CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
682-6 |
678-0 |
-4-6 |
-0.7% |
669-6 |
High |
686-4 |
679-6 |
-6-6 |
-1.0% |
705-6 |
Low |
677-0 |
668-4 |
-8-4 |
-1.3% |
669-0 |
Close |
677-6 |
673-0 |
-4-6 |
-0.7% |
693-6 |
Range |
9-4 |
11-2 |
1-6 |
18.4% |
36-6 |
ATR |
14-0 |
13-6 |
-0-2 |
-1.4% |
0-0 |
Volume |
26,599 |
21,841 |
-4,758 |
-17.9% |
167,158 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
707-4 |
701-4 |
679-2 |
|
R3 |
696-2 |
690-2 |
676-1 |
|
R2 |
685-0 |
685-0 |
675-0 |
|
R1 |
679-0 |
679-0 |
674-0 |
676-3 |
PP |
673-6 |
673-6 |
673-6 |
672-4 |
S1 |
667-6 |
667-6 |
672-0 |
665-1 |
S2 |
662-4 |
662-4 |
671-0 |
|
S3 |
651-2 |
656-4 |
669-7 |
|
S4 |
640-0 |
645-2 |
666-6 |
|
|
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 |
701-2 |
668-4 |
32-6 |
4.9% |
11-1 |
1.7% |
14% |
False |
True |
27,502 |
10 |
705-6 |
668-4 |
37-2 |
5.5% |
13-3 |
2.0% |
12% |
False |
True |
29,737 |
20 |
726-4 |
666-2 |
60-2 |
9.0% |
13-3 |
2.0% |
11% |
False |
False |
29,504 |
40 |
738-2 |
666-2 |
72-0 |
10.7% |
13-6 |
2.0% |
9% |
False |
False |
24,718 |
60 |
758-6 |
666-2 |
92-4 |
13.7% |
14-4 |
2.1% |
7% |
False |
False |
22,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
727-4 |
2.618 |
709-2 |
1.618 |
698-0 |
1.000 |
691-0 |
0.618 |
686-6 |
HIGH |
679-6 |
0.618 |
675-4 |
0.500 |
674-1 |
0.382 |
672-6 |
LOW |
668-4 |
0.618 |
661-4 |
1.000 |
657-2 |
1.618 |
650-2 |
2.618 |
639-0 |
4.250 |
620-6 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
674-1 |
681-2 |
PP |
673-6 |
678-4 |
S1 |
673-3 |
675-6 |
|