CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 02-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
676-0 |
670-0 |
-6-0 |
-0.9% |
661-2 |
High |
679-6 |
679-6 |
0-0 |
0.0% |
679-6 |
Low |
661-0 |
669-0 |
8-0 |
1.2% |
659-2 |
Close |
670-4 |
673-0 |
2-4 |
0.4% |
673-0 |
Range |
18-6 |
10-6 |
-8-0 |
-42.7% |
20-4 |
ATR |
12-5 |
12-4 |
-0-1 |
-1.0% |
0-0 |
Volume |
61,412 |
55,292 |
-6,120 |
-10.0% |
203,619 |
|
Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706-1 |
700-3 |
678-7 |
|
R3 |
695-3 |
689-5 |
676-0 |
|
R2 |
684-5 |
684-5 |
675-0 |
|
R1 |
678-7 |
678-7 |
674-0 |
681-6 |
PP |
673-7 |
673-7 |
673-7 |
675-3 |
S1 |
668-1 |
668-1 |
672-0 |
671-0 |
S2 |
663-1 |
663-1 |
671-0 |
|
S3 |
652-3 |
657-3 |
670-0 |
|
S4 |
641-5 |
646-5 |
667-1 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-1 |
723-1 |
684-2 |
|
R3 |
711-5 |
702-5 |
678-5 |
|
R2 |
691-1 |
691-1 |
676-6 |
|
R1 |
682-1 |
682-1 |
674-7 |
686-5 |
PP |
670-5 |
670-5 |
670-5 |
673-0 |
S1 |
661-5 |
661-5 |
671-1 |
666-1 |
S2 |
650-1 |
650-1 |
669-2 |
|
S3 |
629-5 |
641-1 |
667-3 |
|
S4 |
609-1 |
620-5 |
661-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
679-6 |
659-2 |
20-4 |
3.0% |
12-5 |
1.9% |
67% |
True |
False |
40,723 |
10 |
679-6 |
658-2 |
21-4 |
3.2% |
11-1 |
1.6% |
69% |
True |
False |
33,349 |
20 |
705-6 |
658-2 |
47-4 |
7.1% |
12-0 |
1.8% |
31% |
False |
False |
31,245 |
40 |
730-6 |
658-2 |
72-4 |
10.8% |
12-6 |
1.9% |
20% |
False |
False |
28,562 |
60 |
751-4 |
658-2 |
93-2 |
13.9% |
13-4 |
2.0% |
16% |
False |
False |
25,228 |
80 |
758-6 |
658-2 |
100-4 |
14.9% |
14-1 |
2.1% |
15% |
False |
False |
22,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
725-4 |
2.618 |
707-7 |
1.618 |
697-1 |
1.000 |
690-4 |
0.618 |
686-3 |
HIGH |
679-6 |
0.618 |
675-5 |
0.500 |
674-3 |
0.382 |
673-1 |
LOW |
669-0 |
0.618 |
662-3 |
1.000 |
658-2 |
1.618 |
651-5 |
2.618 |
640-7 |
4.250 |
623-2 |
|
|
Fisher Pivots for day following 02-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
674-3 |
672-1 |
PP |
673-7 |
671-2 |
S1 |
673-4 |
670-3 |
|