CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
647-6 |
653-0 |
5-2 |
0.8% |
648-4 |
| High |
655-0 |
653-0 |
-2-0 |
-0.3% |
655-0 |
| Low |
637-2 |
640-0 |
2-6 |
0.4% |
637-2 |
| Close |
653-0 |
641-4 |
-11-4 |
-1.8% |
641-4 |
| Range |
17-6 |
13-0 |
-4-6 |
-26.8% |
17-6 |
| ATR |
12-6 |
12-6 |
0-0 |
0.2% |
0-0 |
| Volume |
43,089 |
54,013 |
10,924 |
25.4% |
201,138 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683-7 |
675-5 |
648-5 |
|
| R3 |
670-7 |
662-5 |
645-1 |
|
| R2 |
657-7 |
657-7 |
643-7 |
|
| R1 |
649-5 |
649-5 |
642-6 |
647-2 |
| PP |
644-7 |
644-7 |
644-7 |
643-5 |
| S1 |
636-5 |
636-5 |
640-2 |
634-2 |
| S2 |
631-7 |
631-7 |
639-1 |
|
| S3 |
618-7 |
623-5 |
637-7 |
|
| S4 |
605-7 |
610-5 |
634-3 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
697-7 |
687-3 |
651-2 |
|
| R3 |
680-1 |
669-5 |
646-3 |
|
| R2 |
662-3 |
662-3 |
644-6 |
|
| R1 |
651-7 |
651-7 |
643-1 |
648-2 |
| PP |
644-5 |
644-5 |
644-5 |
642-6 |
| S1 |
634-1 |
634-1 |
639-7 |
630-4 |
| S2 |
626-7 |
626-7 |
638-2 |
|
| S3 |
609-1 |
616-3 |
636-5 |
|
| S4 |
591-3 |
598-5 |
631-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
655-0 |
637-2 |
17-6 |
2.8% |
12-3 |
1.9% |
24% |
False |
False |
40,227 |
| 10 |
664-0 |
636-6 |
27-2 |
4.2% |
12-1 |
1.9% |
17% |
False |
False |
40,878 |
| 20 |
676-4 |
636-6 |
39-6 |
6.2% |
12-3 |
1.9% |
12% |
False |
False |
48,713 |
| 40 |
680-4 |
635-4 |
45-0 |
7.0% |
12-2 |
1.9% |
13% |
False |
False |
47,321 |
| 60 |
726-4 |
635-4 |
91-0 |
14.2% |
12-5 |
2.0% |
7% |
False |
False |
41,382 |
| 80 |
738-2 |
635-4 |
102-6 |
16.0% |
13-0 |
2.0% |
6% |
False |
False |
36,020 |
| 100 |
758-6 |
635-4 |
123-2 |
19.2% |
13-5 |
2.1% |
5% |
False |
False |
32,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708-2 |
|
2.618 |
687-0 |
|
1.618 |
674-0 |
|
1.000 |
666-0 |
|
0.618 |
661-0 |
|
HIGH |
653-0 |
|
0.618 |
648-0 |
|
0.500 |
646-4 |
|
0.382 |
645-0 |
|
LOW |
640-0 |
|
0.618 |
632-0 |
|
1.000 |
627-0 |
|
1.618 |
619-0 |
|
2.618 |
606-0 |
|
4.250 |
584-6 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
646-4 |
646-1 |
| PP |
644-7 |
644-5 |
| S1 |
643-1 |
643-0 |
|