CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
655-2 |
654-0 |
-1-2 |
-0.2% |
672-4 |
High |
660-2 |
657-4 |
-2-6 |
-0.4% |
678-4 |
Low |
652-0 |
643-4 |
-8-4 |
-1.3% |
643-4 |
Close |
653-6 |
647-2 |
-6-4 |
-1.0% |
647-2 |
Range |
8-2 |
14-0 |
5-6 |
69.7% |
35-0 |
ATR |
12-6 |
12-7 |
0-1 |
0.7% |
0-0 |
Volume |
61,098 |
60,979 |
-119 |
-0.2% |
264,300 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691-3 |
683-3 |
655-0 |
|
R3 |
677-3 |
669-3 |
651-1 |
|
R2 |
663-3 |
663-3 |
649-7 |
|
R1 |
655-3 |
655-3 |
648-4 |
652-3 |
PP |
649-3 |
649-3 |
649-3 |
648-0 |
S1 |
641-3 |
641-3 |
646-0 |
638-3 |
S2 |
635-3 |
635-3 |
644-5 |
|
S3 |
621-3 |
627-3 |
643-3 |
|
S4 |
607-3 |
613-3 |
639-4 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
761-3 |
739-3 |
666-4 |
|
R3 |
726-3 |
704-3 |
656-7 |
|
R2 |
691-3 |
691-3 |
653-5 |
|
R1 |
669-3 |
669-3 |
650-4 |
662-7 |
PP |
656-3 |
656-3 |
656-3 |
653-2 |
S1 |
634-3 |
634-3 |
644-0 |
627-7 |
S2 |
621-3 |
621-3 |
640-7 |
|
S3 |
586-3 |
599-3 |
637-5 |
|
S4 |
551-3 |
564-3 |
628-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
678-4 |
643-4 |
35-0 |
5.4% |
14-0 |
2.2% |
11% |
False |
True |
52,860 |
10 |
679-6 |
643-4 |
36-2 |
5.6% |
13-2 |
2.1% |
10% |
False |
True |
46,791 |
20 |
694-0 |
643-4 |
50-4 |
7.8% |
11-7 |
1.8% |
7% |
False |
True |
36,103 |
40 |
730-6 |
643-4 |
87-2 |
13.5% |
13-0 |
2.0% |
4% |
False |
True |
32,571 |
60 |
738-2 |
643-4 |
94-6 |
14.6% |
13-2 |
2.0% |
4% |
False |
True |
28,064 |
80 |
758-6 |
643-4 |
115-2 |
17.8% |
14-0 |
2.2% |
3% |
False |
True |
25,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
717-0 |
2.618 |
694-1 |
1.618 |
680-1 |
1.000 |
671-4 |
0.618 |
666-1 |
HIGH |
657-4 |
0.618 |
652-1 |
0.500 |
650-4 |
0.382 |
648-7 |
LOW |
643-4 |
0.618 |
634-7 |
1.000 |
629-4 |
1.618 |
620-7 |
2.618 |
606-7 |
4.250 |
584-0 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
650-4 |
654-3 |
PP |
649-3 |
652-0 |
S1 |
648-3 |
649-5 |
|