CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
655-0 |
652-4 |
-2-4 |
-0.4% |
650-2 |
High |
661-2 |
655-4 |
-5-6 |
-0.9% |
657-0 |
Low |
647-2 |
649-0 |
1-6 |
0.3% |
646-0 |
Close |
649-6 |
653-6 |
4-0 |
0.6% |
655-0 |
Range |
14-0 |
6-4 |
-7-4 |
-53.6% |
11-0 |
ATR |
9-1 |
9-0 |
-0-2 |
-2.1% |
0-0 |
Volume |
2,767 |
1,377 |
-1,390 |
-50.2% |
94,614 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-2 |
669-4 |
657-3 |
|
R3 |
665-6 |
663-0 |
655-4 |
|
R2 |
659-2 |
659-2 |
655-0 |
|
R1 |
656-4 |
656-4 |
654-3 |
657-7 |
PP |
652-6 |
652-6 |
652-6 |
653-4 |
S1 |
650-0 |
650-0 |
653-1 |
651-3 |
S2 |
646-2 |
646-2 |
652-4 |
|
S3 |
639-6 |
643-4 |
652-0 |
|
S4 |
633-2 |
637-0 |
650-1 |
|
|
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% |
8-6 |
1.3% |
51% |
False |
False |
13,793 |
10 |
661-2 |
642-4 |
18-6 |
2.9% |
7-6 |
1.2% |
60% |
False |
False |
31,534 |
20 |
665-2 |
642-0 |
23-2 |
3.6% |
8-2 |
1.3% |
51% |
False |
False |
48,491 |
40 |
711-2 |
642-0 |
69-2 |
10.6% |
9-7 |
1.5% |
17% |
False |
False |
48,219 |
60 |
711-2 |
637-2 |
74-0 |
11.3% |
10-4 |
1.6% |
22% |
False |
False |
49,364 |
80 |
711-2 |
635-4 |
75-6 |
11.6% |
11-0 |
1.7% |
24% |
False |
False |
50,872 |
100 |
711-2 |
635-4 |
75-6 |
11.6% |
11-2 |
1.7% |
24% |
False |
False |
47,918 |
120 |
730-6 |
635-4 |
95-2 |
14.6% |
11-6 |
1.8% |
19% |
False |
False |
44,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-1 |
2.618 |
672-4 |
1.618 |
666-0 |
1.000 |
662-0 |
0.618 |
659-4 |
HIGH |
655-4 |
0.618 |
653-0 |
0.500 |
652-2 |
0.382 |
651-4 |
LOW |
649-0 |
0.618 |
645-0 |
1.000 |
642-4 |
1.618 |
638-4 |
2.618 |
632-0 |
4.250 |
621-3 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
653-2 |
654-2 |
PP |
652-6 |
654-1 |
S1 |
652-2 |
653-7 |
|