CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
652-4 |
654-4 |
2-0 |
0.3% |
650-2 |
High |
655-4 |
658-0 |
2-4 |
0.4% |
657-0 |
Low |
649-0 |
646-6 |
-2-2 |
-0.3% |
646-0 |
Close |
653-6 |
647-2 |
-6-4 |
-1.0% |
655-0 |
Range |
6-4 |
11-2 |
4-6 |
73.1% |
11-0 |
ATR |
9-0 |
9-1 |
0-1 |
1.8% |
0-0 |
Volume |
1,377 |
1,280 |
-97 |
-7.0% |
94,614 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-3 |
677-1 |
653-4 |
|
R3 |
673-1 |
665-7 |
650-3 |
|
R2 |
661-7 |
661-7 |
649-2 |
|
R1 |
654-5 |
654-5 |
648-2 |
652-5 |
PP |
650-5 |
650-5 |
650-5 |
649-6 |
S1 |
643-3 |
643-3 |
646-2 |
641-3 |
S2 |
639-3 |
639-3 |
645-2 |
|
S3 |
628-1 |
632-1 |
644-1 |
|
S4 |
616-7 |
620-7 |
641-0 |
|
|
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 |
646-6 |
14-4 |
2.2% |
9-4 |
1.5% |
3% |
False |
True |
7,548 |
10 |
661-2 |
646-0 |
15-2 |
2.4% |
8-0 |
1.2% |
8% |
False |
False |
24,578 |
20 |
661-2 |
642-0 |
19-2 |
3.0% |
8-3 |
1.3% |
27% |
False |
False |
46,501 |
40 |
711-2 |
642-0 |
69-2 |
10.7% |
9-7 |
1.5% |
8% |
False |
False |
47,200 |
60 |
711-2 |
637-2 |
74-0 |
11.4% |
10-5 |
1.6% |
14% |
False |
False |
48,886 |
80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-0 |
1.7% |
16% |
False |
False |
49,865 |
100 |
711-2 |
635-4 |
75-6 |
11.7% |
11-2 |
1.7% |
16% |
False |
False |
47,710 |
120 |
730-6 |
635-4 |
95-2 |
14.7% |
11-6 |
1.8% |
12% |
False |
False |
44,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-6 |
2.618 |
687-4 |
1.618 |
676-2 |
1.000 |
669-2 |
0.618 |
665-0 |
HIGH |
658-0 |
0.618 |
653-6 |
0.500 |
652-3 |
0.382 |
651-0 |
LOW |
646-6 |
0.618 |
639-6 |
1.000 |
635-4 |
1.618 |
628-4 |
2.618 |
617-2 |
4.250 |
599-0 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
652-3 |
654-0 |
PP |
650-5 |
651-6 |
S1 |
649-0 |
649-4 |
|