CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
659-4 |
654-2 |
-5-2 |
-0.8% |
652-0 |
High |
663-6 |
658-6 |
-5-0 |
-0.8% |
676-4 |
Low |
652-0 |
650-2 |
-1-6 |
-0.3% |
650-2 |
Close |
654-2 |
654-0 |
-0-2 |
0.0% |
654-0 |
Range |
11-6 |
8-4 |
-3-2 |
-27.7% |
26-2 |
ATR |
13-2 |
12-7 |
-0-3 |
-2.6% |
0-0 |
Volume |
39,453 |
47,869 |
8,416 |
21.3% |
283,036 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-7 |
675-3 |
658-5 |
|
R3 |
671-3 |
666-7 |
656-3 |
|
R2 |
662-7 |
662-7 |
655-4 |
|
R1 |
658-3 |
658-3 |
654-6 |
656-3 |
PP |
654-3 |
654-3 |
654-3 |
653-2 |
S1 |
649-7 |
649-7 |
653-2 |
647-7 |
S2 |
645-7 |
645-7 |
652-4 |
|
S3 |
637-3 |
641-3 |
651-5 |
|
S4 |
628-7 |
632-7 |
649-3 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
739-0 |
722-6 |
668-4 |
|
R3 |
712-6 |
696-4 |
661-2 |
|
R2 |
686-4 |
686-4 |
658-6 |
|
R1 |
670-2 |
670-2 |
656-3 |
678-3 |
PP |
660-2 |
660-2 |
660-2 |
664-2 |
S1 |
644-0 |
644-0 |
651-5 |
652-1 |
S2 |
634-0 |
634-0 |
649-2 |
|
S3 |
607-6 |
617-6 |
646-6 |
|
S4 |
581-4 |
591-4 |
639-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
676-4 |
650-2 |
26-2 |
4.0% |
13-2 |
2.0% |
14% |
False |
True |
56,607 |
10 |
676-4 |
638-0 |
38-4 |
5.9% |
11-7 |
1.8% |
42% |
False |
False |
54,256 |
20 |
678-4 |
635-4 |
43-0 |
6.6% |
12-7 |
2.0% |
43% |
False |
False |
58,484 |
40 |
705-6 |
635-4 |
70-2 |
10.7% |
12-4 |
1.9% |
26% |
False |
False |
44,865 |
60 |
730-6 |
635-4 |
95-2 |
14.6% |
12-6 |
2.0% |
19% |
False |
False |
38,536 |
80 |
751-4 |
635-4 |
116-0 |
17.7% |
13-3 |
2.0% |
16% |
False |
False |
33,542 |
100 |
758-6 |
635-4 |
123-2 |
18.8% |
13-7 |
2.1% |
15% |
False |
False |
29,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
694-7 |
2.618 |
681-0 |
1.618 |
672-4 |
1.000 |
667-2 |
0.618 |
664-0 |
HIGH |
658-6 |
0.618 |
655-4 |
0.500 |
654-4 |
0.382 |
653-4 |
LOW |
650-2 |
0.618 |
645-0 |
1.000 |
641-6 |
1.618 |
636-4 |
2.618 |
628-0 |
4.250 |
614-1 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
654-4 |
659-7 |
PP |
654-3 |
657-7 |
S1 |
654-1 |
656-0 |
|