CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 14-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
650-4 |
639-0 |
-11-4 |
-1.8% |
672-4 |
High |
657-4 |
644-4 |
-13-0 |
-2.0% |
678-4 |
Low |
639-4 |
635-4 |
-4-0 |
-0.6% |
643-4 |
Close |
641-4 |
642-6 |
1-2 |
0.2% |
647-2 |
Range |
18-0 |
9-0 |
-9-0 |
-50.0% |
35-0 |
ATR |
13-3 |
13-0 |
-0-2 |
-2.3% |
0-0 |
Volume |
77,201 |
70,799 |
-6,402 |
-8.3% |
264,300 |
|
Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667-7 |
664-3 |
647-6 |
|
R3 |
658-7 |
655-3 |
645-2 |
|
R2 |
649-7 |
649-7 |
644-3 |
|
R1 |
646-3 |
646-3 |
643-5 |
648-1 |
PP |
640-7 |
640-7 |
640-7 |
641-6 |
S1 |
637-3 |
637-3 |
641-7 |
639-1 |
S2 |
631-7 |
631-7 |
641-1 |
|
S3 |
622-7 |
628-3 |
640-2 |
|
S4 |
613-7 |
619-3 |
637-6 |
|
|
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 |
660-2 |
635-4 |
24-6 |
3.9% |
12-7 |
2.0% |
29% |
False |
True |
70,376 |
10 |
679-6 |
635-4 |
44-2 |
6.9% |
14-1 |
2.2% |
16% |
False |
True |
61,081 |
20 |
680-4 |
635-4 |
45-0 |
7.0% |
12-2 |
1.9% |
16% |
False |
True |
43,909 |
40 |
730-6 |
635-4 |
95-2 |
14.8% |
13-2 |
2.1% |
8% |
False |
True |
36,630 |
60 |
738-2 |
635-4 |
102-6 |
16.0% |
13-2 |
2.1% |
7% |
False |
True |
30,992 |
80 |
758-6 |
635-4 |
123-2 |
19.2% |
14-0 |
2.2% |
6% |
False |
True |
27,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
682-6 |
2.618 |
668-0 |
1.618 |
659-0 |
1.000 |
653-4 |
0.618 |
650-0 |
HIGH |
644-4 |
0.618 |
641-0 |
0.500 |
640-0 |
0.382 |
639-0 |
LOW |
635-4 |
0.618 |
630-0 |
1.000 |
626-4 |
1.618 |
621-0 |
2.618 |
612-0 |
4.250 |
597-2 |
|
|
Fisher Pivots for day following 14-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
641-7 |
646-6 |
PP |
640-7 |
645-3 |
S1 |
640-0 |
644-1 |
|