CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7093 |
-0.0008 |
-0.1% |
0.7254 |
| High |
0.7106 |
0.7112 |
0.0006 |
0.1% |
0.7269 |
| Low |
0.7064 |
0.7061 |
-0.0003 |
0.0% |
0.7064 |
| Close |
0.7090 |
0.7066 |
-0.0024 |
-0.3% |
0.7090 |
| Range |
0.0042 |
0.0051 |
0.0009 |
21.4% |
0.0205 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
99,417 |
79,519 |
-19,898 |
-20.0% |
491,766 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7233 |
0.7200 |
0.7094 |
|
| R3 |
0.7182 |
0.7149 |
0.7080 |
|
| R2 |
0.7131 |
0.7131 |
0.7075 |
|
| R1 |
0.7098 |
0.7098 |
0.7071 |
0.7089 |
| PP |
0.7080 |
0.7080 |
0.7080 |
0.7075 |
| S1 |
0.7047 |
0.7047 |
0.7061 |
0.7038 |
| S2 |
0.7029 |
0.7029 |
0.7057 |
|
| S3 |
0.6978 |
0.6996 |
0.7052 |
|
| S4 |
0.6927 |
0.6945 |
0.7038 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7756 |
0.7628 |
0.7203 |
|
| R3 |
0.7551 |
0.7423 |
0.7146 |
|
| R2 |
0.7346 |
0.7346 |
0.7128 |
|
| R1 |
0.7218 |
0.7218 |
0.7109 |
0.7180 |
| PP |
0.7141 |
0.7141 |
0.7141 |
0.7122 |
| S1 |
0.7013 |
0.7013 |
0.7071 |
0.6975 |
| S2 |
0.6936 |
0.6936 |
0.7052 |
|
| S3 |
0.6731 |
0.6808 |
0.7034 |
|
| S4 |
0.6526 |
0.6603 |
0.6977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7269 |
0.7061 |
0.0208 |
2.9% |
0.0067 |
0.9% |
2% |
False |
True |
98,978 |
| 10 |
0.7300 |
0.7061 |
0.0239 |
3.4% |
0.0064 |
0.9% |
2% |
False |
True |
103,589 |
| 20 |
0.7300 |
0.7061 |
0.0239 |
3.4% |
0.0062 |
0.9% |
2% |
False |
True |
99,144 |
| 40 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0063 |
0.9% |
51% |
False |
False |
94,938 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0062 |
0.9% |
41% |
False |
False |
65,982 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
41% |
False |
False |
49,537 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0055 |
0.8% |
41% |
False |
False |
39,638 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0052 |
0.7% |
41% |
False |
False |
33,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7329 |
|
2.618 |
0.7246 |
|
1.618 |
0.7195 |
|
1.000 |
0.7163 |
|
0.618 |
0.7144 |
|
HIGH |
0.7112 |
|
0.618 |
0.7093 |
|
0.500 |
0.7087 |
|
0.382 |
0.7080 |
|
LOW |
0.7061 |
|
0.618 |
0.7029 |
|
1.000 |
0.7010 |
|
1.618 |
0.6978 |
|
2.618 |
0.6927 |
|
4.250 |
0.6844 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7087 |
0.7091 |
| PP |
0.7080 |
0.7083 |
| S1 |
0.7073 |
0.7074 |
|