CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
639-0 |
648-4 |
9-4 |
1.5% |
663-6 |
High |
653-0 |
651-4 |
-1-4 |
-0.2% |
664-0 |
Low |
638-2 |
639-2 |
1-0 |
0.2% |
636-6 |
Close |
647-6 |
641-2 |
-6-4 |
-1.0% |
647-6 |
Range |
14-6 |
12-2 |
-2-4 |
-16.9% |
27-2 |
ATR |
12-7 |
12-6 |
0-0 |
-0.3% |
0-0 |
Volume |
39,146 |
42,772 |
3,626 |
9.3% |
159,779 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-6 |
673-2 |
648-0 |
|
R3 |
668-4 |
661-0 |
644-5 |
|
R2 |
656-2 |
656-2 |
643-4 |
|
R1 |
648-6 |
648-6 |
642-3 |
646-3 |
PP |
644-0 |
644-0 |
644-0 |
642-6 |
S1 |
636-4 |
636-4 |
640-1 |
634-1 |
S2 |
631-6 |
631-6 |
639-0 |
|
S3 |
619-4 |
624-2 |
637-7 |
|
S4 |
607-2 |
612-0 |
634-4 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
731-2 |
716-6 |
662-6 |
|
R3 |
704-0 |
689-4 |
655-2 |
|
R2 |
676-6 |
676-6 |
652-6 |
|
R1 |
662-2 |
662-2 |
650-2 |
655-7 |
PP |
649-4 |
649-4 |
649-4 |
646-2 |
S1 |
635-0 |
635-0 |
645-2 |
628-5 |
S2 |
622-2 |
622-2 |
642-6 |
|
S3 |
595-0 |
607-6 |
640-2 |
|
S4 |
567-6 |
580-4 |
632-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
664-0 |
636-6 |
27-2 |
4.2% |
12-5 |
2.0% |
17% |
False |
False |
40,510 |
10 |
676-4 |
636-6 |
39-6 |
6.2% |
13-0 |
2.0% |
11% |
False |
False |
48,558 |
20 |
676-4 |
635-4 |
41-0 |
6.4% |
12-5 |
2.0% |
14% |
False |
False |
55,397 |
40 |
694-0 |
635-4 |
58-4 |
9.1% |
12-2 |
1.9% |
10% |
False |
False |
45,750 |
60 |
730-6 |
635-4 |
95-2 |
14.9% |
12-7 |
2.0% |
6% |
False |
False |
40,180 |
80 |
738-2 |
635-4 |
102-6 |
16.0% |
13-0 |
2.0% |
6% |
False |
False |
34,897 |
100 |
758-6 |
635-4 |
123-2 |
19.2% |
13-6 |
2.1% |
5% |
False |
False |
31,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
703-4 |
2.618 |
683-5 |
1.618 |
671-3 |
1.000 |
663-6 |
0.618 |
659-1 |
HIGH |
651-4 |
0.618 |
646-7 |
0.500 |
645-3 |
0.382 |
643-7 |
LOW |
639-2 |
0.618 |
631-5 |
1.000 |
627-0 |
1.618 |
619-3 |
2.618 |
607-1 |
4.250 |
587-2 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
645-3 |
644-7 |
PP |
644-0 |
643-5 |
S1 |
642-5 |
642-4 |
|