CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
702-2 |
699-4 |
-2-6 |
-0.4% |
699-0 |
High |
708-6 |
704-6 |
-4-0 |
-0.6% |
730-6 |
Low |
699-0 |
691-0 |
-8-0 |
-1.1% |
695-0 |
Close |
699-4 |
692-2 |
-7-2 |
-1.0% |
717-0 |
Range |
9-6 |
13-6 |
4-0 |
41.0% |
35-6 |
ATR |
14-2 |
14-1 |
0-0 |
-0.2% |
0-0 |
Volume |
40,383 |
20,550 |
-19,833 |
-49.1% |
126,758 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
737-2 |
728-4 |
699-6 |
|
R3 |
723-4 |
714-6 |
696-0 |
|
R2 |
709-6 |
709-6 |
694-6 |
|
R1 |
701-0 |
701-0 |
693-4 |
698-4 |
PP |
696-0 |
696-0 |
696-0 |
694-6 |
S1 |
687-2 |
687-2 |
691-0 |
684-6 |
S2 |
682-2 |
682-2 |
689-6 |
|
S3 |
668-4 |
673-4 |
688-4 |
|
S4 |
654-6 |
659-6 |
684-6 |
|
|
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 |
763-2 |
2.618 |
740-6 |
1.618 |
727-0 |
1.000 |
718-4 |
0.618 |
713-2 |
HIGH |
704-6 |
0.618 |
699-4 |
0.500 |
697-7 |
0.382 |
696-2 |
LOW |
691-0 |
0.618 |
682-4 |
1.000 |
677-2 |
1.618 |
668-6 |
2.618 |
655-0 |
4.250 |
632-4 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
697-7 |
702-2 |
PP |
696-0 |
698-7 |
S1 |
694-1 |
695-5 |
|