CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
653-4 |
646-4 |
-7-0 |
-1.1% |
647-2 |
High |
656-0 |
658-6 |
2-6 |
0.4% |
658-0 |
Low |
645-4 |
645-2 |
-0-2 |
0.0% |
635-4 |
Close |
646-0 |
649-2 |
3-2 |
0.5% |
643-4 |
Range |
10-4 |
13-4 |
3-0 |
28.6% |
22-4 |
ATR |
12-7 |
12-7 |
0-0 |
0.4% |
0-0 |
Volume |
52,928 |
38,603 |
-14,325 |
-27.1% |
362,831 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691-5 |
683-7 |
656-5 |
|
R3 |
678-1 |
670-3 |
653-0 |
|
R2 |
664-5 |
664-5 |
651-6 |
|
R1 |
656-7 |
656-7 |
650-4 |
660-6 |
PP |
651-1 |
651-1 |
651-1 |
653-0 |
S1 |
643-3 |
643-3 |
648-0 |
647-2 |
S2 |
637-5 |
637-5 |
646-6 |
|
S3 |
624-1 |
629-7 |
645-4 |
|
S4 |
610-5 |
616-3 |
641-7 |
|
|
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 |
658-6 |
638-2 |
20-4 |
3.2% |
11-6 |
1.8% |
54% |
True |
False |
56,473 |
10 |
660-2 |
635-4 |
24-6 |
3.8% |
12-3 |
1.9% |
56% |
False |
False |
63,424 |
20 |
679-6 |
635-4 |
44-2 |
6.8% |
12-5 |
1.9% |
31% |
False |
False |
51,607 |
40 |
705-6 |
635-4 |
70-2 |
10.8% |
12-7 |
2.0% |
20% |
False |
False |
40,073 |
60 |
738-2 |
635-4 |
102-6 |
15.8% |
13-0 |
2.0% |
13% |
False |
False |
34,297 |
80 |
758-6 |
635-4 |
123-2 |
19.0% |
13-6 |
2.1% |
11% |
False |
False |
30,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
716-1 |
2.618 |
694-1 |
1.618 |
680-5 |
1.000 |
672-2 |
0.618 |
667-1 |
HIGH |
658-6 |
0.618 |
653-5 |
0.500 |
652-0 |
0.382 |
650-3 |
LOW |
645-2 |
0.618 |
636-7 |
1.000 |
631-6 |
1.618 |
623-3 |
2.618 |
609-7 |
4.250 |
587-7 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
652-0 |
652-0 |
PP |
651-1 |
651-1 |
S1 |
650-1 |
650-1 |
|