CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
643-6 |
649-6 |
6-0 |
0.9% |
647-2 |
| High |
653-0 |
653-4 |
0-4 |
0.1% |
658-0 |
| Low |
640-6 |
638-2 |
-2-4 |
-0.4% |
635-4 |
| Close |
649-4 |
643-4 |
-6-0 |
-0.9% |
643-4 |
| Range |
12-2 |
15-2 |
3-0 |
24.5% |
22-4 |
| ATR |
13-0 |
13-1 |
0-1 |
1.3% |
0-0 |
| Volume |
62,248 |
70,777 |
8,529 |
13.7% |
362,831 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-7 |
682-3 |
651-7 |
|
| R3 |
675-5 |
667-1 |
647-6 |
|
| R2 |
660-3 |
660-3 |
646-2 |
|
| R1 |
651-7 |
651-7 |
644-7 |
648-4 |
| PP |
645-1 |
645-1 |
645-1 |
643-3 |
| S1 |
636-5 |
636-5 |
642-1 |
633-2 |
| S2 |
629-7 |
629-7 |
640-6 |
|
| S3 |
614-5 |
621-3 |
639-2 |
|
| S4 |
599-3 |
606-1 |
635-1 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
713-1 |
700-7 |
655-7 |
|
| R3 |
690-5 |
678-3 |
649-6 |
|
| R2 |
668-1 |
668-1 |
647-5 |
|
| R1 |
655-7 |
655-7 |
645-4 |
650-6 |
| PP |
645-5 |
645-5 |
645-5 |
643-1 |
| S1 |
633-3 |
633-3 |
641-4 |
628-2 |
| S2 |
623-1 |
623-1 |
639-3 |
|
| S3 |
600-5 |
610-7 |
637-2 |
|
| S4 |
578-1 |
588-3 |
631-1 |
|
|
| 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% |
13-7 |
2.2% |
36% |
False |
False |
72,566 |
| 10 |
678-4 |
635-4 |
43-0 |
6.7% |
13-7 |
2.2% |
19% |
False |
False |
62,713 |
| 20 |
679-6 |
635-4 |
44-2 |
6.9% |
12-4 |
1.9% |
18% |
False |
False |
48,031 |
| 40 |
723-0 |
635-4 |
87-4 |
13.6% |
12-7 |
2.0% |
9% |
False |
False |
38,663 |
| 60 |
738-2 |
635-4 |
102-6 |
16.0% |
13-3 |
2.1% |
8% |
False |
False |
32,723 |
| 80 |
758-6 |
635-4 |
123-2 |
19.2% |
14-0 |
2.2% |
6% |
False |
False |
28,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718-2 |
|
2.618 |
693-3 |
|
1.618 |
678-1 |
|
1.000 |
668-6 |
|
0.618 |
662-7 |
|
HIGH |
653-4 |
|
0.618 |
647-5 |
|
0.500 |
645-7 |
|
0.382 |
644-1 |
|
LOW |
638-2 |
|
0.618 |
628-7 |
|
1.000 |
623-0 |
|
1.618 |
613-5 |
|
2.618 |
598-3 |
|
4.250 |
573-4 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
645-7 |
644-4 |
| PP |
645-1 |
644-1 |
| S1 |
644-2 |
643-7 |
|