CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
671-2 |
665-6 |
-5-4 |
-0.8% |
690-6 |
High |
671-2 |
672-2 |
1-0 |
0.1% |
694-0 |
Low |
662-0 |
663-4 |
1-4 |
0.2% |
668-4 |
Close |
665-4 |
664-0 |
-1-4 |
-0.2% |
675-2 |
Range |
9-2 |
8-6 |
-0-4 |
-5.4% |
25-4 |
ATR |
13-1 |
12-7 |
-0-3 |
-2.4% |
0-0 |
Volume |
29,374 |
21,186 |
-8,188 |
-27.9% |
124,268 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
692-7 |
687-1 |
668-6 |
|
R3 |
684-1 |
678-3 |
666-3 |
|
R2 |
675-3 |
675-3 |
665-5 |
|
R1 |
669-5 |
669-5 |
664-6 |
668-1 |
PP |
666-5 |
666-5 |
666-5 |
665-6 |
S1 |
660-7 |
660-7 |
663-2 |
659-3 |
S2 |
657-7 |
657-7 |
662-3 |
|
S3 |
649-1 |
652-1 |
661-5 |
|
S4 |
640-3 |
643-3 |
659-2 |
|
|
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 |
680-4 |
662-0 |
18-4 |
2.8% |
10-3 |
1.6% |
11% |
False |
False |
25,683 |
10 |
705-6 |
662-0 |
43-6 |
6.6% |
11-3 |
1.7% |
5% |
False |
False |
28,033 |
20 |
705-6 |
662-0 |
43-6 |
6.6% |
13-0 |
2.0% |
5% |
False |
False |
28,539 |
40 |
738-2 |
662-0 |
76-2 |
11.5% |
13-2 |
2.0% |
3% |
False |
False |
25,642 |
60 |
758-6 |
662-0 |
96-6 |
14.6% |
14-1 |
2.1% |
2% |
False |
False |
23,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
709-4 |
2.618 |
695-1 |
1.618 |
686-3 |
1.000 |
681-0 |
0.618 |
677-5 |
HIGH |
672-2 |
0.618 |
668-7 |
0.500 |
667-7 |
0.382 |
666-7 |
LOW |
663-4 |
0.618 |
658-1 |
1.000 |
654-6 |
1.618 |
649-3 |
2.618 |
640-5 |
4.250 |
626-2 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
667-7 |
670-2 |
PP |
666-5 |
668-1 |
S1 |
665-2 |
666-1 |
|