CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
665-6 |
659-4 |
-6-2 |
-0.9% |
650-0 |
High |
669-4 |
663-6 |
-5-6 |
-0.9% |
658-6 |
Low |
658-2 |
652-0 |
-6-2 |
-0.9% |
638-0 |
Close |
659-4 |
654-2 |
-5-2 |
-0.8% |
646-0 |
Range |
11-2 |
11-6 |
0-4 |
4.4% |
20-6 |
ATR |
13-3 |
13-2 |
-0-1 |
-0.9% |
0-0 |
Volume |
60,915 |
39,453 |
-21,462 |
-35.2% |
259,530 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691-7 |
684-7 |
660-6 |
|
R3 |
680-1 |
673-1 |
657-4 |
|
R2 |
668-3 |
668-3 |
656-3 |
|
R1 |
661-3 |
661-3 |
655-3 |
659-0 |
PP |
656-5 |
656-5 |
656-5 |
655-4 |
S1 |
649-5 |
649-5 |
653-1 |
647-2 |
S2 |
644-7 |
644-7 |
652-1 |
|
S3 |
633-1 |
637-7 |
651-0 |
|
S4 |
621-3 |
626-1 |
647-6 |
|
|
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 |
5.9% |
13-4 |
2.1% |
42% |
False |
False |
57,162 |
10 |
676-4 |
638-0 |
38-4 |
5.9% |
12-4 |
1.9% |
42% |
False |
False |
56,547 |
20 |
679-6 |
635-4 |
44-2 |
6.8% |
13-0 |
2.0% |
42% |
False |
False |
58,856 |
40 |
705-6 |
635-4 |
70-2 |
10.7% |
12-5 |
1.9% |
27% |
False |
False |
44,536 |
60 |
730-6 |
635-4 |
95-2 |
14.6% |
12-7 |
2.0% |
20% |
False |
False |
38,050 |
80 |
751-4 |
635-4 |
116-0 |
17.7% |
13-3 |
2.0% |
16% |
False |
False |
33,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
713-6 |
2.618 |
694-4 |
1.618 |
682-6 |
1.000 |
675-4 |
0.618 |
671-0 |
HIGH |
663-6 |
0.618 |
659-2 |
0.500 |
657-7 |
0.382 |
656-4 |
LOW |
652-0 |
0.618 |
644-6 |
1.000 |
640-2 |
1.618 |
633-0 |
2.618 |
621-2 |
4.250 |
602-0 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
657-7 |
661-1 |
PP |
656-5 |
658-7 |
S1 |
655-4 |
656-4 |
|