CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
661-2 |
662-6 |
1-4 |
0.2% |
677-6 |
| High |
666-4 |
674-4 |
8-0 |
1.2% |
678-4 |
| Low |
659-2 |
661-6 |
2-4 |
0.4% |
658-2 |
| Close |
663-2 |
667-6 |
4-4 |
0.7% |
661-4 |
| Range |
7-2 |
12-6 |
5-4 |
75.9% |
20-2 |
| ATR |
12-0 |
12-0 |
0-0 |
0.5% |
0-0 |
| Volume |
25,427 |
22,791 |
-2,636 |
-10.4% |
129,873 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-2 |
699-6 |
674-6 |
|
| R3 |
693-4 |
687-0 |
671-2 |
|
| R2 |
680-6 |
680-6 |
670-1 |
|
| R1 |
674-2 |
674-2 |
668-7 |
677-4 |
| PP |
668-0 |
668-0 |
668-0 |
669-5 |
| S1 |
661-4 |
661-4 |
666-5 |
664-6 |
| S2 |
655-2 |
655-2 |
665-3 |
|
| S3 |
642-4 |
648-6 |
664-2 |
|
| S4 |
629-6 |
636-0 |
660-6 |
|
|
| 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 |
674-4 |
658-2 |
16-2 |
2.4% |
9-3 |
1.4% |
58% |
True |
False |
24,291 |
| 10 |
686-4 |
658-2 |
28-2 |
4.2% |
10-0 |
1.5% |
34% |
False |
False |
25,528 |
| 20 |
705-6 |
658-2 |
47-4 |
7.1% |
12-1 |
1.8% |
20% |
False |
False |
28,422 |
| 40 |
735-6 |
658-2 |
77-4 |
11.6% |
12-5 |
1.9% |
12% |
False |
False |
26,230 |
| 60 |
751-4 |
658-2 |
93-2 |
14.0% |
13-3 |
2.0% |
10% |
False |
False |
23,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728-6 |
|
2.618 |
707-7 |
|
1.618 |
695-1 |
|
1.000 |
687-2 |
|
0.618 |
682-3 |
|
HIGH |
674-4 |
|
0.618 |
669-5 |
|
0.500 |
668-1 |
|
0.382 |
666-5 |
|
LOW |
661-6 |
|
0.618 |
653-7 |
|
1.000 |
649-0 |
|
1.618 |
641-1 |
|
2.618 |
628-3 |
|
4.250 |
607-4 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
668-1 |
667-4 |
| PP |
668-0 |
667-1 |
| S1 |
667-7 |
666-7 |
|