CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
653-6 |
657-4 |
3-6 |
0.6% |
640-0 |
| High |
660-0 |
675-0 |
15-0 |
2.3% |
662-4 |
| Low |
649-4 |
657-4 |
8-0 |
1.2% |
638-4 |
| Close |
658-2 |
670-4 |
12-2 |
1.9% |
646-2 |
| Range |
10-4 |
17-4 |
7-0 |
66.7% |
24-0 |
| ATR |
12-2 |
12-5 |
0-3 |
3.0% |
0-0 |
| Volume |
41,600 |
51,099 |
9,499 |
22.8% |
224,591 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-1 |
712-7 |
680-1 |
|
| R3 |
702-5 |
695-3 |
675-2 |
|
| R2 |
685-1 |
685-1 |
673-6 |
|
| R1 |
677-7 |
677-7 |
672-1 |
681-4 |
| PP |
667-5 |
667-5 |
667-5 |
669-4 |
| S1 |
660-3 |
660-3 |
668-7 |
664-0 |
| S2 |
650-1 |
650-1 |
667-2 |
|
| S3 |
632-5 |
642-7 |
665-6 |
|
| S4 |
615-1 |
625-3 |
660-7 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721-1 |
707-5 |
659-4 |
|
| R3 |
697-1 |
683-5 |
652-7 |
|
| R2 |
673-1 |
673-1 |
650-5 |
|
| R1 |
659-5 |
659-5 |
648-4 |
666-3 |
| PP |
649-1 |
649-1 |
649-1 |
652-4 |
| S1 |
635-5 |
635-5 |
644-0 |
642-3 |
| S2 |
625-1 |
625-1 |
641-7 |
|
| S3 |
601-1 |
611-5 |
639-5 |
|
| S4 |
577-1 |
587-5 |
633-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
675-0 |
643-6 |
31-2 |
4.7% |
14-1 |
2.1% |
86% |
True |
False |
48,609 |
| 10 |
675-0 |
637-2 |
37-6 |
5.6% |
12-7 |
1.9% |
88% |
True |
False |
46,175 |
| 20 |
675-0 |
636-6 |
38-2 |
5.7% |
12-1 |
1.8% |
88% |
True |
False |
43,690 |
| 40 |
679-6 |
635-4 |
44-2 |
6.6% |
12-6 |
1.9% |
79% |
False |
False |
51,266 |
| 60 |
705-6 |
635-4 |
70-2 |
10.5% |
12-4 |
1.9% |
50% |
False |
False |
43,651 |
| 80 |
735-6 |
635-4 |
100-2 |
15.0% |
12-6 |
1.9% |
35% |
False |
False |
38,748 |
| 100 |
751-4 |
635-4 |
116-0 |
17.3% |
13-1 |
2.0% |
30% |
False |
False |
34,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
749-3 |
|
2.618 |
720-7 |
|
1.618 |
703-3 |
|
1.000 |
692-4 |
|
0.618 |
685-7 |
|
HIGH |
675-0 |
|
0.618 |
668-3 |
|
0.500 |
666-2 |
|
0.382 |
664-1 |
|
LOW |
657-4 |
|
0.618 |
646-5 |
|
1.000 |
640-0 |
|
1.618 |
629-1 |
|
2.618 |
611-5 |
|
4.250 |
583-1 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
669-1 |
667-1 |
| PP |
667-5 |
663-5 |
| S1 |
666-2 |
660-2 |
|