CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
657-4 |
671-0 |
13-4 |
2.1% |
640-0 |
| High |
675-0 |
679-0 |
4-0 |
0.6% |
662-4 |
| Low |
657-4 |
668-4 |
11-0 |
1.7% |
638-4 |
| Close |
670-4 |
678-2 |
7-6 |
1.2% |
646-2 |
| Range |
17-4 |
10-4 |
-7-0 |
-40.0% |
24-0 |
| ATR |
12-5 |
12-4 |
-0-1 |
-1.2% |
0-0 |
| Volume |
51,099 |
72,733 |
21,634 |
42.3% |
224,591 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
706-6 |
703-0 |
684-0 |
|
| R3 |
696-2 |
692-4 |
681-1 |
|
| R2 |
685-6 |
685-6 |
680-1 |
|
| R1 |
682-0 |
682-0 |
679-2 |
683-7 |
| PP |
675-2 |
675-2 |
675-2 |
676-2 |
| S1 |
671-4 |
671-4 |
677-2 |
673-3 |
| S2 |
664-6 |
664-6 |
676-3 |
|
| S3 |
654-2 |
661-0 |
675-3 |
|
| S4 |
643-6 |
650-4 |
672-4 |
|
|
| 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 |
679-0 |
643-6 |
35-2 |
5.2% |
13-0 |
1.9% |
98% |
True |
False |
58,010 |
| 10 |
679-0 |
638-4 |
40-4 |
6.0% |
12-1 |
1.8% |
98% |
True |
False |
49,140 |
| 20 |
679-0 |
636-6 |
42-2 |
6.2% |
12-0 |
1.8% |
98% |
True |
False |
44,281 |
| 40 |
679-6 |
635-4 |
44-2 |
6.5% |
12-6 |
1.9% |
97% |
False |
False |
52,117 |
| 60 |
705-6 |
635-4 |
70-2 |
10.4% |
12-4 |
1.8% |
61% |
False |
False |
44,464 |
| 80 |
734-0 |
635-4 |
98-4 |
14.5% |
12-5 |
1.9% |
43% |
False |
False |
39,389 |
| 100 |
751-4 |
635-4 |
116-0 |
17.1% |
13-1 |
1.9% |
37% |
False |
False |
35,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
723-5 |
|
2.618 |
706-4 |
|
1.618 |
696-0 |
|
1.000 |
689-4 |
|
0.618 |
685-4 |
|
HIGH |
679-0 |
|
0.618 |
675-0 |
|
0.500 |
673-6 |
|
0.382 |
672-4 |
|
LOW |
668-4 |
|
0.618 |
662-0 |
|
1.000 |
658-0 |
|
1.618 |
651-4 |
|
2.618 |
641-0 |
|
4.250 |
623-7 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
676-6 |
673-5 |
| PP |
675-2 |
668-7 |
| S1 |
673-6 |
664-2 |
|