CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7073 |
0.7037 |
-0.0036 |
-0.5% |
0.7045 |
| High |
0.7085 |
0.7078 |
-0.0007 |
-0.1% |
0.7085 |
| Low |
0.7025 |
0.7036 |
0.0011 |
0.2% |
0.7025 |
| Close |
0.7027 |
0.7054 |
0.0027 |
0.4% |
0.7054 |
| Range |
0.0060 |
0.0042 |
-0.0018 |
-30.0% |
0.0060 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
86,136 |
62,929 |
-23,207 |
-26.9% |
223,408 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7182 |
0.7160 |
0.7077 |
|
| R3 |
0.7140 |
0.7118 |
0.7066 |
|
| R2 |
0.7098 |
0.7098 |
0.7062 |
|
| R1 |
0.7076 |
0.7076 |
0.7058 |
0.7087 |
| PP |
0.7056 |
0.7056 |
0.7056 |
0.7062 |
| S1 |
0.7034 |
0.7034 |
0.7050 |
0.7045 |
| S2 |
0.7014 |
0.7014 |
0.7046 |
|
| S3 |
0.6972 |
0.6992 |
0.7042 |
|
| S4 |
0.6930 |
0.6950 |
0.7031 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7235 |
0.7204 |
0.7087 |
|
| R3 |
0.7175 |
0.7144 |
0.7071 |
|
| R2 |
0.7115 |
0.7115 |
0.7065 |
|
| R1 |
0.7084 |
0.7084 |
0.7060 |
0.7100 |
| PP |
0.7055 |
0.7055 |
0.7055 |
0.7062 |
| S1 |
0.7024 |
0.7024 |
0.7049 |
0.7040 |
| S2 |
0.6995 |
0.6995 |
0.7043 |
|
| S3 |
0.6935 |
0.6964 |
0.7038 |
|
| S4 |
0.6875 |
0.6904 |
0.7021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7132 |
0.7025 |
0.0107 |
1.5% |
0.0054 |
0.8% |
27% |
False |
False |
65,014 |
| 10 |
0.7237 |
0.7025 |
0.0212 |
3.0% |
0.0058 |
0.8% |
14% |
False |
False |
81,120 |
| 20 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0055 |
0.8% |
8% |
False |
False |
51,617 |
| 40 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0059 |
0.8% |
8% |
False |
False |
26,095 |
| 60 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0054 |
0.8% |
8% |
False |
False |
17,423 |
| 80 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0049 |
0.7% |
8% |
False |
False |
13,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7257 |
|
2.618 |
0.7188 |
|
1.618 |
0.7146 |
|
1.000 |
0.7120 |
|
0.618 |
0.7104 |
|
HIGH |
0.7078 |
|
0.618 |
0.7062 |
|
0.500 |
0.7057 |
|
0.382 |
0.7052 |
|
LOW |
0.7036 |
|
0.618 |
0.7010 |
|
1.000 |
0.6994 |
|
1.618 |
0.6968 |
|
2.618 |
0.6926 |
|
4.250 |
0.6858 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7057 |
0.7055 |
| PP |
0.7056 |
0.7055 |
| S1 |
0.7055 |
0.7054 |
|