CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
662-6 |
665-6 |
3-0 |
0.5% |
677-6 |
High |
674-4 |
679-2 |
4-6 |
0.7% |
678-4 |
Low |
661-6 |
665-6 |
4-0 |
0.6% |
658-2 |
Close |
667-6 |
677-0 |
9-2 |
1.4% |
661-4 |
Range |
12-6 |
13-4 |
0-6 |
5.9% |
20-2 |
ATR |
12-0 |
12-1 |
0-1 |
0.9% |
0-0 |
Volume |
22,791 |
38,697 |
15,906 |
69.8% |
129,873 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
714-4 |
709-2 |
684-3 |
|
R3 |
701-0 |
695-6 |
680-6 |
|
R2 |
687-4 |
687-4 |
679-4 |
|
R1 |
682-2 |
682-2 |
678-2 |
684-7 |
PP |
674-0 |
674-0 |
674-0 |
675-2 |
S1 |
668-6 |
668-6 |
675-6 |
671-3 |
S2 |
660-4 |
660-4 |
674-4 |
|
S3 |
647-0 |
655-2 |
673-2 |
|
S4 |
633-4 |
641-6 |
669-5 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
726-7 |
714-3 |
672-5 |
|
R3 |
706-5 |
694-1 |
667-1 |
|
R2 |
686-3 |
686-3 |
665-2 |
|
R1 |
673-7 |
673-7 |
663-3 |
670-0 |
PP |
666-1 |
666-1 |
666-1 |
664-1 |
S1 |
653-5 |
653-5 |
659-5 |
649-6 |
S2 |
645-7 |
645-7 |
657-6 |
|
S3 |
625-5 |
633-3 |
655-7 |
|
S4 |
605-3 |
613-1 |
650-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
679-2 |
658-2 |
21-0 |
3.1% |
10-2 |
1.5% |
89% |
True |
False |
27,793 |
10 |
680-4 |
658-2 |
22-2 |
3.3% |
10-3 |
1.5% |
84% |
False |
False |
26,738 |
20 |
705-6 |
658-2 |
47-4 |
7.0% |
12-0 |
1.8% |
39% |
False |
False |
29,158 |
40 |
734-0 |
658-2 |
75-6 |
11.2% |
12-5 |
1.9% |
25% |
False |
False |
26,660 |
60 |
751-4 |
658-2 |
93-2 |
13.8% |
13-4 |
2.0% |
20% |
False |
False |
23,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
736-5 |
2.618 |
714-5 |
1.618 |
701-1 |
1.000 |
692-6 |
0.618 |
687-5 |
HIGH |
679-2 |
0.618 |
674-1 |
0.500 |
672-4 |
0.382 |
670-7 |
LOW |
665-6 |
0.618 |
657-3 |
1.000 |
652-2 |
1.618 |
643-7 |
2.618 |
630-3 |
4.250 |
608-3 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
675-4 |
674-3 |
PP |
674-0 |
671-7 |
S1 |
672-4 |
669-2 |
|