CME Australian Dollar Future June 2019
Trading Metrics calculated at close of trading on 01-Apr-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
Open |
0.7087 |
0.7119 |
0.0032 |
0.5% |
0.7092 |
High |
0.7115 |
0.7143 |
0.0028 |
0.4% |
0.7158 |
Low |
0.7085 |
0.7115 |
0.0030 |
0.4% |
0.7072 |
Close |
0.7109 |
0.7124 |
0.0015 |
0.2% |
0.7109 |
Range |
0.0030 |
0.0028 |
-0.0002 |
-6.7% |
0.0086 |
ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
85,978 |
95,863 |
9,885 |
11.5% |
433,514 |
|
Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7211 |
0.7196 |
0.7139 |
|
R3 |
0.7183 |
0.7168 |
0.7132 |
|
R2 |
0.7155 |
0.7155 |
0.7129 |
|
R1 |
0.7140 |
0.7140 |
0.7127 |
0.7148 |
PP |
0.7127 |
0.7127 |
0.7127 |
0.7131 |
S1 |
0.7112 |
0.7112 |
0.7121 |
0.7120 |
S2 |
0.7099 |
0.7099 |
0.7119 |
|
S3 |
0.7071 |
0.7084 |
0.7116 |
|
S4 |
0.7043 |
0.7056 |
0.7109 |
|
|
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% |
0.0043 |
0.6% |
60% |
False |
False |
91,368 |
10 |
0.7179 |
0.7067 |
0.0112 |
1.6% |
0.0051 |
0.7% |
51% |
False |
False |
94,138 |
20 |
0.7179 |
0.7014 |
0.0165 |
2.3% |
0.0049 |
0.7% |
67% |
False |
False |
66,433 |
40 |
0.7271 |
0.7014 |
0.0257 |
3.6% |
0.0053 |
0.7% |
43% |
False |
False |
33,630 |
60 |
0.7307 |
0.7012 |
0.0295 |
4.1% |
0.0052 |
0.7% |
38% |
False |
False |
22,445 |
80 |
0.7322 |
0.6861 |
0.0461 |
6.5% |
0.0049 |
0.7% |
57% |
False |
False |
16,845 |
100 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0044 |
0.6% |
48% |
False |
False |
13,478 |
120 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0039 |
0.5% |
48% |
False |
False |
11,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7262 |
2.618 |
0.7216 |
1.618 |
0.7188 |
1.000 |
0.7171 |
0.618 |
0.7160 |
HIGH |
0.7143 |
0.618 |
0.7132 |
0.500 |
0.7129 |
0.382 |
0.7126 |
LOW |
0.7115 |
0.618 |
0.7098 |
1.000 |
0.7087 |
1.618 |
0.7070 |
2.618 |
0.7042 |
4.250 |
0.6996 |
|
|
Fisher Pivots for day following 01-Apr-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7129 |
0.7119 |
PP |
0.7127 |
0.7113 |
S1 |
0.7126 |
0.7108 |
|