CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
673-2 |
677-6 |
4-4 |
0.7% |
690-6 |
High |
680-4 |
678-4 |
-2-0 |
-0.3% |
694-0 |
Low |
669-4 |
666-6 |
-2-6 |
-0.4% |
668-4 |
Close |
675-2 |
671-2 |
-4-0 |
-0.6% |
675-2 |
Range |
11-0 |
11-6 |
0-6 |
6.8% |
25-4 |
ATR |
13-5 |
13-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
28,754 |
27,260 |
-1,494 |
-5.2% |
124,268 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
707-3 |
701-1 |
677-6 |
|
R3 |
695-5 |
689-3 |
674-4 |
|
R2 |
683-7 |
683-7 |
673-3 |
|
R1 |
677-5 |
677-5 |
672-3 |
674-7 |
PP |
672-1 |
672-1 |
672-1 |
670-6 |
S1 |
665-7 |
665-7 |
670-1 |
663-1 |
S2 |
660-3 |
660-3 |
669-1 |
|
S3 |
648-5 |
654-1 |
668-0 |
|
S4 |
636-7 |
642-3 |
664-6 |
|
|
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 |
666-6 |
27-2 |
4.1% |
11-6 |
1.8% |
17% |
False |
True |
25,891 |
10 |
705-6 |
666-6 |
39-0 |
5.8% |
13-0 |
1.9% |
12% |
False |
True |
29,822 |
20 |
713-4 |
666-2 |
47-2 |
7.0% |
13-3 |
2.0% |
11% |
False |
False |
29,110 |
40 |
738-2 |
666-2 |
72-0 |
10.7% |
13-4 |
2.0% |
7% |
False |
False |
25,366 |
60 |
758-6 |
666-2 |
92-4 |
13.8% |
14-3 |
2.2% |
5% |
False |
False |
22,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
728-4 |
2.618 |
709-2 |
1.618 |
697-4 |
1.000 |
690-2 |
0.618 |
685-6 |
HIGH |
678-4 |
0.618 |
674-0 |
0.500 |
672-5 |
0.382 |
671-2 |
LOW |
666-6 |
0.618 |
659-4 |
1.000 |
655-0 |
1.618 |
647-6 |
2.618 |
636-0 |
4.250 |
616-6 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
672-5 |
673-5 |
PP |
672-1 |
672-7 |
S1 |
671-6 |
672-0 |
|