CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
722-4 |
733-6 |
11-2 |
1.6% |
720-2 |
| High |
731-6 |
738-2 |
6-4 |
0.9% |
731-6 |
| Low |
717-0 |
717-6 |
0-6 |
0.1% |
711-0 |
| Close |
730-0 |
732-6 |
2-6 |
0.4% |
730-0 |
| Range |
14-6 |
20-4 |
5-6 |
39.0% |
20-6 |
| ATR |
15-4 |
15-7 |
0-3 |
2.3% |
0-0 |
| Volume |
13,772 |
21,781 |
8,009 |
58.2% |
70,454 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791-1 |
782-3 |
744-0 |
|
| R3 |
770-5 |
761-7 |
738-3 |
|
| R2 |
750-1 |
750-1 |
736-4 |
|
| R1 |
741-3 |
741-3 |
734-5 |
735-4 |
| PP |
729-5 |
729-5 |
729-5 |
726-5 |
| S1 |
720-7 |
720-7 |
730-7 |
715-0 |
| S2 |
709-1 |
709-1 |
729-0 |
|
| S3 |
688-5 |
700-3 |
727-1 |
|
| S4 |
668-1 |
679-7 |
721-4 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
786-4 |
779-0 |
741-3 |
|
| R3 |
765-6 |
758-2 |
735-6 |
|
| R2 |
745-0 |
745-0 |
733-6 |
|
| R1 |
737-4 |
737-4 |
731-7 |
741-2 |
| PP |
724-2 |
724-2 |
724-2 |
726-1 |
| S1 |
716-6 |
716-6 |
728-1 |
720-4 |
| S2 |
703-4 |
703-4 |
726-2 |
|
| S3 |
682-6 |
696-0 |
724-2 |
|
| S4 |
662-0 |
675-2 |
718-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825-3 |
|
2.618 |
791-7 |
|
1.618 |
771-3 |
|
1.000 |
758-6 |
|
0.618 |
750-7 |
|
HIGH |
738-2 |
|
0.618 |
730-3 |
|
0.500 |
728-0 |
|
0.382 |
725-5 |
|
LOW |
717-6 |
|
0.618 |
705-1 |
|
1.000 |
697-2 |
|
1.618 |
684-5 |
|
2.618 |
664-1 |
|
4.250 |
630-5 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
731-1 |
730-1 |
| PP |
729-5 |
727-5 |
| S1 |
728-0 |
725-0 |
|