CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
671-2 |
683-6 |
12-4 |
1.9% |
668-4 |
High |
684-2 |
684-4 |
0-2 |
0.0% |
684-4 |
Low |
671-0 |
670-0 |
-1-0 |
-0.1% |
666-2 |
Close |
677-4 |
670-4 |
-7-0 |
-1.0% |
670-4 |
Range |
13-2 |
14-4 |
1-2 |
9.4% |
18-2 |
ATR |
14-2 |
14-2 |
0-0 |
0.1% |
0-0 |
Volume |
40,248 |
34,707 |
-5,541 |
-13.8% |
133,451 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
718-4 |
709-0 |
678-4 |
|
R3 |
704-0 |
694-4 |
674-4 |
|
R2 |
689-4 |
689-4 |
673-1 |
|
R1 |
680-0 |
680-0 |
671-7 |
677-4 |
PP |
675-0 |
675-0 |
675-0 |
673-6 |
S1 |
665-4 |
665-4 |
669-1 |
663-0 |
S2 |
660-4 |
660-4 |
667-7 |
|
S3 |
646-0 |
651-0 |
666-4 |
|
S4 |
631-4 |
636-4 |
662-4 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
728-4 |
717-6 |
680-4 |
|
R3 |
710-2 |
699-4 |
675-4 |
|
R2 |
692-0 |
692-0 |
673-7 |
|
R1 |
681-2 |
681-2 |
672-1 |
686-5 |
PP |
673-6 |
673-6 |
673-6 |
676-4 |
S1 |
663-0 |
663-0 |
668-7 |
668-3 |
S2 |
655-4 |
655-4 |
667-1 |
|
S3 |
637-2 |
644-6 |
665-4 |
|
S4 |
619-0 |
626-4 |
660-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
692-6 |
666-2 |
26-4 |
4.0% |
15-4 |
2.3% |
16% |
False |
False |
31,069 |
10 |
723-0 |
666-2 |
56-6 |
8.5% |
13-3 |
2.0% |
7% |
False |
False |
29,449 |
20 |
730-6 |
666-2 |
64-4 |
9.6% |
13-4 |
2.0% |
7% |
False |
False |
25,878 |
40 |
751-4 |
666-2 |
85-2 |
12.7% |
14-2 |
2.1% |
5% |
False |
False |
22,219 |
60 |
758-6 |
666-2 |
92-4 |
13.8% |
14-6 |
2.2% |
5% |
False |
False |
19,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
746-1 |
2.618 |
722-4 |
1.618 |
708-0 |
1.000 |
699-0 |
0.618 |
693-4 |
HIGH |
684-4 |
0.618 |
679-0 |
0.500 |
677-2 |
0.382 |
675-4 |
LOW |
670-0 |
0.618 |
661-0 |
1.000 |
655-4 |
1.618 |
646-4 |
2.618 |
632-0 |
4.250 |
608-3 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
677-2 |
675-3 |
PP |
675-0 |
673-6 |
S1 |
672-6 |
672-1 |
|