CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
719-4 |
712-4 |
-7-0 |
-1.0% |
699-0 |
High |
723-0 |
713-4 |
-9-4 |
-1.3% |
730-6 |
Low |
714-4 |
699-4 |
-15-0 |
-2.1% |
695-0 |
Close |
717-0 |
702-0 |
-15-0 |
-2.1% |
717-0 |
Range |
8-4 |
14-0 |
5-4 |
64.7% |
35-6 |
ATR |
14-2 |
14-4 |
0-2 |
1.6% |
0-0 |
Volume |
30,965 |
21,602 |
-9,363 |
-30.2% |
126,758 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
747-0 |
738-4 |
709-6 |
|
R3 |
733-0 |
724-4 |
705-7 |
|
R2 |
719-0 |
719-0 |
704-5 |
|
R1 |
710-4 |
710-4 |
703-2 |
707-6 |
PP |
705-0 |
705-0 |
705-0 |
703-5 |
S1 |
696-4 |
696-4 |
700-6 |
693-6 |
S2 |
691-0 |
691-0 |
699-3 |
|
S3 |
677-0 |
682-4 |
698-1 |
|
S4 |
663-0 |
668-4 |
694-2 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
821-4 |
805-0 |
736-5 |
|
R3 |
785-6 |
769-2 |
726-7 |
|
R2 |
750-0 |
750-0 |
723-4 |
|
R1 |
733-4 |
733-4 |
720-2 |
741-6 |
PP |
714-2 |
714-2 |
714-2 |
718-3 |
S1 |
697-6 |
697-6 |
713-6 |
706-0 |
S2 |
678-4 |
678-4 |
710-4 |
|
S3 |
642-6 |
662-0 |
707-1 |
|
S4 |
607-0 |
626-2 |
697-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
773-0 |
2.618 |
750-1 |
1.618 |
736-1 |
1.000 |
727-4 |
0.618 |
722-1 |
HIGH |
713-4 |
0.618 |
708-1 |
0.500 |
706-4 |
0.382 |
704-7 |
LOW |
699-4 |
0.618 |
690-7 |
1.000 |
685-4 |
1.618 |
676-7 |
2.618 |
662-7 |
4.250 |
640-0 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
706-4 |
713-0 |
PP |
705-0 |
709-3 |
S1 |
703-4 |
705-5 |
|