CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
638-0 |
652-0 |
14-0 |
2.2% |
650-0 |
High |
648-0 |
676-4 |
28-4 |
4.4% |
658-6 |
Low |
638-0 |
651-2 |
13-2 |
2.1% |
638-0 |
Close |
646-0 |
666-6 |
20-6 |
3.2% |
646-0 |
Range |
10-0 |
25-2 |
15-2 |
152.5% |
20-6 |
ATR |
12-4 |
13-7 |
1-2 |
10.2% |
0-0 |
Volume |
50,644 |
39,574 |
-11,070 |
-21.9% |
259,530 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
740-5 |
728-7 |
680-5 |
|
R3 |
715-3 |
703-5 |
673-6 |
|
R2 |
690-1 |
690-1 |
671-3 |
|
R1 |
678-3 |
678-3 |
669-1 |
684-2 |
PP |
664-7 |
664-7 |
664-7 |
667-6 |
S1 |
653-1 |
653-1 |
664-3 |
659-0 |
S2 |
639-5 |
639-5 |
662-1 |
|
S3 |
614-3 |
627-7 |
659-6 |
|
S4 |
589-1 |
602-5 |
652-7 |
|
|
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 |
676-4 |
638-0 |
38-4 |
5.8% |
14-0 |
2.1% |
75% |
True |
False |
48,258 |
10 |
676-4 |
635-4 |
41-0 |
6.1% |
13-2 |
2.0% |
76% |
True |
False |
58,012 |
20 |
679-6 |
635-4 |
44-2 |
6.6% |
13-5 |
2.0% |
71% |
False |
False |
55,221 |
40 |
705-6 |
635-4 |
70-2 |
10.5% |
12-7 |
1.9% |
44% |
False |
False |
42,115 |
60 |
738-2 |
635-4 |
102-6 |
15.4% |
13-1 |
2.0% |
30% |
False |
False |
35,877 |
80 |
758-2 |
635-4 |
122-6 |
18.4% |
13-4 |
2.0% |
25% |
False |
False |
31,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
783-6 |
2.618 |
742-5 |
1.618 |
717-3 |
1.000 |
701-6 |
0.618 |
692-1 |
HIGH |
676-4 |
0.618 |
666-7 |
0.500 |
663-7 |
0.382 |
660-7 |
LOW |
651-2 |
0.618 |
635-5 |
1.000 |
626-0 |
1.618 |
610-3 |
2.618 |
585-1 |
4.250 |
544-0 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
665-6 |
663-5 |
PP |
664-7 |
660-3 |
S1 |
663-7 |
657-2 |
|