CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
663-4 |
660-6 |
-2-6 |
-0.4% |
677-6 |
| High |
667-0 |
668-6 |
1-6 |
0.3% |
678-4 |
| Low |
658-2 |
659-4 |
1-2 |
0.2% |
658-2 |
| Close |
660-6 |
661-4 |
0-6 |
0.1% |
661-4 |
| Range |
8-6 |
9-2 |
0-4 |
5.7% |
20-2 |
| ATR |
12-4 |
12-3 |
-0-2 |
-1.9% |
0-0 |
| Volume |
27,818 |
24,235 |
-3,583 |
-12.9% |
129,873 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-0 |
685-4 |
666-5 |
|
| R3 |
681-6 |
676-2 |
664-0 |
|
| R2 |
672-4 |
672-4 |
663-2 |
|
| R1 |
667-0 |
667-0 |
662-3 |
669-6 |
| PP |
663-2 |
663-2 |
663-2 |
664-5 |
| S1 |
657-6 |
657-6 |
660-5 |
660-4 |
| S2 |
654-0 |
654-0 |
659-6 |
|
| S3 |
644-6 |
648-4 |
659-0 |
|
| S4 |
635-4 |
639-2 |
656-3 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
726-7 |
714-3 |
672-5 |
|
| R3 |
706-5 |
694-1 |
667-1 |
|
| R2 |
686-3 |
686-3 |
665-2 |
|
| R1 |
673-7 |
673-7 |
663-3 |
670-0 |
| PP |
666-1 |
666-1 |
666-1 |
664-1 |
| S1 |
653-5 |
653-5 |
659-5 |
649-6 |
| S2 |
645-7 |
645-7 |
657-6 |
|
| S3 |
625-5 |
633-3 |
655-7 |
|
| S4 |
605-3 |
613-1 |
650-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
678-4 |
658-2 |
20-2 |
3.1% |
9-4 |
1.4% |
16% |
False |
False |
25,974 |
| 10 |
694-0 |
658-2 |
35-6 |
5.4% |
10-5 |
1.6% |
9% |
False |
False |
25,414 |
| 20 |
705-6 |
658-2 |
47-4 |
7.2% |
12-6 |
1.9% |
7% |
False |
False |
28,832 |
| 40 |
738-2 |
658-2 |
80-0 |
12.1% |
13-0 |
2.0% |
4% |
False |
False |
25,913 |
| 60 |
758-2 |
658-2 |
100-0 |
15.1% |
13-5 |
2.1% |
3% |
False |
False |
23,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708-0 |
|
2.618 |
693-0 |
|
1.618 |
683-6 |
|
1.000 |
678-0 |
|
0.618 |
674-4 |
|
HIGH |
668-6 |
|
0.618 |
665-2 |
|
0.500 |
664-1 |
|
0.382 |
663-0 |
|
LOW |
659-4 |
|
0.618 |
653-6 |
|
1.000 |
650-2 |
|
1.618 |
644-4 |
|
2.618 |
635-2 |
|
4.250 |
620-2 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
664-1 |
665-2 |
| PP |
663-2 |
664-0 |
| S1 |
662-3 |
662-6 |
|