CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
650-0 |
653-4 |
3-4 |
0.5% |
647-2 |
High |
654-6 |
656-0 |
1-2 |
0.2% |
658-0 |
Low |
647-2 |
645-4 |
-1-6 |
-0.3% |
635-4 |
Close |
653-4 |
646-0 |
-7-4 |
-1.1% |
643-4 |
Range |
7-4 |
10-4 |
3-0 |
40.0% |
22-4 |
ATR |
13-0 |
12-7 |
-0-1 |
-1.4% |
0-0 |
Volume |
57,810 |
52,928 |
-4,882 |
-8.4% |
362,831 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-5 |
673-7 |
651-6 |
|
R3 |
670-1 |
663-3 |
648-7 |
|
R2 |
659-5 |
659-5 |
647-7 |
|
R1 |
652-7 |
652-7 |
647-0 |
651-0 |
PP |
649-1 |
649-1 |
649-1 |
648-2 |
S1 |
642-3 |
642-3 |
645-0 |
640-4 |
S2 |
638-5 |
638-5 |
644-1 |
|
S3 |
628-1 |
631-7 |
643-1 |
|
S4 |
617-5 |
621-3 |
640-2 |
|
|
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 |
656-0 |
635-4 |
20-4 |
3.2% |
10-7 |
1.7% |
51% |
True |
False |
62,912 |
10 |
665-2 |
635-4 |
29-6 |
4.6% |
12-3 |
1.9% |
35% |
False |
False |
63,581 |
20 |
679-6 |
635-4 |
44-2 |
6.8% |
12-3 |
1.9% |
24% |
False |
False |
50,736 |
40 |
708-6 |
635-4 |
73-2 |
11.3% |
12-6 |
2.0% |
14% |
False |
False |
40,117 |
60 |
738-2 |
635-4 |
102-6 |
15.9% |
13-1 |
2.0% |
10% |
False |
False |
33,911 |
80 |
758-6 |
635-4 |
123-2 |
19.1% |
13-7 |
2.1% |
9% |
False |
False |
30,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
700-5 |
2.618 |
683-4 |
1.618 |
673-0 |
1.000 |
666-4 |
0.618 |
662-4 |
HIGH |
656-0 |
0.618 |
652-0 |
0.500 |
650-6 |
0.382 |
649-4 |
LOW |
645-4 |
0.618 |
639-0 |
1.000 |
635-0 |
1.618 |
628-4 |
2.618 |
618-0 |
4.250 |
600-7 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
650-6 |
647-1 |
PP |
649-1 |
646-6 |
S1 |
647-5 |
646-3 |
|