CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
646-4 |
650-2 |
3-6 |
0.6% |
647-2 |
High |
658-6 |
651-0 |
-7-6 |
-1.2% |
658-0 |
Low |
645-2 |
640-0 |
-5-2 |
-0.8% |
635-4 |
Close |
649-2 |
640-4 |
-8-6 |
-1.3% |
643-4 |
Range |
13-4 |
11-0 |
-2-4 |
-18.5% |
22-4 |
ATR |
12-7 |
12-6 |
-0-1 |
-1.0% |
0-0 |
Volume |
38,603 |
59,545 |
20,942 |
54.2% |
362,831 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676-7 |
669-5 |
646-4 |
|
R3 |
665-7 |
658-5 |
643-4 |
|
R2 |
654-7 |
654-7 |
642-4 |
|
R1 |
647-5 |
647-5 |
641-4 |
645-6 |
PP |
643-7 |
643-7 |
643-7 |
642-7 |
S1 |
636-5 |
636-5 |
639-4 |
634-6 |
S2 |
632-7 |
632-7 |
638-4 |
|
S3 |
621-7 |
625-5 |
637-4 |
|
S4 |
610-7 |
614-5 |
634-4 |
|
|
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% |
11-4 |
1.8% |
11% |
False |
False |
55,932 |
10 |
658-6 |
635-4 |
23-2 |
3.6% |
12-5 |
2.0% |
22% |
False |
False |
63,269 |
20 |
679-6 |
635-4 |
44-2 |
6.9% |
12-6 |
2.0% |
11% |
False |
False |
53,193 |
40 |
705-6 |
635-4 |
70-2 |
11.0% |
12-6 |
2.0% |
7% |
False |
False |
41,048 |
60 |
738-2 |
635-4 |
102-6 |
16.0% |
13-0 |
2.0% |
5% |
False |
False |
34,914 |
80 |
758-2 |
635-4 |
122-6 |
19.2% |
13-4 |
2.1% |
4% |
False |
False |
30,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
697-6 |
2.618 |
679-6 |
1.618 |
668-6 |
1.000 |
662-0 |
0.618 |
657-6 |
HIGH |
651-0 |
0.618 |
646-6 |
0.500 |
645-4 |
0.382 |
644-2 |
LOW |
640-0 |
0.618 |
633-2 |
1.000 |
629-0 |
1.618 |
622-2 |
2.618 |
611-2 |
4.250 |
593-2 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
645-4 |
649-3 |
PP |
643-7 |
646-3 |
S1 |
642-1 |
643-4 |
|