CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
654-0 |
647-2 |
-6-6 |
-1.0% |
672-4 |
High |
657-4 |
658-0 |
0-4 |
0.1% |
678-4 |
Low |
643-4 |
643-0 |
-0-4 |
-0.1% |
643-4 |
Close |
647-2 |
649-0 |
1-6 |
0.3% |
647-2 |
Range |
14-0 |
15-0 |
1-0 |
7.1% |
35-0 |
ATR |
12-7 |
13-0 |
0-1 |
1.2% |
0-0 |
Volume |
60,979 |
81,806 |
20,827 |
34.2% |
264,300 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
695-0 |
687-0 |
657-2 |
|
R3 |
680-0 |
672-0 |
653-1 |
|
R2 |
665-0 |
665-0 |
651-6 |
|
R1 |
657-0 |
657-0 |
650-3 |
661-0 |
PP |
650-0 |
650-0 |
650-0 |
652-0 |
S1 |
642-0 |
642-0 |
647-5 |
646-0 |
S2 |
635-0 |
635-0 |
646-2 |
|
S3 |
620-0 |
627-0 |
644-7 |
|
S4 |
605-0 |
612-0 |
640-6 |
|
|
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 |
665-2 |
643-0 |
22-2 |
3.4% |
12-0 |
1.9% |
27% |
False |
True |
60,443 |
10 |
679-6 |
643-0 |
36-6 |
5.7% |
14-0 |
2.2% |
16% |
False |
True |
52,429 |
20 |
694-0 |
643-0 |
51-0 |
7.9% |
12-1 |
1.9% |
12% |
False |
True |
39,089 |
40 |
730-6 |
643-0 |
87-6 |
13.5% |
13-1 |
2.0% |
7% |
False |
True |
34,032 |
60 |
738-2 |
643-0 |
95-2 |
14.7% |
13-1 |
2.0% |
6% |
False |
True |
29,124 |
80 |
758-6 |
643-0 |
115-6 |
17.8% |
14-0 |
2.2% |
5% |
False |
True |
25,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
721-6 |
2.618 |
697-2 |
1.618 |
682-2 |
1.000 |
673-0 |
0.618 |
667-2 |
HIGH |
658-0 |
0.618 |
652-2 |
0.500 |
650-4 |
0.382 |
648-6 |
LOW |
643-0 |
0.618 |
633-6 |
1.000 |
628-0 |
1.618 |
618-6 |
2.618 |
603-6 |
4.250 |
579-2 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
650-4 |
651-5 |
PP |
650-0 |
650-6 |
S1 |
649-4 |
649-7 |
|