CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
701-0 |
704-4 |
3-4 |
0.5% |
715-6 |
| High |
710-2 |
730-6 |
20-4 |
2.9% |
721-4 |
| Low |
701-0 |
702-6 |
1-6 |
0.2% |
696-6 |
| Close |
708-0 |
727-0 |
19-0 |
2.7% |
701-4 |
| Range |
9-2 |
28-0 |
18-6 |
202.7% |
24-6 |
| ATR |
13-6 |
14-6 |
1-0 |
7.4% |
0-0 |
| Volume |
17,710 |
18,794 |
1,084 |
6.1% |
106,245 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
804-1 |
793-5 |
742-3 |
|
| R3 |
776-1 |
765-5 |
734-6 |
|
| R2 |
748-1 |
748-1 |
732-1 |
|
| R1 |
737-5 |
737-5 |
729-5 |
742-7 |
| PP |
720-1 |
720-1 |
720-1 |
722-6 |
| S1 |
709-5 |
709-5 |
724-3 |
714-7 |
| S2 |
692-1 |
692-1 |
721-7 |
|
| S3 |
664-1 |
681-5 |
719-2 |
|
| S4 |
636-1 |
653-5 |
711-5 |
|
|
| 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 |
849-6 |
|
2.618 |
804-0 |
|
1.618 |
776-0 |
|
1.000 |
758-6 |
|
0.618 |
748-0 |
|
HIGH |
730-6 |
|
0.618 |
720-0 |
|
0.500 |
716-6 |
|
0.382 |
713-4 |
|
LOW |
702-6 |
|
0.618 |
685-4 |
|
1.000 |
674-6 |
|
1.618 |
657-4 |
|
2.618 |
629-4 |
|
4.250 |
583-6 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
723-5 |
722-2 |
| PP |
720-1 |
717-5 |
| S1 |
716-6 |
712-7 |
|