CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
646-0 |
638-4 |
-7-4 |
-1.2% |
655-0 |
High |
646-6 |
639-6 |
-7-0 |
-1.1% |
661-2 |
Low |
637-0 |
637-2 |
0-2 |
0.0% |
637-0 |
Close |
638-0 |
637-2 |
-0-6 |
-0.1% |
637-2 |
Range |
9-6 |
2-4 |
-7-2 |
-74.4% |
24-2 |
ATR |
9-1 |
8-6 |
-0-4 |
-5.2% |
0-0 |
Volume |
808 |
115 |
-693 |
-85.8% |
6,347 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
645-5 |
643-7 |
638-5 |
|
R3 |
643-1 |
641-3 |
638-0 |
|
R2 |
640-5 |
640-5 |
637-6 |
|
R1 |
638-7 |
638-7 |
637-4 |
638-4 |
PP |
638-1 |
638-1 |
638-1 |
637-7 |
S1 |
636-3 |
636-3 |
637-0 |
636-0 |
S2 |
635-5 |
635-5 |
636-6 |
|
S3 |
633-1 |
633-7 |
636-4 |
|
S4 |
630-5 |
631-3 |
635-7 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717-7 |
701-7 |
650-5 |
|
R3 |
693-5 |
677-5 |
643-7 |
|
R2 |
669-3 |
669-3 |
641-6 |
|
R1 |
653-3 |
653-3 |
639-4 |
649-2 |
PP |
645-1 |
645-1 |
645-1 |
643-1 |
S1 |
629-1 |
629-1 |
635-0 |
625-0 |
S2 |
620-7 |
620-7 |
632-6 |
|
S3 |
596-5 |
604-7 |
630-5 |
|
S4 |
572-3 |
580-5 |
623-7 |
|
|
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% |
8-6 |
1.4% |
1% |
False |
False |
1,269 |
10 |
661-2 |
637-0 |
24-2 |
3.8% |
7-6 |
1.2% |
1% |
False |
False |
15,136 |
20 |
661-2 |
637-0 |
24-2 |
3.8% |
8-2 |
1.3% |
1% |
False |
False |
40,356 |
40 |
711-2 |
637-0 |
74-2 |
11.7% |
9-5 |
1.5% |
0% |
False |
False |
45,222 |
60 |
711-2 |
637-0 |
74-2 |
11.7% |
10-3 |
1.6% |
0% |
False |
False |
47,661 |
80 |
711-2 |
636-6 |
74-4 |
11.7% |
10-7 |
1.7% |
1% |
False |
False |
48,027 |
100 |
711-2 |
635-4 |
75-6 |
11.9% |
11-1 |
1.7% |
2% |
False |
False |
47,203 |
120 |
730-6 |
635-4 |
95-2 |
14.9% |
11-5 |
1.8% |
2% |
False |
False |
44,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
650-3 |
2.618 |
646-2 |
1.618 |
643-6 |
1.000 |
642-2 |
0.618 |
641-2 |
HIGH |
639-6 |
0.618 |
638-6 |
0.500 |
638-4 |
0.382 |
638-2 |
LOW |
637-2 |
0.618 |
635-6 |
1.000 |
634-6 |
1.618 |
633-2 |
2.618 |
630-6 |
4.250 |
626-5 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
638-4 |
647-4 |
PP |
638-1 |
644-1 |
S1 |
637-5 |
640-5 |
|