CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
706-4 |
699-0 |
-7-4 |
-1.1% |
715-6 |
High |
706-6 |
708-6 |
2-0 |
0.3% |
721-4 |
Low |
697-0 |
695-0 |
-2-0 |
-0.3% |
696-6 |
Close |
701-4 |
701-0 |
-0-4 |
-0.1% |
701-4 |
Range |
9-6 |
13-6 |
4-0 |
41.0% |
24-6 |
ATR |
14-1 |
14-1 |
0-0 |
-0.2% |
0-0 |
Volume |
23,352 |
26,364 |
3,012 |
12.9% |
106,245 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
742-7 |
735-5 |
708-4 |
|
R3 |
729-1 |
721-7 |
704-6 |
|
R2 |
715-3 |
715-3 |
703-4 |
|
R1 |
708-1 |
708-1 |
702-2 |
711-6 |
PP |
701-5 |
701-5 |
701-5 |
703-3 |
S1 |
694-3 |
694-3 |
699-6 |
698-0 |
S2 |
687-7 |
687-7 |
698-4 |
|
S3 |
674-1 |
680-5 |
697-2 |
|
S4 |
660-3 |
666-7 |
693-4 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
780-7 |
765-7 |
715-1 |
|
R3 |
756-1 |
741-1 |
708-2 |
|
R2 |
731-3 |
731-3 |
706-0 |
|
R1 |
716-3 |
716-3 |
703-6 |
711-4 |
PP |
706-5 |
706-5 |
706-5 |
704-1 |
S1 |
691-5 |
691-5 |
699-2 |
686-6 |
S2 |
681-7 |
681-7 |
697-0 |
|
S3 |
657-1 |
666-7 |
694-6 |
|
S4 |
632-3 |
642-1 |
687-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-2 |
2.618 |
744-6 |
1.618 |
731-0 |
1.000 |
722-4 |
0.618 |
717-2 |
HIGH |
708-6 |
0.618 |
703-4 |
0.500 |
701-7 |
0.382 |
700-2 |
LOW |
695-0 |
0.618 |
686-4 |
1.000 |
681-2 |
1.618 |
672-6 |
2.618 |
659-0 |
4.250 |
636-4 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
701-7 |
701-7 |
PP |
701-5 |
701-5 |
S1 |
701-2 |
701-2 |
|