CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
689-4 |
692-6 |
3-2 |
0.5% |
668-4 |
| High |
696-0 |
705-6 |
9-6 |
1.4% |
684-4 |
| Low |
682-4 |
689-0 |
6-4 |
1.0% |
666-2 |
| Close |
692-6 |
696-4 |
3-6 |
0.5% |
670-4 |
| Range |
13-4 |
16-6 |
3-2 |
24.1% |
18-2 |
| ATR |
14-5 |
14-6 |
0-1 |
1.1% |
0-0 |
| Volume |
37,727 |
36,248 |
-1,479 |
-3.9% |
133,451 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
747-3 |
738-5 |
705-6 |
|
| R3 |
730-5 |
721-7 |
701-1 |
|
| R2 |
713-7 |
713-7 |
699-5 |
|
| R1 |
705-1 |
705-1 |
698-0 |
709-4 |
| PP |
697-1 |
697-1 |
697-1 |
699-2 |
| S1 |
688-3 |
688-3 |
695-0 |
692-6 |
| S2 |
680-3 |
680-3 |
693-3 |
|
| S3 |
663-5 |
671-5 |
691-7 |
|
| S4 |
646-7 |
654-7 |
687-2 |
|
|
| 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 |
705-6 |
669-0 |
36-6 |
5.3% |
15-5 |
2.2% |
75% |
True |
False |
31,973 |
| 10 |
705-6 |
666-2 |
39-4 |
5.7% |
15-1 |
2.2% |
77% |
True |
False |
30,615 |
| 20 |
730-6 |
666-2 |
64-4 |
9.3% |
14-1 |
2.0% |
47% |
False |
False |
28,330 |
| 40 |
738-2 |
666-2 |
72-0 |
10.3% |
14-1 |
2.0% |
42% |
False |
False |
23,319 |
| 60 |
758-6 |
666-2 |
92-4 |
13.3% |
14-7 |
2.1% |
33% |
False |
False |
20,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777-0 |
|
2.618 |
749-5 |
|
1.618 |
732-7 |
|
1.000 |
722-4 |
|
0.618 |
716-1 |
|
HIGH |
705-6 |
|
0.618 |
699-3 |
|
0.500 |
697-3 |
|
0.382 |
695-3 |
|
LOW |
689-0 |
|
0.618 |
678-5 |
|
1.000 |
672-2 |
|
1.618 |
661-7 |
|
2.618 |
645-1 |
|
4.250 |
617-6 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
697-3 |
694-3 |
| PP |
697-1 |
692-1 |
| S1 |
696-6 |
690-0 |
|