CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7129 |
0.7152 |
0.0023 |
0.3% |
0.7052 |
| High |
0.7158 |
0.7158 |
0.0000 |
0.0% |
0.7132 |
| Low |
0.7122 |
0.7125 |
0.0003 |
0.0% |
0.6825 |
| Close |
0.7150 |
0.7147 |
-0.0003 |
0.0% |
0.7124 |
| Range |
0.0036 |
0.0033 |
-0.0003 |
-8.3% |
0.0307 |
| ATR |
0.0069 |
0.0067 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
89,112 |
99,850 |
10,738 |
12.1% |
422,669 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7242 |
0.7228 |
0.7165 |
|
| R3 |
0.7209 |
0.7195 |
0.7156 |
|
| R2 |
0.7176 |
0.7176 |
0.7153 |
|
| R1 |
0.7162 |
0.7162 |
0.7150 |
0.7153 |
| PP |
0.7143 |
0.7143 |
0.7143 |
0.7139 |
| S1 |
0.7129 |
0.7129 |
0.7144 |
0.7120 |
| S2 |
0.7110 |
0.7110 |
0.7141 |
|
| S3 |
0.7077 |
0.7096 |
0.7138 |
|
| S4 |
0.7044 |
0.7063 |
0.7129 |
|
|
| 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 |
0.7158 |
0.6825 |
0.0333 |
4.7% |
0.0094 |
1.3% |
97% |
True |
False |
112,167 |
| 10 |
0.7158 |
0.6825 |
0.0333 |
4.7% |
0.0068 |
1.0% |
97% |
True |
False |
83,503 |
| 20 |
0.7254 |
0.6825 |
0.0429 |
6.0% |
0.0062 |
0.9% |
75% |
False |
False |
80,935 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
55% |
False |
False |
41,339 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0057 |
0.8% |
55% |
False |
False |
27,612 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0052 |
0.7% |
55% |
False |
False |
20,719 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0049 |
0.7% |
55% |
False |
False |
16,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7298 |
|
2.618 |
0.7244 |
|
1.618 |
0.7211 |
|
1.000 |
0.7191 |
|
0.618 |
0.7178 |
|
HIGH |
0.7158 |
|
0.618 |
0.7145 |
|
0.500 |
0.7142 |
|
0.382 |
0.7138 |
|
LOW |
0.7125 |
|
0.618 |
0.7105 |
|
1.000 |
0.7092 |
|
1.618 |
0.7072 |
|
2.618 |
0.7039 |
|
4.250 |
0.6985 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7145 |
0.7125 |
| PP |
0.7143 |
0.7102 |
| S1 |
0.7142 |
0.7080 |
|