CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
668-4 |
671-0 |
2-4 |
0.4% |
712-4 |
| High |
677-2 |
682-0 |
4-6 |
0.7% |
713-4 |
| Low |
666-2 |
666-2 |
0-0 |
0.0% |
670-0 |
| Close |
669-2 |
671-2 |
2-0 |
0.3% |
671-4 |
| Range |
11-0 |
15-6 |
4-6 |
43.2% |
43-4 |
| ATR |
14-2 |
14-3 |
0-1 |
0.8% |
0-0 |
| Volume |
34,528 |
23,968 |
-10,560 |
-30.6% |
130,079 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-3 |
711-5 |
679-7 |
|
| R3 |
704-5 |
695-7 |
675-5 |
|
| R2 |
688-7 |
688-7 |
674-1 |
|
| R1 |
680-1 |
680-1 |
672-6 |
684-4 |
| PP |
673-1 |
673-1 |
673-1 |
675-3 |
| S1 |
664-3 |
664-3 |
669-6 |
668-6 |
| S2 |
657-3 |
657-3 |
668-3 |
|
| S3 |
641-5 |
648-5 |
666-7 |
|
| S4 |
625-7 |
632-7 |
662-5 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815-4 |
787-0 |
695-3 |
|
| R3 |
772-0 |
743-4 |
683-4 |
|
| R2 |
728-4 |
728-4 |
679-4 |
|
| R1 |
700-0 |
700-0 |
675-4 |
692-4 |
| PP |
685-0 |
685-0 |
685-0 |
681-2 |
| S1 |
656-4 |
656-4 |
667-4 |
649-0 |
| S2 |
641-4 |
641-4 |
663-4 |
|
| S3 |
598-0 |
613-0 |
659-4 |
|
| S4 |
554-4 |
569-4 |
647-5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
749-0 |
|
2.618 |
723-2 |
|
1.618 |
707-4 |
|
1.000 |
697-6 |
|
0.618 |
691-6 |
|
HIGH |
682-0 |
|
0.618 |
676-0 |
|
0.500 |
674-1 |
|
0.382 |
672-2 |
|
LOW |
666-2 |
|
0.618 |
656-4 |
|
1.000 |
650-4 |
|
1.618 |
640-6 |
|
2.618 |
625-0 |
|
4.250 |
599-2 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
674-1 |
679-4 |
| PP |
673-1 |
676-6 |
| S1 |
672-2 |
674-0 |
|