CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
647-2 |
650-4 |
3-2 |
0.5% |
672-4 |
High |
658-0 |
657-4 |
-0-4 |
-0.1% |
678-4 |
Low |
643-0 |
639-4 |
-3-4 |
-0.5% |
643-4 |
Close |
649-0 |
641-4 |
-7-4 |
-1.2% |
647-2 |
Range |
15-0 |
18-0 |
3-0 |
20.0% |
35-0 |
ATR |
13-0 |
13-3 |
0-3 |
2.8% |
0-0 |
Volume |
81,806 |
77,201 |
-4,605 |
-5.6% |
264,300 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-1 |
688-7 |
651-3 |
|
R3 |
682-1 |
670-7 |
646-4 |
|
R2 |
664-1 |
664-1 |
644-6 |
|
R1 |
652-7 |
652-7 |
643-1 |
649-4 |
PP |
646-1 |
646-1 |
646-1 |
644-4 |
S1 |
634-7 |
634-7 |
639-7 |
631-4 |
S2 |
628-1 |
628-1 |
638-2 |
|
S3 |
610-1 |
616-7 |
636-4 |
|
S4 |
592-1 |
598-7 |
631-5 |
|
|
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 |
639-4 |
25-6 |
4.0% |
13-7 |
2.2% |
8% |
False |
True |
64,249 |
10 |
679-6 |
639-4 |
40-2 |
6.3% |
14-5 |
2.3% |
5% |
False |
True |
57,870 |
20 |
686-4 |
639-4 |
47-0 |
7.3% |
12-2 |
1.9% |
4% |
False |
True |
41,699 |
40 |
730-6 |
639-4 |
91-2 |
14.2% |
13-2 |
2.1% |
2% |
False |
True |
35,303 |
60 |
738-2 |
639-4 |
98-6 |
15.4% |
13-2 |
2.1% |
2% |
False |
True |
30,039 |
80 |
758-6 |
639-4 |
119-2 |
18.6% |
14-1 |
2.2% |
2% |
False |
True |
26,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
734-0 |
2.618 |
704-5 |
1.618 |
686-5 |
1.000 |
675-4 |
0.618 |
668-5 |
HIGH |
657-4 |
0.618 |
650-5 |
0.500 |
648-4 |
0.382 |
646-3 |
LOW |
639-4 |
0.618 |
628-3 |
1.000 |
621-4 |
1.618 |
610-3 |
2.618 |
592-3 |
4.250 |
563-0 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
648-4 |
648-6 |
PP |
646-1 |
646-3 |
S1 |
643-7 |
643-7 |
|