CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
646-0 |
639-0 |
-7-0 |
-1.1% |
663-6 |
| High |
646-4 |
653-0 |
6-4 |
1.0% |
664-0 |
| Low |
636-6 |
638-2 |
1-4 |
0.2% |
636-6 |
| Close |
640-2 |
647-6 |
7-4 |
1.2% |
647-6 |
| Range |
9-6 |
14-6 |
5-0 |
51.3% |
27-2 |
| ATR |
12-6 |
12-7 |
0-1 |
1.2% |
0-0 |
| Volume |
41,621 |
39,146 |
-2,475 |
-5.9% |
159,779 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
690-5 |
683-7 |
655-7 |
|
| R3 |
675-7 |
669-1 |
651-6 |
|
| R2 |
661-1 |
661-1 |
650-4 |
|
| R1 |
654-3 |
654-3 |
649-1 |
657-6 |
| PP |
646-3 |
646-3 |
646-3 |
648-0 |
| S1 |
639-5 |
639-5 |
646-3 |
643-0 |
| S2 |
631-5 |
631-5 |
645-0 |
|
| S3 |
616-7 |
624-7 |
643-6 |
|
| S4 |
602-1 |
610-1 |
639-5 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
731-2 |
716-6 |
662-6 |
|
| R3 |
704-0 |
689-4 |
655-2 |
|
| R2 |
676-6 |
676-6 |
652-6 |
|
| R1 |
662-2 |
662-2 |
650-2 |
655-7 |
| PP |
649-4 |
649-4 |
649-4 |
646-2 |
| S1 |
635-0 |
635-0 |
645-2 |
628-5 |
| S2 |
622-2 |
622-2 |
642-6 |
|
| S3 |
595-0 |
607-6 |
640-2 |
|
| S4 |
567-6 |
580-4 |
632-6 |
|
|
| 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 |
4.2% |
11-7 |
1.8% |
40% |
False |
False |
41,529 |
| 10 |
676-4 |
636-6 |
39-6 |
6.1% |
12-6 |
2.0% |
28% |
False |
False |
49,345 |
| 20 |
676-4 |
635-4 |
41-0 |
6.3% |
12-5 |
2.0% |
30% |
False |
False |
56,307 |
| 40 |
701-2 |
635-4 |
65-6 |
10.2% |
12-1 |
1.9% |
19% |
False |
False |
45,730 |
| 60 |
730-6 |
635-4 |
95-2 |
14.7% |
12-7 |
2.0% |
13% |
False |
False |
39,930 |
| 80 |
738-2 |
635-4 |
102-6 |
15.9% |
13-1 |
2.0% |
12% |
False |
False |
34,525 |
| 100 |
758-6 |
635-4 |
123-2 |
19.0% |
13-6 |
2.1% |
10% |
False |
False |
30,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
715-6 |
|
2.618 |
691-5 |
|
1.618 |
676-7 |
|
1.000 |
667-6 |
|
0.618 |
662-1 |
|
HIGH |
653-0 |
|
0.618 |
647-3 |
|
0.500 |
645-5 |
|
0.382 |
643-7 |
|
LOW |
638-2 |
|
0.618 |
629-1 |
|
1.000 |
623-4 |
|
1.618 |
614-3 |
|
2.618 |
599-5 |
|
4.250 |
575-4 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
647-0 |
646-6 |
| PP |
646-3 |
645-7 |
| S1 |
645-5 |
644-7 |
|