CME Australian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.6861 |
0.7012 |
0.0151 |
2.2% |
0.7068 |
| High |
0.7030 |
0.7139 |
0.0109 |
1.6% |
0.7139 |
| Low |
0.6861 |
0.7012 |
0.0151 |
2.2% |
0.6861 |
| Close |
0.7020 |
0.7133 |
0.0113 |
1.6% |
0.7133 |
| Range |
0.0169 |
0.0127 |
-0.0042 |
-24.9% |
0.0278 |
| ATR |
0.0051 |
0.0057 |
0.0005 |
10.5% |
0.0000 |
| Volume |
161 |
84 |
-77 |
-47.8% |
266 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7476 |
0.7431 |
0.7203 |
|
| R3 |
0.7349 |
0.7304 |
0.7168 |
|
| R2 |
0.7222 |
0.7222 |
0.7156 |
|
| R1 |
0.7177 |
0.7177 |
0.7145 |
0.7199 |
| PP |
0.7095 |
0.7095 |
0.7095 |
0.7106 |
| S1 |
0.7050 |
0.7050 |
0.7121 |
0.7073 |
| S2 |
0.6968 |
0.6968 |
0.7110 |
|
| S3 |
0.6841 |
0.6923 |
0.7098 |
|
| S4 |
0.6714 |
0.6796 |
0.7063 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7878 |
0.7784 |
0.7286 |
|
| R3 |
0.7600 |
0.7506 |
0.7209 |
|
| R2 |
0.7322 |
0.7322 |
0.7184 |
|
| R1 |
0.7228 |
0.7228 |
0.7158 |
0.7275 |
| PP |
0.7044 |
0.7044 |
0.7044 |
0.7068 |
| S1 |
0.6950 |
0.6950 |
0.7108 |
0.6997 |
| S2 |
0.6766 |
0.6766 |
0.7082 |
|
| S3 |
0.6488 |
0.6672 |
0.7057 |
|
| S4 |
0.6210 |
0.6394 |
0.6980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7139 |
0.6861 |
0.0278 |
3.9% |
0.0079 |
1.1% |
98% |
True |
False |
54 |
| 10 |
0.7168 |
0.6861 |
0.0307 |
4.3% |
0.0061 |
0.8% |
89% |
False |
False |
61 |
| 20 |
0.7262 |
0.6861 |
0.0401 |
5.6% |
0.0046 |
0.6% |
68% |
False |
False |
48 |
| 40 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0034 |
0.5% |
50% |
False |
False |
29 |
| 60 |
0.7410 |
0.6861 |
0.0549 |
7.7% |
0.0028 |
0.4% |
50% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7679 |
|
2.618 |
0.7471 |
|
1.618 |
0.7344 |
|
1.000 |
0.7266 |
|
0.618 |
0.7217 |
|
HIGH |
0.7139 |
|
0.618 |
0.7090 |
|
0.500 |
0.7076 |
|
0.382 |
0.7061 |
|
LOW |
0.7012 |
|
0.618 |
0.6934 |
|
1.000 |
0.6885 |
|
1.618 |
0.6807 |
|
2.618 |
0.6680 |
|
4.250 |
0.6472 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7114 |
0.7089 |
| PP |
0.7095 |
0.7044 |
| S1 |
0.7076 |
0.7000 |
|