CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7079 |
0.7028 |
-0.0051 |
-0.7% |
0.7151 |
| High |
0.7094 |
0.7052 |
-0.0042 |
-0.6% |
0.7202 |
| Low |
0.7022 |
0.7006 |
-0.0016 |
-0.2% |
0.7071 |
| Close |
0.7028 |
0.7012 |
-0.0016 |
-0.2% |
0.7075 |
| Range |
0.0072 |
0.0046 |
-0.0026 |
-36.1% |
0.0131 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
104,488 |
107,858 |
3,370 |
3.2% |
508,234 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7161 |
0.7133 |
0.7037 |
|
| R3 |
0.7115 |
0.7087 |
0.7025 |
|
| R2 |
0.7069 |
0.7069 |
0.7020 |
|
| R1 |
0.7041 |
0.7041 |
0.7016 |
0.7032 |
| PP |
0.7023 |
0.7023 |
0.7023 |
0.7019 |
| S1 |
0.6995 |
0.6995 |
0.7008 |
0.6986 |
| S2 |
0.6977 |
0.6977 |
0.7004 |
|
| S3 |
0.6931 |
0.6949 |
0.6999 |
|
| S4 |
0.6885 |
0.6903 |
0.6987 |
|
|
| 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 |
0.7124 |
0.7006 |
0.0118 |
1.7% |
0.0049 |
0.7% |
5% |
False |
True |
95,430 |
| 10 |
0.7202 |
0.7006 |
0.0196 |
2.8% |
0.0056 |
0.8% |
3% |
False |
True |
99,227 |
| 20 |
0.7210 |
0.7006 |
0.0204 |
2.9% |
0.0058 |
0.8% |
3% |
False |
True |
101,579 |
| 40 |
0.7300 |
0.7006 |
0.0294 |
4.2% |
0.0061 |
0.9% |
2% |
False |
True |
101,697 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.8% |
0.0061 |
0.9% |
39% |
False |
False |
94,776 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0061 |
0.9% |
32% |
False |
False |
71,518 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0059 |
0.8% |
32% |
False |
False |
57,246 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0055 |
0.8% |
32% |
False |
False |
47,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7248 |
|
2.618 |
0.7172 |
|
1.618 |
0.7126 |
|
1.000 |
0.7098 |
|
0.618 |
0.7080 |
|
HIGH |
0.7052 |
|
0.618 |
0.7034 |
|
0.500 |
0.7029 |
|
0.382 |
0.7024 |
|
LOW |
0.7006 |
|
0.618 |
0.6978 |
|
1.000 |
0.6960 |
|
1.618 |
0.6932 |
|
2.618 |
0.6886 |
|
4.250 |
0.6811 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7029 |
0.7053 |
| PP |
0.7023 |
0.7039 |
| S1 |
0.7018 |
0.7026 |
|