.7121 |
0.7121 |
0.7112 |
0.7127 |
| PP |
0.7103 |
0.7103 |
0.7103 |
0.7106 |
| S1 |
0.7091 |
0.7091 |
0.7106 |
0.7097 |
| S2 |
0.7073 |
0.7073 |
0.7104 |
|
| S3 |
0.7043 |
0.7061 |
0.7101 |
|
| S4 |
0.7013 |
0.7031 |
0.7093 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7371 |
0.7326 |
0.7156 |
|
| R3 |
0.7285 |
0.7240 |
0.7133 |
|
| R2 |
0.7199 |
0.7199 |
0.7125 |
|
| R1 |
0.7154 |
0.7154 |
0.7117 |
0.7177 |
| PP |
0.7113 |
0.7113 |
0.7113 |
0.7124 |
| S1 |
0.7068 |
0.7068 |
0.7101 |
0.7091 |
| S2 |
0.7027 |
0.7027 |
0.7093 |
|
| S3 |
0.6941 |
0.6982 |
0.7085 |
|
| S4 |
0.6855 |
0.6896 |
0.7062 |
|
|
| 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% |
0.0048 |
0.7% |
43% |
False |
False |
86,702 |
| 10 |
0.7179 |
0.7067 |
0.0112 |
1.6% |
0.0052 |
0.7% |
38% |
False |
False |
91,379 |
| 20 |
0.7179 |
0.7014 |
0.0165 |
2.3% |
0.0049 |
0.7% |
58% |
False |
False |
61,679 |
| 40 |
0.7291 |
0.7014 |
0.0277 |
3.9% |
0.0053 |
0.7% |
34% |
False |
False |
31,234 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0054 |
0.8% |
56% |
False |
False |
20,850 |
| 80 |
0.7395 |
0.6861 |
0.0534 |
7.5% |
0.0049 |
0.7% |
46% |
False |
False |
15,647 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0043 |
0.6% |
45% |
False |
False |
12,519 |
| 120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0039 |
0.5% |
45% |
False |
False |
10,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7243 |
|
2.618 |
0.7194 |
|
1.618 |
0.7164 |
|
1.000 |
0.7145 |
|
0.618 |
0.7134 |
|
HIGH |
0.7115 |
|
0.618 |
0.7104 |
|
0.500 |
0.7100 |
|
0.382 |
0.7096 |
|
LOW |
0.7085 |
|
0.618 |
0.7066 |
|
1.000 |
0.7055 |
|
1.618 |
0.7036 |
|
2.618 |
0.7006 |
|
4.250 |
0.6958 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7106 |
0.7112 |
| PP |
0.7103 |
0.7111 |
| S1 |
0.7100 |
0.7110 |
|