CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
670-0 |
672-4 |
2-4 |
0.4% |
661-2 |
| High |
679-6 |
678-4 |
-1-2 |
-0.2% |
679-6 |
| Low |
669-0 |
654-0 |
-15-0 |
-2.2% |
659-2 |
| Close |
673-0 |
657-6 |
-15-2 |
-2.3% |
673-0 |
| Range |
10-6 |
24-4 |
13-6 |
127.9% |
20-4 |
| ATR |
12-4 |
13-3 |
0-7 |
6.9% |
0-0 |
| Volume |
55,292 |
43,887 |
-11,405 |
-20.6% |
203,619 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
736-7 |
721-7 |
671-2 |
|
| R3 |
712-3 |
697-3 |
664-4 |
|
| R2 |
687-7 |
687-7 |
662-2 |
|
| R1 |
672-7 |
672-7 |
660-0 |
668-1 |
| PP |
663-3 |
663-3 |
663-3 |
661-0 |
| S1 |
648-3 |
648-3 |
655-4 |
643-5 |
| S2 |
638-7 |
638-7 |
653-2 |
|
| S3 |
614-3 |
623-7 |
651-0 |
|
| S4 |
589-7 |
599-3 |
644-2 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732-1 |
723-1 |
684-2 |
|
| R3 |
711-5 |
702-5 |
678-5 |
|
| R2 |
691-1 |
691-1 |
676-6 |
|
| R1 |
682-1 |
682-1 |
674-7 |
686-5 |
| PP |
670-5 |
670-5 |
670-5 |
673-0 |
| S1 |
661-5 |
661-5 |
671-1 |
666-1 |
| S2 |
650-1 |
650-1 |
669-2 |
|
| S3 |
629-5 |
641-1 |
667-3 |
|
| S4 |
609-1 |
620-5 |
661-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
679-6 |
654-0 |
25-6 |
3.9% |
16-0 |
2.4% |
15% |
False |
True |
44,415 |
| 10 |
679-6 |
654-0 |
25-6 |
3.9% |
12-3 |
1.9% |
15% |
False |
True |
35,011 |
| 20 |
705-6 |
654-0 |
51-6 |
7.9% |
12-5 |
1.9% |
7% |
False |
True |
32,417 |
| 40 |
730-6 |
654-0 |
76-6 |
11.7% |
13-1 |
2.0% |
5% |
False |
True |
29,133 |
| 60 |
748-0 |
654-0 |
94-0 |
14.3% |
13-4 |
2.1% |
4% |
False |
True |
25,603 |
| 80 |
758-6 |
654-0 |
104-6 |
15.9% |
14-2 |
2.2% |
4% |
False |
True |
22,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
782-5 |
|
2.618 |
742-5 |
|
1.618 |
718-1 |
|
1.000 |
703-0 |
|
0.618 |
693-5 |
|
HIGH |
678-4 |
|
0.618 |
669-1 |
|
0.500 |
666-2 |
|
0.382 |
663-3 |
|
LOW |
654-0 |
|
0.618 |
638-7 |
|
1.000 |
629-4 |
|
1.618 |
614-3 |
|
2.618 |
589-7 |
|
4.250 |
549-7 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
666-2 |
666-7 |
| PP |
663-3 |
663-7 |
| S1 |
660-5 |
660-6 |
|