CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
669-6 |
675-0 |
5-2 |
0.8% |
668-4 |
High |
681-6 |
695-0 |
13-2 |
1.9% |
684-4 |
Low |
669-0 |
674-2 |
5-2 |
0.8% |
666-2 |
Close |
674-6 |
690-4 |
15-6 |
2.3% |
670-4 |
Range |
12-6 |
20-6 |
8-0 |
62.7% |
18-2 |
ATR |
14-1 |
14-5 |
0-4 |
3.3% |
0-0 |
Volume |
20,459 |
30,725 |
10,266 |
50.2% |
133,451 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-7 |
740-3 |
701-7 |
|
R3 |
728-1 |
719-5 |
696-2 |
|
R2 |
707-3 |
707-3 |
694-2 |
|
R1 |
698-7 |
698-7 |
692-3 |
703-1 |
PP |
686-5 |
686-5 |
686-5 |
688-6 |
S1 |
678-1 |
678-1 |
688-5 |
682-3 |
S2 |
665-7 |
665-7 |
686-6 |
|
S3 |
645-1 |
657-3 |
684-6 |
|
S4 |
624-3 |
636-5 |
679-1 |
|
|
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 |
695-0 |
666-2 |
28-6 |
4.2% |
15-3 |
2.2% |
84% |
True |
False |
30,021 |
10 |
708-6 |
666-2 |
42-4 |
6.2% |
14-3 |
2.1% |
57% |
False |
False |
29,311 |
20 |
730-6 |
666-2 |
64-4 |
9.3% |
14-0 |
2.0% |
38% |
False |
False |
26,519 |
40 |
742-6 |
666-2 |
76-4 |
11.1% |
13-7 |
2.0% |
32% |
False |
False |
22,399 |
60 |
758-6 |
666-2 |
92-4 |
13.4% |
14-7 |
2.2% |
26% |
False |
False |
19,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
783-2 |
2.618 |
749-3 |
1.618 |
728-5 |
1.000 |
715-6 |
0.618 |
707-7 |
HIGH |
695-0 |
0.618 |
687-1 |
0.500 |
684-5 |
0.382 |
682-1 |
LOW |
674-2 |
0.618 |
661-3 |
1.000 |
653-4 |
1.618 |
640-5 |
2.618 |
619-7 |
4.250 |
586-0 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
688-4 |
687-5 |
PP |
686-5 |
684-7 |
S1 |
684-5 |
682-0 |
|