CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
642-2 |
647-4 |
5-2 |
0.8% |
648-4 |
| High |
648-0 |
662-4 |
14-4 |
2.2% |
655-0 |
| Low |
642-0 |
646-6 |
4-6 |
0.7% |
637-2 |
| Close |
646-4 |
657-0 |
10-4 |
1.6% |
641-4 |
| Range |
6-0 |
15-6 |
9-6 |
162.5% |
17-6 |
| ATR |
12-0 |
12-2 |
0-2 |
2.4% |
0-0 |
| Volume |
39,854 |
25,726 |
-14,128 |
-35.4% |
201,138 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702-5 |
695-5 |
665-5 |
|
| R3 |
686-7 |
679-7 |
661-3 |
|
| R2 |
671-1 |
671-1 |
659-7 |
|
| R1 |
664-1 |
664-1 |
658-4 |
667-5 |
| PP |
655-3 |
655-3 |
655-3 |
657-2 |
| S1 |
648-3 |
648-3 |
655-4 |
651-7 |
| S2 |
639-5 |
639-5 |
654-1 |
|
| S3 |
623-7 |
632-5 |
652-5 |
|
| S4 |
608-1 |
616-7 |
648-3 |
|
|
| 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 |
662-4 |
638-4 |
24-0 |
3.7% |
11-1 |
1.7% |
77% |
True |
False |
40,269 |
| 10 |
662-4 |
637-2 |
25-2 |
3.8% |
11-7 |
1.8% |
78% |
True |
False |
38,761 |
| 20 |
676-4 |
636-6 |
39-6 |
6.1% |
12-1 |
1.8% |
51% |
False |
False |
45,073 |
| 40 |
679-6 |
635-4 |
44-2 |
6.7% |
12-3 |
1.9% |
49% |
False |
False |
48,340 |
| 60 |
705-6 |
635-4 |
70-2 |
10.7% |
12-5 |
1.9% |
31% |
False |
False |
41,740 |
| 80 |
738-2 |
635-4 |
102-6 |
15.6% |
12-7 |
2.0% |
21% |
False |
False |
36,991 |
| 100 |
758-6 |
635-4 |
123-2 |
18.8% |
13-3 |
2.0% |
17% |
False |
False |
33,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
729-4 |
|
2.618 |
703-6 |
|
1.618 |
688-0 |
|
1.000 |
678-2 |
|
0.618 |
672-2 |
|
HIGH |
662-4 |
|
0.618 |
656-4 |
|
0.500 |
654-5 |
|
0.382 |
652-6 |
|
LOW |
646-6 |
|
0.618 |
637-0 |
|
1.000 |
631-0 |
|
1.618 |
621-2 |
|
2.618 |
605-4 |
|
4.250 |
579-6 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
656-2 |
655-2 |
| PP |
655-3 |
653-5 |
| S1 |
654-5 |
651-7 |
|