CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
683-6 |
669-6 |
-14-0 |
-2.0% |
668-4 |
High |
684-4 |
681-6 |
-2-6 |
-0.4% |
684-4 |
Low |
670-0 |
669-0 |
-1-0 |
-0.1% |
666-2 |
Close |
670-4 |
674-6 |
4-2 |
0.6% |
670-4 |
Range |
14-4 |
12-6 |
-1-6 |
-12.1% |
18-2 |
ATR |
14-2 |
14-1 |
-0-1 |
-0.8% |
0-0 |
Volume |
34,707 |
20,459 |
-14,248 |
-41.1% |
133,451 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
713-3 |
706-7 |
681-6 |
|
R3 |
700-5 |
694-1 |
678-2 |
|
R2 |
687-7 |
687-7 |
677-1 |
|
R1 |
681-3 |
681-3 |
675-7 |
684-5 |
PP |
675-1 |
675-1 |
675-1 |
676-6 |
S1 |
668-5 |
668-5 |
673-5 |
671-7 |
S2 |
662-3 |
662-3 |
672-3 |
|
S3 |
649-5 |
655-7 |
671-2 |
|
S4 |
636-7 |
643-1 |
667-6 |
|
|
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 |
684-4 |
666-2 |
18-2 |
2.7% |
13-4 |
2.0% |
47% |
False |
False |
30,782 |
10 |
713-4 |
666-2 |
47-2 |
7.0% |
13-6 |
2.0% |
18% |
False |
False |
28,398 |
20 |
730-6 |
666-2 |
64-4 |
9.6% |
13-5 |
2.0% |
13% |
False |
False |
25,849 |
40 |
748-0 |
666-2 |
81-6 |
12.1% |
14-0 |
2.1% |
10% |
False |
False |
22,196 |
60 |
758-6 |
666-2 |
92-4 |
13.7% |
14-7 |
2.2% |
9% |
False |
False |
19,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-0 |
2.618 |
715-1 |
1.618 |
702-3 |
1.000 |
694-4 |
0.618 |
689-5 |
HIGH |
681-6 |
0.618 |
676-7 |
0.500 |
675-3 |
0.382 |
673-7 |
LOW |
669-0 |
0.618 |
661-1 |
1.000 |
656-2 |
1.618 |
648-3 |
2.618 |
635-5 |
4.250 |
614-6 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
675-3 |
676-6 |
PP |
675-1 |
676-1 |
S1 |
675-0 |
675-3 |
|