CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
648-4 |
641-2 |
-7-2 |
-1.1% |
663-6 |
High |
651-4 |
648-2 |
-3-2 |
-0.5% |
664-0 |
Low |
639-2 |
640-0 |
0-6 |
0.1% |
636-6 |
Close |
641-2 |
646-4 |
5-2 |
0.8% |
647-6 |
Range |
12-2 |
8-2 |
-4-0 |
-32.7% |
27-2 |
ATR |
12-6 |
12-4 |
-0-3 |
-2.5% |
0-0 |
Volume |
42,772 |
29,909 |
-12,863 |
-30.1% |
159,779 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-5 |
666-3 |
651-0 |
|
R3 |
661-3 |
658-1 |
648-6 |
|
R2 |
653-1 |
653-1 |
648-0 |
|
R1 |
649-7 |
649-7 |
647-2 |
651-4 |
PP |
644-7 |
644-7 |
644-7 |
645-6 |
S1 |
641-5 |
641-5 |
645-6 |
643-2 |
S2 |
636-5 |
636-5 |
645-0 |
|
S3 |
628-3 |
633-3 |
644-2 |
|
S4 |
620-1 |
625-1 |
642-0 |
|
|
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 |
653-0 |
636-6 |
16-2 |
2.5% |
10-4 |
1.6% |
60% |
False |
False |
39,344 |
10 |
670-2 |
636-6 |
33-4 |
5.2% |
11-2 |
1.7% |
29% |
False |
False |
47,592 |
20 |
676-4 |
635-4 |
41-0 |
6.3% |
12-2 |
1.9% |
27% |
False |
False |
52,802 |
40 |
694-0 |
635-4 |
58-4 |
9.0% |
12-2 |
1.9% |
19% |
False |
False |
45,946 |
60 |
730-6 |
635-4 |
95-2 |
14.7% |
12-6 |
2.0% |
12% |
False |
False |
40,289 |
80 |
738-2 |
635-4 |
102-6 |
15.9% |
13-0 |
2.0% |
11% |
False |
False |
35,043 |
100 |
758-6 |
635-4 |
123-2 |
19.1% |
13-5 |
2.1% |
9% |
False |
False |
31,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-2 |
2.618 |
669-7 |
1.618 |
661-5 |
1.000 |
656-4 |
0.618 |
653-3 |
HIGH |
648-2 |
0.618 |
645-1 |
0.500 |
644-1 |
0.382 |
643-1 |
LOW |
640-0 |
0.618 |
634-7 |
1.000 |
631-6 |
1.618 |
626-5 |
2.618 |
618-3 |
4.250 |
605-0 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
645-6 |
646-2 |
PP |
644-7 |
645-7 |
S1 |
644-1 |
645-5 |
|