CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
658-6 |
662-4 |
3-6 |
0.6% |
661-2 |
| High |
663-4 |
665-2 |
1-6 |
0.3% |
679-6 |
| Low |
654-4 |
651-2 |
-3-2 |
-0.5% |
659-2 |
| Close |
662-6 |
656-2 |
-6-4 |
-1.0% |
673-0 |
| Range |
9-0 |
14-0 |
5-0 |
55.6% |
20-4 |
| ATR |
13-0 |
13-1 |
0-1 |
0.5% |
0-0 |
| Volume |
58,171 |
40,165 |
-18,006 |
-31.0% |
203,619 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699-5 |
691-7 |
664-0 |
|
| R3 |
685-5 |
677-7 |
660-1 |
|
| R2 |
671-5 |
671-5 |
658-7 |
|
| R1 |
663-7 |
663-7 |
657-4 |
660-6 |
| PP |
657-5 |
657-5 |
657-5 |
656-0 |
| S1 |
649-7 |
649-7 |
655-0 |
646-6 |
| S2 |
643-5 |
643-5 |
653-5 |
|
| S3 |
629-5 |
635-7 |
652-3 |
|
| S4 |
615-5 |
621-7 |
648-4 |
|
|
| 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 |
651-2 |
28-4 |
4.3% |
15-3 |
2.3% |
18% |
False |
True |
51,785 |
| 10 |
679-6 |
651-2 |
28-4 |
4.3% |
12-7 |
2.0% |
18% |
False |
True |
39,789 |
| 20 |
705-6 |
651-2 |
54-4 |
8.3% |
12-1 |
1.8% |
9% |
False |
True |
33,911 |
| 40 |
730-6 |
651-2 |
79-4 |
12.1% |
13-1 |
2.0% |
6% |
False |
True |
30,656 |
| 60 |
741-2 |
651-2 |
90-0 |
13.7% |
13-2 |
2.0% |
6% |
False |
True |
26,562 |
| 80 |
758-6 |
651-2 |
107-4 |
16.4% |
14-1 |
2.1% |
5% |
False |
True |
23,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
724-6 |
|
2.618 |
701-7 |
|
1.618 |
687-7 |
|
1.000 |
679-2 |
|
0.618 |
673-7 |
|
HIGH |
665-2 |
|
0.618 |
659-7 |
|
0.500 |
658-2 |
|
0.382 |
656-5 |
|
LOW |
651-2 |
|
0.618 |
642-5 |
|
1.000 |
637-2 |
|
1.618 |
628-5 |
|
2.618 |
614-5 |
|
4.250 |
591-6 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
658-2 |
664-7 |
| PP |
657-5 |
662-0 |
| S1 |
656-7 |
659-1 |
|