CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
690-6 |
684-2 |
-6-4 |
-0.9% |
669-6 |
High |
691-0 |
694-0 |
3-0 |
0.4% |
705-6 |
Low |
680-2 |
678-4 |
-1-6 |
-0.3% |
669-0 |
Close |
682-2 |
682-4 |
0-2 |
0.0% |
693-6 |
Range |
10-6 |
15-4 |
4-6 |
44.2% |
36-6 |
ATR |
14-2 |
14-3 |
0-1 |
0.6% |
0-0 |
Volume |
22,071 |
25,003 |
2,932 |
13.3% |
167,158 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
731-4 |
722-4 |
691-0 |
|
R3 |
716-0 |
707-0 |
686-6 |
|
R2 |
700-4 |
700-4 |
685-3 |
|
R1 |
691-4 |
691-4 |
683-7 |
688-2 |
PP |
685-0 |
685-0 |
685-0 |
683-3 |
S1 |
676-0 |
676-0 |
681-1 |
672-6 |
S2 |
669-4 |
669-4 |
679-5 |
|
S3 |
654-0 |
660-4 |
678-2 |
|
S4 |
638-4 |
645-0 |
674-0 |
|
|
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 |
678-4 |
27-2 |
4.0% |
13-0 |
1.9% |
15% |
False |
True |
32,609 |
10 |
705-6 |
666-2 |
39-4 |
5.8% |
14-2 |
2.1% |
41% |
False |
False |
31,315 |
20 |
730-6 |
666-2 |
64-4 |
9.5% |
14-1 |
2.1% |
25% |
False |
False |
28,907 |
40 |
738-2 |
666-2 |
72-0 |
10.5% |
13-7 |
2.0% |
23% |
False |
False |
24,209 |
60 |
758-6 |
666-2 |
92-4 |
13.6% |
14-6 |
2.2% |
18% |
False |
False |
21,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
759-7 |
2.618 |
734-5 |
1.618 |
719-1 |
1.000 |
709-4 |
0.618 |
703-5 |
HIGH |
694-0 |
0.618 |
688-1 |
0.500 |
686-2 |
0.382 |
684-3 |
LOW |
678-4 |
0.618 |
668-7 |
1.000 |
663-0 |
1.618 |
653-3 |
2.618 |
637-7 |
4.250 |
612-5 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
686-2 |
689-7 |
PP |
685-0 |
687-3 |
S1 |
683-6 |
685-0 |
|