CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
649-6 |
650-0 |
0-2 |
0.0% |
647-2 |
High |
653-4 |
654-6 |
1-2 |
0.2% |
658-0 |
Low |
638-2 |
647-2 |
9-0 |
1.4% |
635-4 |
Close |
643-4 |
653-4 |
10-0 |
1.6% |
643-4 |
Range |
15-2 |
7-4 |
-7-6 |
-50.8% |
22-4 |
ATR |
13-1 |
13-0 |
-0-1 |
-1.0% |
0-0 |
Volume |
70,777 |
57,810 |
-12,967 |
-18.3% |
362,831 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
674-3 |
671-3 |
657-5 |
|
R3 |
666-7 |
663-7 |
655-4 |
|
R2 |
659-3 |
659-3 |
654-7 |
|
R1 |
656-3 |
656-3 |
654-2 |
657-7 |
PP |
651-7 |
651-7 |
651-7 |
652-4 |
S1 |
648-7 |
648-7 |
652-6 |
650-3 |
S2 |
644-3 |
644-3 |
652-1 |
|
S3 |
636-7 |
641-3 |
651-4 |
|
S4 |
629-3 |
633-7 |
649-3 |
|
|
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 |
657-4 |
635-4 |
22-0 |
3.4% |
12-3 |
1.9% |
82% |
False |
False |
67,767 |
10 |
665-2 |
635-4 |
29-6 |
4.6% |
12-2 |
1.9% |
61% |
False |
False |
64,105 |
20 |
679-6 |
635-4 |
44-2 |
6.8% |
12-2 |
1.9% |
41% |
False |
False |
49,558 |
40 |
713-4 |
635-4 |
78-0 |
11.9% |
12-7 |
2.0% |
23% |
False |
False |
39,334 |
60 |
738-2 |
635-4 |
102-6 |
15.7% |
13-1 |
2.0% |
18% |
False |
False |
33,430 |
80 |
758-6 |
635-4 |
123-2 |
18.9% |
13-7 |
2.1% |
15% |
False |
False |
29,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
686-5 |
2.618 |
674-3 |
1.618 |
666-7 |
1.000 |
662-2 |
0.618 |
659-3 |
HIGH |
654-6 |
0.618 |
651-7 |
0.500 |
651-0 |
0.382 |
650-1 |
LOW |
647-2 |
0.618 |
642-5 |
1.000 |
639-6 |
1.618 |
635-1 |
2.618 |
627-5 |
4.250 |
615-3 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
652-5 |
651-1 |
PP |
651-7 |
648-7 |
S1 |
651-0 |
646-4 |
|