CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
641-2 |
642-2 |
1-0 |
0.2% |
648-4 |
| High |
652-0 |
648-0 |
-4-0 |
-0.6% |
655-0 |
| Low |
641-2 |
642-0 |
0-6 |
0.1% |
637-2 |
| Close |
643-0 |
646-4 |
3-4 |
0.5% |
641-4 |
| Range |
10-6 |
6-0 |
-4-6 |
-44.2% |
17-6 |
| ATR |
12-3 |
12-0 |
-0-4 |
-3.7% |
0-0 |
| Volume |
39,528 |
39,854 |
326 |
0.8% |
201,138 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-4 |
661-0 |
649-6 |
|
| R3 |
657-4 |
655-0 |
648-1 |
|
| R2 |
651-4 |
651-4 |
647-5 |
|
| R1 |
649-0 |
649-0 |
647-0 |
650-2 |
| PP |
645-4 |
645-4 |
645-4 |
646-1 |
| S1 |
643-0 |
643-0 |
646-0 |
644-2 |
| S2 |
639-4 |
639-4 |
645-3 |
|
| S3 |
633-4 |
637-0 |
644-7 |
|
| S4 |
627-4 |
631-0 |
643-2 |
|
|
| 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 |
2.7% |
11-4 |
1.8% |
52% |
False |
False |
43,742 |
| 10 |
655-0 |
636-6 |
18-2 |
2.8% |
11-3 |
1.8% |
53% |
False |
False |
40,351 |
| 20 |
676-4 |
636-6 |
39-6 |
6.1% |
12-0 |
1.9% |
25% |
False |
False |
45,717 |
| 40 |
679-6 |
635-4 |
44-2 |
6.8% |
12-2 |
1.9% |
25% |
False |
False |
48,227 |
| 60 |
708-6 |
635-4 |
73-2 |
11.3% |
12-4 |
1.9% |
15% |
False |
False |
41,984 |
| 80 |
738-2 |
635-4 |
102-6 |
15.9% |
12-7 |
2.0% |
11% |
False |
False |
36,863 |
| 100 |
758-6 |
635-4 |
123-2 |
19.1% |
13-4 |
2.1% |
9% |
False |
False |
33,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
673-4 |
|
2.618 |
663-6 |
|
1.618 |
657-6 |
|
1.000 |
654-0 |
|
0.618 |
651-6 |
|
HIGH |
648-0 |
|
0.618 |
645-6 |
|
0.500 |
645-0 |
|
0.382 |
644-2 |
|
LOW |
642-0 |
|
0.618 |
638-2 |
|
1.000 |
636-0 |
|
1.618 |
632-2 |
|
2.618 |
626-2 |
|
4.250 |
616-4 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
646-0 |
646-1 |
| PP |
645-4 |
645-5 |
| S1 |
645-0 |
645-2 |
|