CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
666-4 |
665-6 |
-0-6 |
-0.1% |
650-0 |
| High |
670-2 |
669-4 |
-0-6 |
-0.1% |
658-6 |
| Low |
660-6 |
658-2 |
-2-4 |
-0.4% |
638-0 |
| Close |
663-6 |
659-4 |
-4-2 |
-0.6% |
646-0 |
| Range |
9-4 |
11-2 |
1-6 |
18.4% |
20-6 |
| ATR |
13-4 |
13-3 |
-0-1 |
-1.2% |
0-0 |
| Volume |
95,225 |
60,915 |
-34,310 |
-36.0% |
259,530 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
696-1 |
689-1 |
665-6 |
|
| R3 |
684-7 |
677-7 |
662-5 |
|
| R2 |
673-5 |
673-5 |
661-4 |
|
| R1 |
666-5 |
666-5 |
660-4 |
664-4 |
| PP |
662-3 |
662-3 |
662-3 |
661-3 |
| S1 |
655-3 |
655-3 |
658-4 |
653-2 |
| S2 |
651-1 |
651-1 |
657-4 |
|
| S3 |
639-7 |
644-1 |
656-3 |
|
| S4 |
628-5 |
632-7 |
653-2 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709-7 |
698-5 |
657-3 |
|
| R3 |
689-1 |
677-7 |
651-6 |
|
| R2 |
668-3 |
668-3 |
649-6 |
|
| R1 |
657-1 |
657-1 |
647-7 |
652-3 |
| PP |
647-5 |
647-5 |
647-5 |
645-2 |
| S1 |
636-3 |
636-3 |
644-1 |
631-5 |
| S2 |
626-7 |
626-7 |
642-2 |
|
| S3 |
606-1 |
615-5 |
640-2 |
|
| S4 |
585-3 |
594-7 |
634-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
676-4 |
638-0 |
38-4 |
5.8% |
13-3 |
2.0% |
56% |
False |
False |
61,180 |
| 10 |
676-4 |
638-0 |
38-4 |
5.8% |
12-5 |
1.9% |
56% |
False |
False |
58,826 |
| 20 |
679-6 |
635-4 |
44-2 |
6.7% |
13-3 |
2.0% |
54% |
False |
False |
59,953 |
| 40 |
705-6 |
635-4 |
70-2 |
10.7% |
12-5 |
1.9% |
34% |
False |
False |
44,556 |
| 60 |
734-0 |
635-4 |
98-4 |
14.9% |
12-7 |
2.0% |
24% |
False |
False |
37,758 |
| 80 |
751-4 |
635-4 |
116-0 |
17.6% |
13-3 |
2.0% |
21% |
False |
False |
32,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
717-2 |
|
2.618 |
699-0 |
|
1.618 |
687-6 |
|
1.000 |
680-6 |
|
0.618 |
676-4 |
|
HIGH |
669-4 |
|
0.618 |
665-2 |
|
0.500 |
663-7 |
|
0.382 |
662-4 |
|
LOW |
658-2 |
|
0.618 |
651-2 |
|
1.000 |
647-0 |
|
1.618 |
640-0 |
|
2.618 |
628-6 |
|
4.250 |
610-4 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
663-7 |
663-7 |
| PP |
662-3 |
662-3 |
| S1 |
661-0 |
661-0 |
|