CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
655-0 |
655-0 |
0-0 |
0.0% |
650-2 |
High |
657-0 |
661-2 |
4-2 |
0.6% |
657-0 |
Low |
650-6 |
647-2 |
-3-4 |
-0.5% |
646-0 |
Close |
655-0 |
649-6 |
-5-2 |
-0.8% |
655-0 |
Range |
6-2 |
14-0 |
7-6 |
124.0% |
11-0 |
ATR |
8-6 |
9-1 |
0-3 |
4.3% |
0-0 |
Volume |
6,790 |
2,767 |
-4,023 |
-59.2% |
94,614 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-6 |
686-2 |
657-4 |
|
R3 |
680-6 |
672-2 |
653-5 |
|
R2 |
666-6 |
666-6 |
652-3 |
|
R1 |
658-2 |
658-2 |
651-0 |
655-4 |
PP |
652-6 |
652-6 |
652-6 |
651-3 |
S1 |
644-2 |
644-2 |
648-4 |
641-4 |
S2 |
638-6 |
638-6 |
647-1 |
|
S3 |
624-6 |
630-2 |
645-7 |
|
S4 |
610-6 |
616-2 |
642-0 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-5 |
681-3 |
661-0 |
|
R3 |
674-5 |
670-3 |
658-0 |
|
R2 |
663-5 |
663-5 |
657-0 |
|
R1 |
659-3 |
659-3 |
656-0 |
661-4 |
PP |
652-5 |
652-5 |
652-5 |
653-6 |
S1 |
648-3 |
648-3 |
654-0 |
650-4 |
S2 |
641-5 |
641-5 |
653-0 |
|
S3 |
630-5 |
637-3 |
652-0 |
|
S4 |
619-5 |
626-3 |
649-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
661-2 |
646-0 |
15-2 |
2.3% |
8-4 |
1.3% |
25% |
True |
False |
19,476 |
10 |
661-2 |
642-0 |
19-2 |
3.0% |
8-0 |
1.2% |
40% |
True |
False |
35,604 |
20 |
671-4 |
642-0 |
29-4 |
4.5% |
8-4 |
1.3% |
26% |
False |
False |
51,692 |
40 |
711-2 |
642-0 |
69-2 |
10.7% |
9-7 |
1.5% |
11% |
False |
False |
49,517 |
60 |
711-2 |
637-2 |
74-0 |
11.4% |
10-5 |
1.6% |
17% |
False |
False |
50,053 |
80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-1 |
1.7% |
19% |
False |
False |
51,617 |
100 |
711-2 |
635-4 |
75-6 |
11.7% |
11-2 |
1.7% |
19% |
False |
False |
48,324 |
120 |
730-6 |
635-4 |
95-2 |
14.7% |
11-6 |
1.8% |
15% |
False |
False |
44,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
720-6 |
2.618 |
697-7 |
1.618 |
683-7 |
1.000 |
675-2 |
0.618 |
669-7 |
HIGH |
661-2 |
0.618 |
655-7 |
0.500 |
654-2 |
0.382 |
652-5 |
LOW |
647-2 |
0.618 |
638-5 |
1.000 |
633-2 |
1.618 |
624-5 |
2.618 |
610-5 |
4.250 |
587-6 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
654-2 |
654-0 |
PP |
652-6 |
652-5 |
S1 |
651-2 |
651-1 |
|