CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
722-6 |
719-2 |
-3-4 |
-0.5% |
733-6 |
| High |
727-4 |
726-0 |
-1-4 |
-0.2% |
738-2 |
| Low |
715-4 |
717-2 |
1-6 |
0.2% |
715-4 |
| Close |
720-4 |
719-2 |
-1-2 |
-0.2% |
719-2 |
| Range |
12-0 |
8-6 |
-3-2 |
-27.1% |
22-6 |
| ATR |
15-1 |
14-5 |
-0-4 |
-3.0% |
0-0 |
| Volume |
18,733 |
21,040 |
2,307 |
12.3% |
104,942 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-1 |
741-7 |
724-0 |
|
| R3 |
738-3 |
733-1 |
721-5 |
|
| R2 |
729-5 |
729-5 |
720-7 |
|
| R1 |
724-3 |
724-3 |
720-0 |
723-5 |
| PP |
720-7 |
720-7 |
720-7 |
720-4 |
| S1 |
715-5 |
715-5 |
718-4 |
714-7 |
| S2 |
712-1 |
712-1 |
717-5 |
|
| S3 |
703-3 |
706-7 |
716-7 |
|
| S4 |
694-5 |
698-1 |
714-4 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
792-5 |
778-5 |
731-6 |
|
| R3 |
769-7 |
755-7 |
725-4 |
|
| R2 |
747-1 |
747-1 |
723-3 |
|
| R1 |
733-1 |
733-1 |
721-3 |
728-6 |
| PP |
724-3 |
724-3 |
724-3 |
722-1 |
| S1 |
710-3 |
710-3 |
717-1 |
706-0 |
| S2 |
701-5 |
701-5 |
715-1 |
|
| S3 |
678-7 |
687-5 |
713-0 |
|
| S4 |
656-1 |
664-7 |
706-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763-2 |
|
2.618 |
748-7 |
|
1.618 |
740-1 |
|
1.000 |
734-6 |
|
0.618 |
731-3 |
|
HIGH |
726-0 |
|
0.618 |
722-5 |
|
0.500 |
721-5 |
|
0.382 |
720-5 |
|
LOW |
717-2 |
|
0.618 |
711-7 |
|
1.000 |
708-4 |
|
1.618 |
703-1 |
|
2.618 |
694-3 |
|
4.250 |
680-0 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
721-5 |
724-6 |
| PP |
720-7 |
722-7 |
| S1 |
720-0 |
721-1 |
|