CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
696-6 |
690-6 |
-6-0 |
-0.9% |
669-6 |
High |
701-2 |
691-0 |
-10-2 |
-1.5% |
705-6 |
Low |
692-4 |
680-2 |
-12-2 |
-1.8% |
669-0 |
Close |
693-6 |
682-2 |
-11-4 |
-1.7% |
693-6 |
Range |
8-6 |
10-6 |
2-0 |
22.9% |
36-6 |
ATR |
14-2 |
14-2 |
0-0 |
-0.4% |
0-0 |
Volume |
41,999 |
22,071 |
-19,928 |
-47.4% |
167,158 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716-6 |
710-2 |
688-1 |
|
R3 |
706-0 |
699-4 |
685-2 |
|
R2 |
695-2 |
695-2 |
684-2 |
|
R1 |
688-6 |
688-6 |
683-2 |
686-5 |
PP |
684-4 |
684-4 |
684-4 |
683-4 |
S1 |
678-0 |
678-0 |
681-2 |
675-7 |
S2 |
673-6 |
673-6 |
680-2 |
|
S3 |
663-0 |
667-2 |
679-2 |
|
S4 |
652-2 |
656-4 |
676-3 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
799-6 |
783-4 |
714-0 |
|
R3 |
763-0 |
746-6 |
703-7 |
|
R2 |
726-2 |
726-2 |
700-4 |
|
R1 |
710-0 |
710-0 |
697-1 |
718-1 |
PP |
689-4 |
689-4 |
689-4 |
693-4 |
S1 |
673-2 |
673-2 |
690-3 |
681-3 |
S2 |
652-6 |
652-6 |
687-0 |
|
S3 |
616-0 |
636-4 |
683-5 |
|
S4 |
579-2 |
599-6 |
673-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
705-6 |
674-2 |
31-4 |
4.6% |
14-1 |
2.1% |
25% |
False |
False |
33,754 |
10 |
705-6 |
666-2 |
39-4 |
5.8% |
13-6 |
2.0% |
41% |
False |
False |
32,268 |
20 |
730-6 |
666-2 |
64-4 |
9.5% |
14-0 |
2.1% |
25% |
False |
False |
28,975 |
40 |
738-2 |
666-2 |
72-0 |
10.6% |
13-6 |
2.0% |
22% |
False |
False |
24,141 |
60 |
758-6 |
666-2 |
92-4 |
13.6% |
14-5 |
2.1% |
17% |
False |
False |
21,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-6 |
2.618 |
719-1 |
1.618 |
708-3 |
1.000 |
701-6 |
0.618 |
697-5 |
HIGH |
691-0 |
0.618 |
686-7 |
0.500 |
685-5 |
0.382 |
684-3 |
LOW |
680-2 |
0.618 |
673-5 |
1.000 |
669-4 |
1.618 |
662-7 |
2.618 |
652-1 |
4.250 |
634-4 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
685-5 |
693-0 |
PP |
684-4 |
689-3 |
S1 |
683-3 |
685-7 |
|