CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
704-4 |
725-4 |
21-0 |
3.0% |
715-6 |
High |
730-6 |
726-4 |
-4-2 |
-0.6% |
721-4 |
Low |
702-6 |
712-6 |
10-0 |
1.4% |
696-6 |
Close |
727-0 |
719-6 |
-7-2 |
-1.0% |
701-4 |
Range |
28-0 |
13-6 |
-14-2 |
-50.9% |
24-6 |
ATR |
14-6 |
14-6 |
0-0 |
-0.3% |
0-0 |
Volume |
18,794 |
32,925 |
14,131 |
75.2% |
106,245 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-7 |
754-1 |
727-2 |
|
R3 |
747-1 |
740-3 |
723-4 |
|
R2 |
733-3 |
733-3 |
722-2 |
|
R1 |
726-5 |
726-5 |
721-0 |
723-1 |
PP |
719-5 |
719-5 |
719-5 |
718-0 |
S1 |
712-7 |
712-7 |
718-4 |
709-3 |
S2 |
705-7 |
705-7 |
717-2 |
|
S3 |
692-1 |
699-1 |
716-0 |
|
S4 |
678-3 |
685-3 |
712-2 |
|
|
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 |
785-0 |
2.618 |
762-4 |
1.618 |
748-6 |
1.000 |
740-2 |
0.618 |
735-0 |
HIGH |
726-4 |
0.618 |
721-2 |
0.500 |
719-5 |
0.382 |
718-0 |
LOW |
712-6 |
0.618 |
704-2 |
1.000 |
699-0 |
1.618 |
690-4 |
2.618 |
676-6 |
4.250 |
654-2 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
719-6 |
718-4 |
PP |
719-5 |
717-1 |
S1 |
719-5 |
715-7 |
|