CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
678-0 |
673-2 |
-4-6 |
-0.7% |
690-6 |
High |
679-6 |
680-4 |
0-6 |
0.1% |
694-0 |
Low |
668-4 |
669-4 |
1-0 |
0.1% |
668-4 |
Close |
673-0 |
675-2 |
2-2 |
0.3% |
675-2 |
Range |
11-2 |
11-0 |
-0-2 |
-2.2% |
25-4 |
ATR |
13-6 |
13-5 |
-0-2 |
-1.4% |
0-0 |
Volume |
21,841 |
28,754 |
6,913 |
31.7% |
124,268 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
708-1 |
702-5 |
681-2 |
|
R3 |
697-1 |
691-5 |
678-2 |
|
R2 |
686-1 |
686-1 |
677-2 |
|
R1 |
680-5 |
680-5 |
676-2 |
683-3 |
PP |
675-1 |
675-1 |
675-1 |
676-4 |
S1 |
669-5 |
669-5 |
674-2 |
672-3 |
S2 |
664-1 |
664-1 |
673-2 |
|
S3 |
653-1 |
658-5 |
672-2 |
|
S4 |
642-1 |
647-5 |
669-2 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-6 |
741-0 |
689-2 |
|
R3 |
730-2 |
715-4 |
682-2 |
|
R2 |
704-6 |
704-6 |
679-7 |
|
R1 |
690-0 |
690-0 |
677-5 |
684-5 |
PP |
679-2 |
679-2 |
679-2 |
676-4 |
S1 |
664-4 |
664-4 |
672-7 |
659-1 |
S2 |
653-6 |
653-6 |
670-5 |
|
S3 |
628-2 |
639-0 |
668-2 |
|
S4 |
602-6 |
613-4 |
661-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
694-0 |
668-4 |
25-4 |
3.8% |
11-5 |
1.7% |
26% |
False |
False |
24,853 |
10 |
705-6 |
668-4 |
37-2 |
5.5% |
13-0 |
1.9% |
18% |
False |
False |
29,142 |
20 |
723-0 |
666-2 |
56-6 |
8.4% |
13-2 |
2.0% |
16% |
False |
False |
29,296 |
40 |
738-2 |
666-2 |
72-0 |
10.7% |
13-6 |
2.0% |
13% |
False |
False |
25,070 |
60 |
758-6 |
666-2 |
92-4 |
13.7% |
14-4 |
2.1% |
10% |
False |
False |
22,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
727-2 |
2.618 |
709-2 |
1.618 |
698-2 |
1.000 |
691-4 |
0.618 |
687-2 |
HIGH |
680-4 |
0.618 |
676-2 |
0.500 |
675-0 |
0.382 |
673-6 |
LOW |
669-4 |
0.618 |
662-6 |
1.000 |
658-4 |
1.618 |
651-6 |
2.618 |
640-6 |
4.250 |
622-6 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
675-1 |
677-4 |
PP |
675-1 |
676-6 |
S1 |
675-0 |
676-0 |
|