CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7200 |
0.7206 |
0.0006 |
0.1% |
0.7129 |
| High |
0.7232 |
0.7218 |
-0.0014 |
-0.2% |
0.7242 |
| Low |
0.7186 |
0.7168 |
-0.0018 |
-0.3% |
0.7122 |
| Close |
0.7200 |
0.7185 |
-0.0015 |
-0.2% |
0.7214 |
| Range |
0.0046 |
0.0050 |
0.0004 |
8.7% |
0.0120 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
105,943 |
82,383 |
-23,560 |
-22.2% |
512,364 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7340 |
0.7313 |
0.7213 |
|
| R3 |
0.7290 |
0.7263 |
0.7199 |
|
| R2 |
0.7240 |
0.7240 |
0.7194 |
|
| R1 |
0.7213 |
0.7213 |
0.7190 |
0.7202 |
| PP |
0.7190 |
0.7190 |
0.7190 |
0.7185 |
| S1 |
0.7163 |
0.7163 |
0.7180 |
0.7152 |
| S2 |
0.7140 |
0.7140 |
0.7176 |
|
| S3 |
0.7090 |
0.7113 |
0.7171 |
|
| S4 |
0.7040 |
0.7063 |
0.7158 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7503 |
0.7280 |
|
| R3 |
0.7433 |
0.7383 |
0.7247 |
|
| R2 |
0.7313 |
0.7313 |
0.7236 |
|
| R1 |
0.7263 |
0.7263 |
0.7225 |
0.7288 |
| PP |
0.7193 |
0.7193 |
0.7193 |
0.7205 |
| S1 |
0.7143 |
0.7143 |
0.7203 |
0.7168 |
| S2 |
0.7073 |
0.7073 |
0.7192 |
|
| S3 |
0.6953 |
0.7023 |
0.7181 |
|
| S4 |
0.6833 |
0.6903 |
0.7148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7242 |
0.7154 |
0.0088 |
1.2% |
0.0048 |
0.7% |
35% |
False |
False |
93,464 |
| 10 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0070 |
1.0% |
86% |
False |
False |
104,564 |
| 20 |
0.7242 |
0.6825 |
0.0417 |
5.8% |
0.0064 |
0.9% |
86% |
False |
False |
91,743 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0061 |
0.8% |
62% |
False |
False |
55,940 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0058 |
0.8% |
62% |
False |
False |
37,354 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0054 |
0.7% |
62% |
False |
False |
28,034 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.1% |
0.0050 |
0.7% |
62% |
False |
False |
22,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7431 |
|
2.618 |
0.7349 |
|
1.618 |
0.7299 |
|
1.000 |
0.7268 |
|
0.618 |
0.7249 |
|
HIGH |
0.7218 |
|
0.618 |
0.7199 |
|
0.500 |
0.7193 |
|
0.382 |
0.7187 |
|
LOW |
0.7168 |
|
0.618 |
0.7137 |
|
1.000 |
0.7118 |
|
1.618 |
0.7087 |
|
2.618 |
0.7037 |
|
4.250 |
0.6956 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7193 |
0.7200 |
| PP |
0.7190 |
0.7195 |
| S1 |
0.7188 |
0.7190 |
|