CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
654-2 |
663-6 |
9-4 |
1.5% |
652-0 |
| High |
658-6 |
664-0 |
5-2 |
0.8% |
676-4 |
| Low |
650-2 |
645-0 |
-5-2 |
-0.8% |
650-2 |
| Close |
654-0 |
647-2 |
-6-6 |
-1.0% |
654-0 |
| Range |
8-4 |
19-0 |
10-4 |
123.5% |
26-2 |
| ATR |
12-7 |
13-3 |
0-3 |
3.4% |
0-0 |
| Volume |
47,869 |
35,739 |
-12,130 |
-25.3% |
283,036 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
709-1 |
697-1 |
657-6 |
|
| R3 |
690-1 |
678-1 |
652-4 |
|
| R2 |
671-1 |
671-1 |
650-6 |
|
| R1 |
659-1 |
659-1 |
649-0 |
655-5 |
| PP |
652-1 |
652-1 |
652-1 |
650-2 |
| S1 |
640-1 |
640-1 |
645-4 |
636-5 |
| S2 |
633-1 |
633-1 |
643-6 |
|
| S3 |
614-1 |
621-1 |
642-0 |
|
| S4 |
595-1 |
602-1 |
636-6 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
739-0 |
722-6 |
668-4 |
|
| R3 |
712-6 |
696-4 |
661-2 |
|
| R2 |
686-4 |
686-4 |
658-6 |
|
| R1 |
670-2 |
670-2 |
656-3 |
678-3 |
| PP |
660-2 |
660-2 |
660-2 |
664-2 |
| S1 |
644-0 |
644-0 |
651-5 |
652-1 |
| S2 |
634-0 |
634-0 |
649-2 |
|
| S3 |
607-6 |
617-6 |
646-6 |
|
| S4 |
581-4 |
591-4 |
639-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
670-2 |
645-0 |
25-2 |
3.9% |
12-0 |
1.9% |
9% |
False |
True |
55,840 |
| 10 |
676-4 |
638-0 |
38-4 |
5.9% |
13-0 |
2.0% |
24% |
False |
False |
52,049 |
| 20 |
676-4 |
635-4 |
41-0 |
6.3% |
12-5 |
2.0% |
29% |
False |
False |
58,077 |
| 40 |
705-6 |
635-4 |
70-2 |
10.9% |
12-5 |
2.0% |
17% |
False |
False |
45,247 |
| 60 |
730-6 |
635-4 |
95-2 |
14.7% |
13-0 |
2.0% |
12% |
False |
False |
38,781 |
| 80 |
748-0 |
635-4 |
112-4 |
17.4% |
13-2 |
2.1% |
10% |
False |
False |
33,722 |
| 100 |
758-6 |
635-4 |
123-2 |
19.0% |
14-0 |
2.2% |
10% |
False |
False |
29,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
744-6 |
|
2.618 |
713-6 |
|
1.618 |
694-6 |
|
1.000 |
683-0 |
|
0.618 |
675-6 |
|
HIGH |
664-0 |
|
0.618 |
656-6 |
|
0.500 |
654-4 |
|
0.382 |
652-2 |
|
LOW |
645-0 |
|
0.618 |
633-2 |
|
1.000 |
626-0 |
|
1.618 |
614-2 |
|
2.618 |
595-2 |
|
4.250 |
564-2 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
654-4 |
654-4 |
| PP |
652-1 |
652-1 |
| S1 |
649-5 |
649-5 |
|