CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
665-6 |
676-0 |
10-2 |
1.5% |
677-6 |
| High |
679-2 |
679-6 |
0-4 |
0.1% |
678-4 |
| Low |
665-6 |
661-0 |
-4-6 |
-0.7% |
658-2 |
| Close |
677-0 |
670-4 |
-6-4 |
-1.0% |
661-4 |
| Range |
13-4 |
18-6 |
5-2 |
38.9% |
20-2 |
| ATR |
12-1 |
12-5 |
0-4 |
3.9% |
0-0 |
| Volume |
38,697 |
61,412 |
22,715 |
58.7% |
129,873 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
726-5 |
717-3 |
680-6 |
|
| R3 |
707-7 |
698-5 |
675-5 |
|
| R2 |
689-1 |
689-1 |
674-0 |
|
| R1 |
679-7 |
679-7 |
672-2 |
675-1 |
| PP |
670-3 |
670-3 |
670-3 |
668-0 |
| S1 |
661-1 |
661-1 |
668-6 |
656-3 |
| S2 |
651-5 |
651-5 |
667-0 |
|
| S3 |
632-7 |
642-3 |
665-3 |
|
| S4 |
614-1 |
623-5 |
660-2 |
|
|
| 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 |
679-6 |
659-2 |
20-4 |
3.1% |
12-2 |
1.8% |
55% |
True |
False |
34,512 |
| 10 |
680-4 |
658-2 |
22-2 |
3.3% |
11-1 |
1.7% |
55% |
False |
False |
30,695 |
| 20 |
705-6 |
658-2 |
47-4 |
7.1% |
12-2 |
1.8% |
26% |
False |
False |
30,216 |
| 40 |
730-6 |
658-2 |
72-4 |
10.8% |
12-6 |
1.9% |
17% |
False |
False |
27,648 |
| 60 |
751-4 |
658-2 |
93-2 |
13.9% |
13-4 |
2.0% |
13% |
False |
False |
24,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
759-4 |
|
2.618 |
728-7 |
|
1.618 |
710-1 |
|
1.000 |
698-4 |
|
0.618 |
691-3 |
|
HIGH |
679-6 |
|
0.618 |
672-5 |
|
0.500 |
670-3 |
|
0.382 |
668-1 |
|
LOW |
661-0 |
|
0.618 |
649-3 |
|
1.000 |
642-2 |
|
1.618 |
630-5 |
|
2.618 |
611-7 |
|
4.250 |
581-2 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
670-4 |
670-4 |
| PP |
670-3 |
670-3 |
| S1 |
670-3 |
670-3 |
|