CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7016 |
0.7039 |
0.0023 |
0.3% |
0.7099 |
| High |
0.7053 |
0.7078 |
0.0025 |
0.4% |
0.7110 |
| Low |
0.7004 |
0.7027 |
0.0023 |
0.3% |
0.7004 |
| Close |
0.7048 |
0.7062 |
0.0014 |
0.2% |
0.7048 |
| Range |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0106 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
100,859 |
87,236 |
-13,623 |
-13.5% |
465,836 |
|
| Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7209 |
0.7186 |
0.7090 |
|
| R3 |
0.7158 |
0.7135 |
0.7076 |
|
| R2 |
0.7107 |
0.7107 |
0.7071 |
|
| R1 |
0.7084 |
0.7084 |
0.7067 |
0.7096 |
| PP |
0.7056 |
0.7056 |
0.7056 |
0.7061 |
| S1 |
0.7033 |
0.7033 |
0.7057 |
0.7045 |
| S2 |
0.7005 |
0.7005 |
0.7053 |
|
| S3 |
0.6954 |
0.6982 |
0.7048 |
|
| S4 |
0.6903 |
0.6931 |
0.7034 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7372 |
0.7316 |
0.7106 |
|
| R3 |
0.7266 |
0.7210 |
0.7077 |
|
| R2 |
0.7160 |
0.7160 |
0.7067 |
|
| R1 |
0.7104 |
0.7104 |
0.7058 |
0.7079 |
| PP |
0.7054 |
0.7054 |
0.7054 |
0.7042 |
| S1 |
0.6998 |
0.6998 |
0.7038 |
0.6973 |
| S2 |
0.6948 |
0.6948 |
0.7029 |
|
| S3 |
0.6842 |
0.6892 |
0.7019 |
|
| S4 |
0.6736 |
0.6786 |
0.6990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7099 |
0.7004 |
0.0095 |
1.3% |
0.0051 |
0.7% |
61% |
False |
False |
95,400 |
| 10 |
0.7202 |
0.7004 |
0.0198 |
2.8% |
0.0055 |
0.8% |
29% |
False |
False |
97,295 |
| 20 |
0.7210 |
0.7004 |
0.0206 |
2.9% |
0.0060 |
0.8% |
28% |
False |
False |
101,459 |
| 40 |
0.7300 |
0.7004 |
0.0296 |
4.2% |
0.0061 |
0.9% |
20% |
False |
False |
101,033 |
| 60 |
0.7300 |
0.6825 |
0.0475 |
6.7% |
0.0062 |
0.9% |
50% |
False |
False |
96,994 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0061 |
0.9% |
41% |
False |
False |
73,860 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0059 |
0.8% |
41% |
False |
False |
59,126 |
| 120 |
0.7407 |
0.6825 |
0.0582 |
8.2% |
0.0056 |
0.8% |
41% |
False |
False |
49,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7295 |
|
2.618 |
0.7212 |
|
1.618 |
0.7161 |
|
1.000 |
0.7129 |
|
0.618 |
0.7110 |
|
HIGH |
0.7078 |
|
0.618 |
0.7059 |
|
0.500 |
0.7053 |
|
0.382 |
0.7046 |
|
LOW |
0.7027 |
|
0.618 |
0.6995 |
|
1.000 |
0.6976 |
|
1.618 |
0.6944 |
|
2.618 |
0.6893 |
|
4.250 |
0.6810 |
|
|
| Fisher Pivots for day following 11-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7059 |
0.7055 |
| PP |
0.7056 |
0.7048 |
| S1 |
0.7053 |
0.7041 |
|