CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
672-4 |
658-6 |
-13-6 |
-2.0% |
661-2 |
| High |
678-4 |
663-4 |
-15-0 |
-2.2% |
679-6 |
| Low |
654-0 |
654-4 |
0-4 |
0.1% |
659-2 |
| Close |
657-6 |
662-6 |
5-0 |
0.8% |
673-0 |
| Range |
24-4 |
9-0 |
-15-4 |
-63.3% |
20-4 |
| ATR |
13-3 |
13-0 |
-0-2 |
-2.3% |
0-0 |
| Volume |
43,887 |
58,171 |
14,284 |
32.5% |
203,619 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687-2 |
684-0 |
667-6 |
|
| R3 |
678-2 |
675-0 |
665-2 |
|
| R2 |
669-2 |
669-2 |
664-3 |
|
| R1 |
666-0 |
666-0 |
663-5 |
667-5 |
| PP |
660-2 |
660-2 |
660-2 |
661-0 |
| S1 |
657-0 |
657-0 |
661-7 |
658-5 |
| S2 |
651-2 |
651-2 |
661-1 |
|
| S3 |
642-2 |
648-0 |
660-2 |
|
| S4 |
633-2 |
639-0 |
657-6 |
|
|
| 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% |
15-2 |
2.3% |
34% |
False |
False |
51,491 |
| 10 |
679-6 |
654-0 |
25-6 |
3.9% |
12-3 |
1.9% |
34% |
False |
False |
37,891 |
| 20 |
705-6 |
654-0 |
51-6 |
7.8% |
12-0 |
1.8% |
17% |
False |
False |
33,789 |
| 40 |
730-6 |
654-0 |
76-6 |
11.6% |
13-0 |
2.0% |
11% |
False |
False |
30,154 |
| 60 |
742-6 |
654-0 |
88-6 |
13.4% |
13-2 |
2.0% |
10% |
False |
False |
26,196 |
| 80 |
758-6 |
654-0 |
104-6 |
15.8% |
14-2 |
2.1% |
8% |
False |
False |
23,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701-6 |
|
2.618 |
687-0 |
|
1.618 |
678-0 |
|
1.000 |
672-4 |
|
0.618 |
669-0 |
|
HIGH |
663-4 |
|
0.618 |
660-0 |
|
0.500 |
659-0 |
|
0.382 |
658-0 |
|
LOW |
654-4 |
|
0.618 |
649-0 |
|
1.000 |
645-4 |
|
1.618 |
640-0 |
|
2.618 |
631-0 |
|
4.250 |
616-2 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
661-4 |
666-7 |
| PP |
660-2 |
665-4 |
| S1 |
659-0 |
664-1 |
|