CME Australian Dollar Future June 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 |
0.7100 |
0.7092 |
-0.0008 |
-0.1% |
0.7161 |
| High |
0.7107 |
0.7102 |
-0.0005 |
-0.1% |
0.7210 |
| Low |
0.7069 |
0.7032 |
-0.0037 |
-0.5% |
0.7084 |
| Close |
0.7097 |
0.7037 |
-0.0060 |
-0.8% |
0.7084 |
| Range |
0.0038 |
0.0070 |
0.0032 |
84.2% |
0.0126 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1,818 |
2,795 |
977 |
53.7% |
7,044 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7267 |
0.7222 |
0.7076 |
|
| R3 |
0.7197 |
0.7152 |
0.7056 |
|
| R2 |
0.7127 |
0.7127 |
0.7050 |
|
| R1 |
0.7082 |
0.7082 |
0.7043 |
0.7070 |
| PP |
0.7057 |
0.7057 |
0.7057 |
0.7051 |
| S1 |
0.7012 |
0.7012 |
0.7031 |
0.7000 |
| S2 |
0.6987 |
0.6987 |
0.7024 |
|
| S3 |
0.6917 |
0.6942 |
0.7018 |
|
| S4 |
0.6847 |
0.6872 |
0.6999 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7420 |
0.7153 |
|
| R3 |
0.7378 |
0.7294 |
0.7119 |
|
| R2 |
0.7252 |
0.7252 |
0.7107 |
|
| R1 |
0.7168 |
0.7168 |
0.7096 |
0.7147 |
| PP |
0.7126 |
0.7126 |
0.7126 |
0.7116 |
| S1 |
0.7042 |
0.7042 |
0.7072 |
0.7021 |
| S2 |
0.7000 |
0.7000 |
0.7061 |
|
| S3 |
0.6874 |
0.6916 |
0.7049 |
|
| S4 |
0.6748 |
0.6790 |
0.7015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7165 |
0.7032 |
0.0133 |
1.9% |
0.0050 |
0.7% |
4% |
False |
True |
1,378 |
| 10 |
0.7217 |
0.7032 |
0.0185 |
2.6% |
0.0061 |
0.9% |
3% |
False |
True |
1,468 |
| 20 |
0.7247 |
0.7032 |
0.0215 |
3.1% |
0.0057 |
0.8% |
2% |
False |
True |
1,052 |
| 40 |
0.7307 |
0.7032 |
0.0275 |
3.9% |
0.0052 |
0.7% |
2% |
False |
True |
558 |
| 60 |
0.7307 |
0.6861 |
0.0446 |
6.3% |
0.0050 |
0.7% |
39% |
False |
False |
392 |
| 80 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0043 |
0.6% |
32% |
False |
False |
297 |
| 100 |
0.7410 |
0.6861 |
0.0549 |
7.8% |
0.0038 |
0.5% |
32% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7400 |
|
2.618 |
0.7285 |
|
1.618 |
0.7215 |
|
1.000 |
0.7172 |
|
0.618 |
0.7145 |
|
HIGH |
0.7102 |
|
0.618 |
0.7075 |
|
0.500 |
0.7067 |
|
0.382 |
0.7059 |
|
LOW |
0.7032 |
|
0.618 |
0.6989 |
|
1.000 |
0.6962 |
|
1.618 |
0.6919 |
|
2.618 |
0.6849 |
|
4.250 |
0.6734 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7067 |
0.7075 |
| PP |
0.7057 |
0.7062 |
| S1 |
0.7047 |
0.7050 |
|