CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
713-4 |
716-6 |
3-2 |
0.5% |
733-6 |
| High |
721-4 |
718-4 |
-3-0 |
-0.4% |
738-2 |
| Low |
710-4 |
701-2 |
-9-2 |
-1.3% |
715-4 |
| Close |
719-4 |
705-2 |
-14-2 |
-2.0% |
719-2 |
| Range |
11-0 |
17-2 |
6-2 |
56.8% |
22-6 |
| ATR |
14-4 |
14-6 |
0-2 |
1.9% |
0-0 |
| Volume |
20,097 |
17,662 |
-2,435 |
-12.1% |
104,942 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-1 |
749-7 |
714-6 |
|
| R3 |
742-7 |
732-5 |
710-0 |
|
| R2 |
725-5 |
725-5 |
708-3 |
|
| R1 |
715-3 |
715-3 |
706-7 |
711-7 |
| PP |
708-3 |
708-3 |
708-3 |
706-4 |
| S1 |
698-1 |
698-1 |
703-5 |
694-5 |
| S2 |
691-1 |
691-1 |
702-1 |
|
| S3 |
673-7 |
680-7 |
700-4 |
|
| S4 |
656-5 |
663-5 |
695-6 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-5 |
778-5 |
731-6 |
|
| R3 |
769-7 |
755-7 |
725-4 |
|
| R2 |
747-1 |
747-1 |
723-3 |
|
| R1 |
733-1 |
733-1 |
721-3 |
728-6 |
| PP |
724-3 |
724-3 |
724-3 |
722-1 |
| S1 |
710-3 |
710-3 |
717-1 |
706-0 |
| S2 |
701-5 |
701-5 |
715-1 |
|
| S3 |
678-7 |
687-5 |
713-0 |
|
| S4 |
656-1 |
664-7 |
706-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791-6 |
|
2.618 |
763-5 |
|
1.618 |
746-3 |
|
1.000 |
735-6 |
|
0.618 |
729-1 |
|
HIGH |
718-4 |
|
0.618 |
711-7 |
|
0.500 |
709-7 |
|
0.382 |
707-7 |
|
LOW |
701-2 |
|
0.618 |
690-5 |
|
1.000 |
684-0 |
|
1.618 |
673-3 |
|
2.618 |
656-1 |
|
4.250 |
628-0 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
709-7 |
711-3 |
| PP |
708-3 |
709-3 |
| S1 |
706-6 |
707-2 |
|