CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
650-2 |
638-0 |
-12-2 |
-1.9% |
650-0 |
High |
651-0 |
648-0 |
-3-0 |
-0.5% |
658-6 |
Low |
640-0 |
638-0 |
-2-0 |
-0.3% |
638-0 |
Close |
640-4 |
646-0 |
5-4 |
0.9% |
646-0 |
Range |
11-0 |
10-0 |
-1-0 |
-9.1% |
20-6 |
ATR |
12-6 |
12-4 |
-0-2 |
-1.5% |
0-0 |
Volume |
59,545 |
50,644 |
-8,901 |
-14.9% |
259,530 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
674-0 |
670-0 |
651-4 |
|
R3 |
664-0 |
660-0 |
648-6 |
|
R2 |
654-0 |
654-0 |
647-7 |
|
R1 |
650-0 |
650-0 |
646-7 |
652-0 |
PP |
644-0 |
644-0 |
644-0 |
645-0 |
S1 |
640-0 |
640-0 |
645-1 |
642-0 |
S2 |
634-0 |
634-0 |
644-1 |
|
S3 |
624-0 |
630-0 |
643-2 |
|
S4 |
614-0 |
620-0 |
640-4 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-7 |
698-5 |
657-3 |
|
R3 |
689-1 |
677-7 |
651-6 |
|
R2 |
668-3 |
668-3 |
649-6 |
|
R1 |
657-1 |
657-1 |
647-7 |
652-3 |
PP |
647-5 |
647-5 |
647-5 |
645-2 |
S1 |
636-3 |
636-3 |
644-1 |
631-5 |
S2 |
626-7 |
626-7 |
642-2 |
|
S3 |
606-1 |
615-5 |
640-2 |
|
S4 |
585-3 |
594-7 |
634-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-6 |
638-0 |
20-6 |
3.2% |
10-4 |
1.6% |
39% |
False |
True |
51,906 |
10 |
658-6 |
635-4 |
23-2 |
3.6% |
12-2 |
1.9% |
45% |
False |
False |
62,236 |
20 |
679-6 |
635-4 |
44-2 |
6.8% |
12-6 |
2.0% |
24% |
False |
False |
54,514 |
40 |
705-6 |
635-4 |
70-2 |
10.9% |
12-6 |
2.0% |
15% |
False |
False |
41,673 |
60 |
738-2 |
635-4 |
102-6 |
15.9% |
12-7 |
2.0% |
10% |
False |
False |
35,447 |
80 |
758-2 |
635-4 |
122-6 |
19.0% |
13-3 |
2.1% |
9% |
False |
False |
31,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
690-4 |
2.618 |
674-1 |
1.618 |
664-1 |
1.000 |
658-0 |
0.618 |
654-1 |
HIGH |
648-0 |
0.618 |
644-1 |
0.500 |
643-0 |
0.382 |
641-7 |
LOW |
638-0 |
0.618 |
631-7 |
1.000 |
628-0 |
1.618 |
621-7 |
2.618 |
611-7 |
4.250 |
595-4 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
645-0 |
648-3 |
PP |
644-0 |
647-5 |
S1 |
643-0 |
646-6 |
|