CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
653-0 |
640-0 |
-13-0 |
-2.0% |
648-4 |
| High |
653-0 |
648-6 |
-4-2 |
-0.7% |
655-0 |
| Low |
640-0 |
638-4 |
-1-4 |
-0.2% |
637-2 |
| Close |
641-4 |
641-2 |
-0-2 |
0.0% |
641-4 |
| Range |
13-0 |
10-2 |
-2-6 |
-21.2% |
17-6 |
| ATR |
12-6 |
12-4 |
-0-1 |
-1.4% |
0-0 |
| Volume |
54,013 |
42,227 |
-11,786 |
-21.8% |
201,138 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-5 |
667-5 |
646-7 |
|
| R3 |
663-3 |
657-3 |
644-1 |
|
| R2 |
653-1 |
653-1 |
643-1 |
|
| R1 |
647-1 |
647-1 |
642-2 |
650-1 |
| PP |
642-7 |
642-7 |
642-7 |
644-2 |
| S1 |
636-7 |
636-7 |
640-2 |
639-7 |
| S2 |
632-5 |
632-5 |
639-3 |
|
| S3 |
622-3 |
626-5 |
638-3 |
|
| S4 |
612-1 |
616-3 |
635-5 |
|
|
| 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% |
12-0 |
1.9% |
23% |
False |
False |
40,118 |
| 10 |
664-0 |
636-6 |
27-2 |
4.2% |
12-2 |
1.9% |
17% |
False |
False |
40,314 |
| 20 |
676-4 |
636-6 |
39-6 |
6.2% |
12-1 |
1.9% |
11% |
False |
False |
47,285 |
| 40 |
679-6 |
635-4 |
44-2 |
6.9% |
12-2 |
1.9% |
13% |
False |
False |
47,658 |
| 60 |
723-0 |
635-4 |
87-4 |
13.6% |
12-5 |
2.0% |
7% |
False |
False |
41,537 |
| 80 |
738-2 |
635-4 |
102-6 |
16.0% |
13-0 |
2.0% |
6% |
False |
False |
36,364 |
| 100 |
758-6 |
635-4 |
123-2 |
19.2% |
13-5 |
2.1% |
5% |
False |
False |
32,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
692-2 |
|
2.618 |
675-5 |
|
1.618 |
665-3 |
|
1.000 |
659-0 |
|
0.618 |
655-1 |
|
HIGH |
648-6 |
|
0.618 |
644-7 |
|
0.500 |
643-5 |
|
0.382 |
642-3 |
|
LOW |
638-4 |
|
0.618 |
632-1 |
|
1.000 |
628-2 |
|
1.618 |
621-7 |
|
2.618 |
611-5 |
|
4.250 |
595-0 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
643-5 |
646-1 |
| PP |
642-7 |
644-4 |
| S1 |
642-0 |
642-7 |
|