CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
640-0 |
641-2 |
1-2 |
0.2% |
648-4 |
| High |
648-6 |
652-0 |
3-2 |
0.5% |
655-0 |
| Low |
638-4 |
641-2 |
2-6 |
0.4% |
637-2 |
| Close |
641-2 |
643-0 |
1-6 |
0.3% |
641-4 |
| Range |
10-2 |
10-6 |
0-4 |
4.9% |
17-6 |
| ATR |
12-4 |
12-3 |
-0-1 |
-1.0% |
0-0 |
| Volume |
42,227 |
39,528 |
-2,699 |
-6.4% |
201,138 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-5 |
671-1 |
648-7 |
|
| R3 |
666-7 |
660-3 |
646-0 |
|
| R2 |
656-1 |
656-1 |
645-0 |
|
| R1 |
649-5 |
649-5 |
644-0 |
652-7 |
| PP |
645-3 |
645-3 |
645-3 |
647-0 |
| S1 |
638-7 |
638-7 |
642-0 |
642-1 |
| S2 |
634-5 |
634-5 |
641-0 |
|
| S3 |
623-7 |
628-1 |
640-0 |
|
| S4 |
613-1 |
617-3 |
637-1 |
|
|
| 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% |
12-4 |
1.9% |
32% |
False |
False |
42,042 |
| 10 |
655-0 |
636-6 |
18-2 |
2.8% |
11-4 |
1.8% |
34% |
False |
False |
40,693 |
| 20 |
676-4 |
636-6 |
39-6 |
6.2% |
12-2 |
1.9% |
16% |
False |
False |
46,371 |
| 40 |
679-6 |
635-4 |
44-2 |
6.9% |
12-2 |
1.9% |
17% |
False |
False |
47,965 |
| 60 |
713-4 |
635-4 |
78-0 |
12.1% |
12-5 |
2.0% |
10% |
False |
False |
41,680 |
| 80 |
738-2 |
635-4 |
102-6 |
16.0% |
12-7 |
2.0% |
7% |
False |
False |
36,665 |
| 100 |
758-6 |
635-4 |
123-2 |
19.2% |
13-5 |
2.1% |
6% |
False |
False |
32,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697-6 |
|
2.618 |
680-1 |
|
1.618 |
669-3 |
|
1.000 |
662-6 |
|
0.618 |
658-5 |
|
HIGH |
652-0 |
|
0.618 |
647-7 |
|
0.500 |
646-5 |
|
0.382 |
645-3 |
|
LOW |
641-2 |
|
0.618 |
634-5 |
|
1.000 |
630-4 |
|
1.618 |
623-7 |
|
2.618 |
613-1 |
|
4.250 |
595-4 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
646-5 |
645-6 |
| PP |
645-3 |
644-7 |
| S1 |
644-2 |
643-7 |
|