CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.6893 |
0.7012 |
0.0119 |
1.7% |
0.7052 |
| High |
0.7028 |
0.7132 |
0.0104 |
1.5% |
0.7132 |
| Low |
0.6825 |
0.7001 |
0.0176 |
2.6% |
0.6825 |
| Close |
0.7010 |
0.7124 |
0.0114 |
1.6% |
0.7124 |
| Range |
0.0203 |
0.0131 |
-0.0072 |
-35.5% |
0.0307 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
6.8% |
0.0000 |
| Volume |
135,729 |
135,661 |
-68 |
-0.1% |
422,669 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7432 |
0.7196 |
|
| R3 |
0.7348 |
0.7301 |
0.7160 |
|
| R2 |
0.7217 |
0.7217 |
0.7148 |
|
| R1 |
0.7170 |
0.7170 |
0.7136 |
0.7194 |
| PP |
0.7086 |
0.7086 |
0.7086 |
0.7097 |
| S1 |
0.7039 |
0.7039 |
0.7112 |
0.7063 |
| S2 |
0.6955 |
0.6955 |
0.7100 |
|
| S3 |
0.6824 |
0.6908 |
0.7088 |
|
| S4 |
0.6693 |
0.6777 |
0.7052 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7843 |
0.7293 |
|
| R3 |
0.7641 |
0.7536 |
0.7208 |
|
| R2 |
0.7334 |
0.7334 |
0.7180 |
|
| R1 |
0.7229 |
0.7229 |
0.7152 |
0.7282 |
| PP |
0.7027 |
0.7027 |
0.7027 |
0.7053 |
| S1 |
0.6922 |
0.6922 |
0.7096 |
0.6975 |
| S2 |
0.6720 |
0.6720 |
0.7068 |
|
| S3 |
0.6413 |
0.6615 |
0.7040 |
|
| S4 |
0.6106 |
0.6308 |
0.6955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7132 |
0.6825 |
0.0307 |
4.3% |
0.0096 |
1.4% |
97% |
True |
False |
97,119 |
| 10 |
0.7158 |
0.6825 |
0.0333 |
4.7% |
0.0077 |
1.1% |
90% |
False |
False |
86,251 |
| 20 |
0.7283 |
0.6825 |
0.0458 |
6.4% |
0.0065 |
0.9% |
65% |
False |
False |
72,263 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0063 |
0.9% |
51% |
False |
False |
36,622 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
51% |
False |
False |
24,464 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0053 |
0.7% |
51% |
False |
False |
18,359 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0048 |
0.7% |
51% |
False |
False |
14,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7689 |
|
2.618 |
0.7475 |
|
1.618 |
0.7344 |
|
1.000 |
0.7263 |
|
0.618 |
0.7213 |
|
HIGH |
0.7132 |
|
0.618 |
0.7082 |
|
0.500 |
0.7067 |
|
0.382 |
0.7051 |
|
LOW |
0.7001 |
|
0.618 |
0.6920 |
|
1.000 |
0.6870 |
|
1.618 |
0.6789 |
|
2.618 |
0.6658 |
|
4.250 |
0.6444 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7105 |
0.7076 |
| PP |
0.7086 |
0.7027 |
| S1 |
0.7067 |
0.6979 |
|