CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7147 |
0.7183 |
0.0036 |
0.5% |
0.7052 |
| High |
0.7201 |
0.7204 |
0.0003 |
0.0% |
0.7132 |
| Low |
0.7146 |
0.7154 |
0.0008 |
0.1% |
0.6825 |
| Close |
0.7188 |
0.7190 |
0.0002 |
0.0% |
0.7124 |
| Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0307 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
117,970 |
96,681 |
-21,289 |
-18.0% |
422,669 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7333 |
0.7311 |
0.7218 |
|
| R3 |
0.7283 |
0.7261 |
0.7204 |
|
| R2 |
0.7233 |
0.7233 |
0.7199 |
|
| R1 |
0.7211 |
0.7211 |
0.7195 |
0.7222 |
| PP |
0.7183 |
0.7183 |
0.7183 |
0.7188 |
| S1 |
0.7161 |
0.7161 |
0.7185 |
0.7172 |
| S2 |
0.7133 |
0.7133 |
0.7181 |
|
| S3 |
0.7083 |
0.7111 |
0.7176 |
|
| S4 |
0.7033 |
0.7061 |
0.7163 |
|
|
| 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 |
0.7204 |
0.7001 |
0.0203 |
2.8% |
0.0061 |
0.8% |
93% |
True |
False |
107,854 |
| 10 |
0.7204 |
0.6825 |
0.0379 |
5.3% |
0.0072 |
1.0% |
96% |
True |
False |
97,534 |
| 20 |
0.7254 |
0.6825 |
0.0429 |
6.0% |
0.0063 |
0.9% |
85% |
False |
False |
88,916 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0062 |
0.9% |
63% |
False |
False |
46,687 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
63% |
False |
False |
31,189 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0053 |
0.7% |
63% |
False |
False |
23,402 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0049 |
0.7% |
63% |
False |
False |
18,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7417 |
|
2.618 |
0.7335 |
|
1.618 |
0.7285 |
|
1.000 |
0.7254 |
|
0.618 |
0.7235 |
|
HIGH |
0.7204 |
|
0.618 |
0.7185 |
|
0.500 |
0.7179 |
|
0.382 |
0.7173 |
|
LOW |
0.7154 |
|
0.618 |
0.7123 |
|
1.000 |
0.7104 |
|
1.618 |
0.7073 |
|
2.618 |
0.7023 |
|
4.250 |
0.6942 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7186 |
0.7182 |
| PP |
0.7183 |
0.7173 |
| S1 |
0.7179 |
0.7165 |
|