CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
654-4 |
646-0 |
-8-4 |
-1.3% |
650-2 |
High |
658-0 |
646-6 |
-11-2 |
-1.7% |
657-0 |
Low |
646-6 |
637-0 |
-9-6 |
-1.5% |
646-0 |
Close |
647-2 |
638-0 |
-9-2 |
-1.4% |
655-0 |
Range |
11-2 |
9-6 |
-1-4 |
-13.3% |
11-0 |
ATR |
9-1 |
9-1 |
0-1 |
0.9% |
0-0 |
Volume |
1,280 |
808 |
-472 |
-36.9% |
94,614 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-7 |
663-5 |
643-3 |
|
R3 |
660-1 |
653-7 |
640-5 |
|
R2 |
650-3 |
650-3 |
639-6 |
|
R1 |
644-1 |
644-1 |
638-7 |
642-3 |
PP |
640-5 |
640-5 |
640-5 |
639-6 |
S1 |
634-3 |
634-3 |
637-1 |
632-5 |
S2 |
630-7 |
630-7 |
636-2 |
|
S3 |
621-1 |
624-5 |
635-3 |
|
S4 |
611-3 |
614-7 |
632-5 |
|
|
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 |
637-0 |
24-2 |
3.8% |
9-4 |
1.5% |
4% |
False |
True |
2,604 |
10 |
661-2 |
637-0 |
24-2 |
3.8% |
8-1 |
1.3% |
4% |
False |
True |
19,715 |
20 |
661-2 |
637-0 |
24-2 |
3.8% |
8-3 |
1.3% |
4% |
False |
True |
43,682 |
40 |
711-2 |
637-0 |
74-2 |
11.6% |
9-7 |
1.5% |
1% |
False |
True |
46,183 |
60 |
711-2 |
637-0 |
74-2 |
11.6% |
10-5 |
1.7% |
1% |
False |
True |
48,377 |
80 |
711-2 |
635-4 |
75-6 |
11.9% |
10-7 |
1.7% |
3% |
False |
False |
48,910 |
100 |
711-2 |
635-4 |
75-6 |
11.9% |
11-1 |
1.8% |
3% |
False |
False |
47,468 |
120 |
730-6 |
635-4 |
95-2 |
14.9% |
11-5 |
1.8% |
3% |
False |
False |
44,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-2 |
2.618 |
672-2 |
1.618 |
662-4 |
1.000 |
656-4 |
0.618 |
652-6 |
HIGH |
646-6 |
0.618 |
643-0 |
0.500 |
641-7 |
0.382 |
640-6 |
LOW |
637-0 |
0.618 |
631-0 |
1.000 |
627-2 |
1.618 |
621-2 |
2.618 |
611-4 |
4.250 |
595-4 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
641-7 |
647-4 |
PP |
640-5 |
644-3 |
S1 |
639-2 |
641-1 |
|