CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
692-6 |
696-6 |
4-0 |
0.6% |
669-6 |
| High |
705-6 |
701-2 |
-4-4 |
-0.6% |
705-6 |
| Low |
689-0 |
692-4 |
3-4 |
0.5% |
669-0 |
| Close |
696-4 |
693-6 |
-2-6 |
-0.4% |
693-6 |
| Range |
16-6 |
8-6 |
-8-0 |
-47.8% |
36-6 |
| ATR |
14-6 |
14-2 |
-0-3 |
-2.9% |
0-0 |
| Volume |
36,248 |
41,999 |
5,751 |
15.9% |
167,158 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
722-1 |
716-5 |
698-4 |
|
| R3 |
713-3 |
707-7 |
696-1 |
|
| R2 |
704-5 |
704-5 |
695-3 |
|
| R1 |
699-1 |
699-1 |
694-4 |
697-4 |
| PP |
695-7 |
695-7 |
695-7 |
695-0 |
| S1 |
690-3 |
690-3 |
693-0 |
688-6 |
| S2 |
687-1 |
687-1 |
692-1 |
|
| S3 |
678-3 |
681-5 |
691-3 |
|
| S4 |
669-5 |
672-7 |
689-0 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
799-6 |
783-4 |
714-0 |
|
| R3 |
763-0 |
746-6 |
703-7 |
|
| R2 |
726-2 |
726-2 |
700-4 |
|
| R1 |
710-0 |
710-0 |
697-1 |
718-1 |
| PP |
689-4 |
689-4 |
689-4 |
693-4 |
| S1 |
673-2 |
673-2 |
690-3 |
681-3 |
| S2 |
652-6 |
652-6 |
687-0 |
|
| S3 |
616-0 |
636-4 |
683-5 |
|
| S4 |
579-2 |
599-6 |
673-4 |
|
|
| 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% |
14-4 |
2.1% |
67% |
False |
False |
33,431 |
| 10 |
705-6 |
666-2 |
39-4 |
5.7% |
15-0 |
2.2% |
70% |
False |
False |
32,250 |
| 20 |
730-6 |
666-2 |
64-4 |
9.3% |
14-0 |
2.0% |
43% |
False |
False |
29,039 |
| 40 |
738-2 |
666-2 |
72-0 |
10.4% |
13-7 |
2.0% |
38% |
False |
False |
24,044 |
| 60 |
758-6 |
666-2 |
92-4 |
13.3% |
14-6 |
2.1% |
30% |
False |
False |
21,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
738-4 |
|
2.618 |
724-1 |
|
1.618 |
715-3 |
|
1.000 |
710-0 |
|
0.618 |
706-5 |
|
HIGH |
701-2 |
|
0.618 |
697-7 |
|
0.500 |
696-7 |
|
0.382 |
695-7 |
|
LOW |
692-4 |
|
0.618 |
687-1 |
|
1.000 |
683-6 |
|
1.618 |
678-3 |
|
2.618 |
669-5 |
|
4.250 |
655-2 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
696-7 |
694-1 |
| PP |
695-7 |
694-0 |
| S1 |
694-6 |
693-7 |
|