CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 06-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7087 |
0.7079 |
-0.0008 |
-0.1% |
0.7151 |
| High |
0.7099 |
0.7094 |
-0.0005 |
-0.1% |
0.7202 |
| Low |
0.7060 |
0.7022 |
-0.0038 |
-0.5% |
0.7071 |
| Close |
0.7088 |
0.7028 |
-0.0060 |
-0.8% |
0.7075 |
| Range |
0.0039 |
0.0072 |
0.0033 |
84.6% |
0.0131 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.3% |
0.0000 |
| Volume |
76,561 |
104,488 |
27,927 |
36.5% |
508,234 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7264 |
0.7218 |
0.7068 |
|
| R3 |
0.7192 |
0.7146 |
0.7048 |
|
| R2 |
0.7120 |
0.7120 |
0.7041 |
|
| R1 |
0.7074 |
0.7074 |
0.7035 |
0.7061 |
| PP |
0.7048 |
0.7048 |
0.7048 |
0.7042 |
| S1 |
0.7002 |
0.7002 |
0.7021 |
0.6989 |
| S2 |
0.6976 |
0.6976 |
0.7015 |
|
| S3 |
0.6904 |
0.6930 |
0.7008 |
|
| S4 |
0.6832 |
0.6858 |
0.6988 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7423 |
0.7147 |
|
| R3 |
0.7378 |
0.7292 |
0.7111 |
|
| R2 |
0.7247 |
0.7247 |
0.7099 |
|
| R1 |
0.7161 |
0.7161 |
0.7087 |
0.7139 |
| PP |
0.7116 |
0.7116 |
0.7116 |
0.7105 |
| S1 |
0.7030 |
0.7030 |
0.7063 |
0.7007 |
| S2 |
0.6985 |
0.6985 |
0.7051 |
|
| S3 |
0.6854 |
0.6899 |
0.7039 |
|
| S4 |
0.6723 |
0.6768 |
0.7003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7169 |
0.7022 |
0.0147 |
2.1% |
0.0055 |
0.8% |
4% |
False |
True |
97,259 |
| 10 |
0.7210 |
0.7022 |
0.0188 |
2.7% |
0.0066 |
0.9% |
3% |
False |
True |
105,307 |
| 20 |
0.7249 |
0.7022 |
0.0227 |
3.2% |
0.0063 |
0.9% |
3% |
False |
True |
102,958 |
| 40 |
0.7300 |
0.7022 |
0.0278 |
4.0% |
0.0061 |
0.9% |
2% |
False |
True |
101,496 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.8% |
0.0061 |
0.9% |
43% |
False |
False |
93,115 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0061 |
0.9% |
35% |
False |
False |
70,171 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0059 |
0.8% |
35% |
False |
False |
56,168 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0055 |
0.8% |
35% |
False |
False |
46,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7400 |
|
2.618 |
0.7282 |
|
1.618 |
0.7210 |
|
1.000 |
0.7166 |
|
0.618 |
0.7138 |
|
HIGH |
0.7094 |
|
0.618 |
0.7066 |
|
0.500 |
0.7058 |
|
0.382 |
0.7050 |
|
LOW |
0.7022 |
|
0.618 |
0.6978 |
|
1.000 |
0.6950 |
|
1.618 |
0.6906 |
|
2.618 |
0.6834 |
|
4.250 |
0.6716 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7058 |
0.7066 |
| PP |
0.7048 |
0.7053 |
| S1 |
0.7038 |
0.7041 |
|