CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
647-0 |
646-0 |
-1-0 |
-0.2% |
652-0 |
| High |
647-4 |
646-4 |
-1-0 |
-0.2% |
676-4 |
| Low |
640-0 |
636-6 |
-3-2 |
-0.5% |
650-2 |
| Close |
646-2 |
640-2 |
-6-0 |
-0.9% |
654-0 |
| Range |
7-4 |
9-6 |
2-2 |
30.0% |
26-2 |
| ATR |
12-7 |
12-6 |
-0-2 |
-1.8% |
0-0 |
| Volume |
43,273 |
41,621 |
-1,652 |
-3.8% |
283,036 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
670-3 |
665-1 |
645-5 |
|
| R3 |
660-5 |
655-3 |
642-7 |
|
| R2 |
650-7 |
650-7 |
642-0 |
|
| R1 |
645-5 |
645-5 |
641-1 |
643-3 |
| PP |
641-1 |
641-1 |
641-1 |
640-0 |
| S1 |
635-7 |
635-7 |
639-3 |
633-5 |
| S2 |
631-3 |
631-3 |
638-4 |
|
| S3 |
621-5 |
626-1 |
637-5 |
|
| S4 |
611-7 |
616-3 |
634-7 |
|
|
| 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 |
664-0 |
636-6 |
27-2 |
4.3% |
11-2 |
1.8% |
13% |
False |
True |
41,591 |
| 10 |
676-4 |
636-6 |
39-6 |
6.2% |
12-3 |
1.9% |
9% |
False |
True |
51,385 |
| 20 |
676-4 |
635-4 |
41-0 |
6.4% |
12-3 |
1.9% |
12% |
False |
False |
57,405 |
| 40 |
705-6 |
635-4 |
70-2 |
11.0% |
12-2 |
1.9% |
7% |
False |
False |
45,658 |
| 60 |
730-6 |
635-4 |
95-2 |
14.9% |
12-7 |
2.0% |
5% |
False |
False |
39,572 |
| 80 |
741-2 |
635-4 |
105-6 |
16.5% |
13-0 |
2.0% |
4% |
False |
False |
34,273 |
| 100 |
758-6 |
635-4 |
123-2 |
19.3% |
13-6 |
2.1% |
4% |
False |
False |
30,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688-0 |
|
2.618 |
672-0 |
|
1.618 |
662-2 |
|
1.000 |
656-2 |
|
0.618 |
652-4 |
|
HIGH |
646-4 |
|
0.618 |
642-6 |
|
0.500 |
641-5 |
|
0.382 |
640-4 |
|
LOW |
636-6 |
|
0.618 |
630-6 |
|
1.000 |
627-0 |
|
1.618 |
621-0 |
|
2.618 |
611-2 |
|
4.250 |
595-2 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
641-5 |
650-3 |
| PP |
641-1 |
647-0 |
| S1 |
640-6 |
643-5 |
|