CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
639-6 |
639-0 |
-0-6 |
-0.1% |
655-0 |
High |
640-2 |
639-0 |
-1-2 |
-0.2% |
661-2 |
Low |
638-6 |
626-4 |
-12-2 |
-1.9% |
637-0 |
Close |
639-0 |
629-4 |
-9-4 |
-1.5% |
637-2 |
Range |
1-4 |
12-4 |
11-0 |
733.3% |
24-2 |
ATR |
8-2 |
8-5 |
0-2 |
3.6% |
0-0 |
Volume |
80 |
251 |
171 |
213.8% |
6,347 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-1 |
661-7 |
636-3 |
|
R3 |
656-5 |
649-3 |
633-0 |
|
R2 |
644-1 |
644-1 |
631-6 |
|
R1 |
636-7 |
636-7 |
630-5 |
634-2 |
PP |
631-5 |
631-5 |
631-5 |
630-3 |
S1 |
624-3 |
624-3 |
628-3 |
621-6 |
S2 |
619-1 |
619-1 |
627-2 |
|
S3 |
606-5 |
611-7 |
626-0 |
|
S4 |
594-1 |
599-3 |
622-5 |
|
|
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 |
626-4 |
31-4 |
5.0% |
7-4 |
1.2% |
10% |
False |
True |
506 |
10 |
661-2 |
626-4 |
34-6 |
5.5% |
8-1 |
1.3% |
9% |
False |
True |
7,150 |
20 |
661-2 |
626-4 |
34-6 |
5.5% |
7-4 |
1.2% |
9% |
False |
True |
30,820 |
40 |
711-2 |
626-4 |
84-6 |
13.5% |
9-3 |
1.5% |
4% |
False |
True |
42,892 |
60 |
711-2 |
626-4 |
84-6 |
13.5% |
10-2 |
1.6% |
4% |
False |
True |
46,063 |
80 |
711-2 |
626-4 |
84-6 |
13.5% |
10-5 |
1.7% |
4% |
False |
True |
46,368 |
100 |
711-2 |
626-4 |
84-6 |
13.5% |
11-0 |
1.8% |
4% |
False |
True |
46,701 |
120 |
723-0 |
626-4 |
96-4 |
15.3% |
11-3 |
1.8% |
3% |
False |
True |
43,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
692-1 |
2.618 |
671-6 |
1.618 |
659-2 |
1.000 |
651-4 |
0.618 |
646-6 |
HIGH |
639-0 |
0.618 |
634-2 |
0.500 |
632-6 |
0.382 |
631-2 |
LOW |
626-4 |
0.618 |
618-6 |
1.000 |
614-0 |
1.618 |
606-2 |
2.618 |
593-6 |
4.250 |
573-3 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
632-6 |
633-3 |
PP |
631-5 |
632-1 |
S1 |
630-5 |
630-6 |
|