CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
638-4 |
639-6 |
1-2 |
0.2% |
655-0 |
High |
639-6 |
640-2 |
0-4 |
0.1% |
661-2 |
Low |
637-2 |
638-6 |
1-4 |
0.2% |
637-0 |
Close |
637-2 |
639-0 |
1-6 |
0.3% |
637-2 |
Range |
2-4 |
1-4 |
-1-0 |
-40.0% |
24-2 |
ATR |
8-6 |
8-2 |
-0-3 |
-4.7% |
0-0 |
Volume |
115 |
80 |
-35 |
-30.4% |
6,347 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
643-7 |
642-7 |
639-7 |
|
R3 |
642-3 |
641-3 |
639-3 |
|
R2 |
640-7 |
640-7 |
639-2 |
|
R1 |
639-7 |
639-7 |
639-1 |
639-5 |
PP |
639-3 |
639-3 |
639-3 |
639-2 |
S1 |
638-3 |
638-3 |
638-7 |
638-1 |
S2 |
637-7 |
637-7 |
638-6 |
|
S3 |
636-3 |
636-7 |
638-5 |
|
S4 |
634-7 |
635-3 |
638-1 |
|
|
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 |
658-0 |
637-0 |
21-0 |
3.3% |
6-2 |
1.0% |
10% |
False |
False |
732 |
10 |
661-2 |
637-0 |
24-2 |
3.8% |
7-3 |
1.2% |
8% |
False |
False |
10,104 |
20 |
661-2 |
637-0 |
24-2 |
3.8% |
7-5 |
1.2% |
8% |
False |
False |
35,998 |
40 |
711-2 |
637-0 |
74-2 |
11.6% |
9-3 |
1.5% |
3% |
False |
False |
44,152 |
60 |
711-2 |
637-0 |
74-2 |
11.6% |
10-1 |
1.6% |
3% |
False |
False |
46,762 |
80 |
711-2 |
636-6 |
74-4 |
11.7% |
10-6 |
1.7% |
3% |
False |
False |
47,250 |
100 |
711-2 |
635-4 |
75-6 |
11.9% |
11-0 |
1.7% |
5% |
False |
False |
46,986 |
120 |
726-4 |
635-4 |
91-0 |
14.2% |
11-3 |
1.8% |
4% |
False |
False |
44,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
646-5 |
2.618 |
644-1 |
1.618 |
642-5 |
1.000 |
641-6 |
0.618 |
641-1 |
HIGH |
640-2 |
0.618 |
639-5 |
0.500 |
639-4 |
0.382 |
639-3 |
LOW |
638-6 |
0.618 |
637-7 |
1.000 |
637-2 |
1.618 |
636-3 |
2.618 |
634-7 |
4.250 |
632-3 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
639-4 |
641-7 |
PP |
639-3 |
640-7 |
S1 |
639-1 |
640-0 |
|