CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
662-4 |
655-2 |
-7-2 |
-1.1% |
661-2 |
| High |
665-2 |
660-2 |
-5-0 |
-0.8% |
679-6 |
| Low |
651-2 |
652-0 |
0-6 |
0.1% |
659-2 |
| Close |
656-2 |
653-6 |
-2-4 |
-0.4% |
673-0 |
| Range |
14-0 |
8-2 |
-5-6 |
-41.1% |
20-4 |
| ATR |
13-1 |
12-6 |
-0-3 |
-2.6% |
0-0 |
| Volume |
40,165 |
61,098 |
20,933 |
52.1% |
203,619 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
680-1 |
675-1 |
658-2 |
|
| R3 |
671-7 |
666-7 |
656-0 |
|
| R2 |
663-5 |
663-5 |
655-2 |
|
| R1 |
658-5 |
658-5 |
654-4 |
657-0 |
| PP |
655-3 |
655-3 |
655-3 |
654-4 |
| S1 |
650-3 |
650-3 |
653-0 |
648-6 |
| S2 |
647-1 |
647-1 |
652-2 |
|
| S3 |
638-7 |
642-1 |
651-4 |
|
| S4 |
630-5 |
633-7 |
649-2 |
|
|
| 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 |
651-2 |
28-4 |
4.4% |
13-2 |
2.0% |
9% |
False |
False |
51,722 |
| 10 |
679-6 |
651-2 |
28-4 |
4.4% |
12-6 |
2.0% |
9% |
False |
False |
43,117 |
| 20 |
701-2 |
651-2 |
50-0 |
7.6% |
11-5 |
1.8% |
5% |
False |
False |
35,154 |
| 40 |
730-6 |
651-2 |
79-4 |
12.2% |
12-7 |
2.0% |
3% |
False |
False |
31,742 |
| 60 |
738-2 |
651-2 |
87-0 |
13.3% |
13-2 |
2.0% |
3% |
False |
False |
27,264 |
| 80 |
758-6 |
651-2 |
107-4 |
16.4% |
14-0 |
2.1% |
2% |
False |
False |
24,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
695-2 |
|
2.618 |
681-7 |
|
1.618 |
673-5 |
|
1.000 |
668-4 |
|
0.618 |
665-3 |
|
HIGH |
660-2 |
|
0.618 |
657-1 |
|
0.500 |
656-1 |
|
0.382 |
655-1 |
|
LOW |
652-0 |
|
0.618 |
646-7 |
|
1.000 |
643-6 |
|
1.618 |
638-5 |
|
2.618 |
630-3 |
|
4.250 |
617-0 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
656-1 |
658-2 |
| PP |
655-3 |
656-6 |
| S1 |
654-4 |
655-2 |
|