CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
684-2 |
682-6 |
-1-4 |
-0.2% |
669-6 |
High |
694-0 |
686-4 |
-7-4 |
-1.1% |
705-6 |
Low |
678-4 |
677-0 |
-1-4 |
-0.2% |
669-0 |
Close |
682-4 |
677-6 |
-4-6 |
-0.7% |
693-6 |
Range |
15-4 |
9-4 |
-6-0 |
-38.7% |
36-6 |
ATR |
14-3 |
14-0 |
-0-3 |
-2.4% |
0-0 |
Volume |
25,003 |
26,599 |
1,596 |
6.4% |
167,158 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708-7 |
702-7 |
683-0 |
|
R3 |
699-3 |
693-3 |
680-3 |
|
R2 |
689-7 |
689-7 |
679-4 |
|
R1 |
683-7 |
683-7 |
678-5 |
682-1 |
PP |
680-3 |
680-3 |
680-3 |
679-4 |
S1 |
674-3 |
674-3 |
676-7 |
672-5 |
S2 |
670-7 |
670-7 |
676-0 |
|
S3 |
661-3 |
664-7 |
675-1 |
|
S4 |
651-7 |
655-3 |
672-4 |
|
|
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 |
677-0 |
28-6 |
4.2% |
12-2 |
1.8% |
3% |
False |
True |
30,384 |
10 |
705-6 |
669-0 |
36-6 |
5.4% |
13-5 |
2.0% |
24% |
False |
False |
31,578 |
20 |
730-6 |
666-2 |
64-4 |
9.5% |
14-1 |
2.1% |
18% |
False |
False |
29,352 |
40 |
738-2 |
666-2 |
72-0 |
10.6% |
13-6 |
2.0% |
16% |
False |
False |
24,534 |
60 |
758-6 |
666-2 |
92-4 |
13.6% |
14-4 |
2.1% |
12% |
False |
False |
22,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
726-7 |
2.618 |
711-3 |
1.618 |
701-7 |
1.000 |
696-0 |
0.618 |
692-3 |
HIGH |
686-4 |
0.618 |
682-7 |
0.500 |
681-6 |
0.382 |
680-5 |
LOW |
677-0 |
0.618 |
671-1 |
1.000 |
667-4 |
1.618 |
661-5 |
2.618 |
652-1 |
4.250 |
636-5 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
681-6 |
685-4 |
PP |
680-3 |
682-7 |
S1 |
679-1 |
680-3 |
|