CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
675-0 |
689-4 |
14-4 |
2.1% |
668-4 |
| High |
695-0 |
696-0 |
1-0 |
0.1% |
684-4 |
| Low |
674-2 |
682-4 |
8-2 |
1.2% |
666-2 |
| Close |
690-4 |
692-6 |
2-2 |
0.3% |
670-4 |
| Range |
20-6 |
13-4 |
-7-2 |
-34.9% |
18-2 |
| ATR |
14-5 |
14-5 |
-0-1 |
-0.6% |
0-0 |
| Volume |
30,725 |
37,727 |
7,002 |
22.8% |
133,451 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
730-7 |
725-3 |
700-1 |
|
| R3 |
717-3 |
711-7 |
696-4 |
|
| R2 |
703-7 |
703-7 |
695-2 |
|
| R1 |
698-3 |
698-3 |
694-0 |
701-1 |
| PP |
690-3 |
690-3 |
690-3 |
691-6 |
| S1 |
684-7 |
684-7 |
691-4 |
687-5 |
| S2 |
676-7 |
676-7 |
690-2 |
|
| S3 |
663-3 |
671-3 |
689-0 |
|
| S4 |
649-7 |
657-7 |
685-3 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
728-4 |
717-6 |
680-4 |
|
| R3 |
710-2 |
699-4 |
675-4 |
|
| R2 |
692-0 |
692-0 |
673-7 |
|
| R1 |
681-2 |
681-2 |
672-1 |
686-5 |
| PP |
673-6 |
673-6 |
673-6 |
676-4 |
| S1 |
663-0 |
663-0 |
668-7 |
668-3 |
| S2 |
655-4 |
655-4 |
667-1 |
|
| S3 |
637-2 |
644-6 |
665-4 |
|
| S4 |
619-0 |
626-4 |
660-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
696-0 |
669-0 |
27-0 |
3.9% |
15-0 |
2.2% |
88% |
True |
False |
32,773 |
| 10 |
704-6 |
666-2 |
38-4 |
5.6% |
14-6 |
2.1% |
69% |
False |
False |
29,045 |
| 20 |
730-6 |
666-2 |
64-4 |
9.3% |
14-1 |
2.0% |
41% |
False |
False |
27,400 |
| 40 |
741-2 |
666-2 |
75-0 |
10.8% |
13-7 |
2.0% |
35% |
False |
False |
22,888 |
| 60 |
758-6 |
666-2 |
92-4 |
13.4% |
14-6 |
2.1% |
29% |
False |
False |
20,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753-3 |
|
2.618 |
731-3 |
|
1.618 |
717-7 |
|
1.000 |
709-4 |
|
0.618 |
704-3 |
|
HIGH |
696-0 |
|
0.618 |
690-7 |
|
0.500 |
689-2 |
|
0.382 |
687-5 |
|
LOW |
682-4 |
|
0.618 |
674-1 |
|
1.000 |
669-0 |
|
1.618 |
660-5 |
|
2.618 |
647-1 |
|
4.250 |
625-1 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
691-5 |
689-3 |
| PP |
690-3 |
685-7 |
| S1 |
689-2 |
682-4 |
|