CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
639-0 |
643-6 |
4-6 |
0.7% |
672-4 |
High |
644-4 |
653-0 |
8-4 |
1.3% |
678-4 |
Low |
635-4 |
640-6 |
5-2 |
0.8% |
643-4 |
Close |
642-6 |
649-4 |
6-6 |
1.1% |
647-2 |
Range |
9-0 |
12-2 |
3-2 |
36.1% |
35-0 |
ATR |
13-0 |
13-0 |
0-0 |
-0.4% |
0-0 |
Volume |
70,799 |
62,248 |
-8,551 |
-12.1% |
264,300 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-4 |
679-2 |
656-2 |
|
R3 |
672-2 |
667-0 |
652-7 |
|
R2 |
660-0 |
660-0 |
651-6 |
|
R1 |
654-6 |
654-6 |
650-5 |
657-3 |
PP |
647-6 |
647-6 |
647-6 |
649-0 |
S1 |
642-4 |
642-4 |
648-3 |
645-1 |
S2 |
635-4 |
635-4 |
647-2 |
|
S3 |
623-2 |
630-2 |
646-1 |
|
S4 |
611-0 |
618-0 |
642-6 |
|
|
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 |
658-0 |
635-4 |
22-4 |
3.5% |
13-5 |
2.1% |
62% |
False |
False |
70,606 |
10 |
679-6 |
635-4 |
44-2 |
6.8% |
13-4 |
2.1% |
32% |
False |
False |
61,164 |
20 |
680-4 |
635-4 |
45-0 |
6.9% |
12-2 |
1.9% |
31% |
False |
False |
45,930 |
40 |
726-4 |
635-4 |
91-0 |
14.0% |
12-6 |
2.0% |
15% |
False |
False |
37,717 |
60 |
738-2 |
635-4 |
102-6 |
15.8% |
13-2 |
2.0% |
14% |
False |
False |
31,789 |
80 |
758-6 |
635-4 |
123-2 |
19.0% |
13-7 |
2.1% |
11% |
False |
False |
28,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-0 |
2.618 |
685-1 |
1.618 |
672-7 |
1.000 |
665-2 |
0.618 |
660-5 |
HIGH |
653-0 |
0.618 |
648-3 |
0.500 |
646-7 |
0.382 |
645-3 |
LOW |
640-6 |
0.618 |
633-1 |
1.000 |
628-4 |
1.618 |
620-7 |
2.618 |
608-5 |
4.250 |
588-6 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
648-5 |
648-4 |
PP |
647-6 |
647-4 |
S1 |
646-7 |
646-4 |
|