CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
626-6 |
622-4 |
-4-2 |
-0.7% |
639-6 |
High |
626-6 |
624-2 |
-2-4 |
-0.4% |
640-2 |
Low |
622-4 |
618-2 |
-4-2 |
-0.7% |
618-2 |
Close |
622-4 |
618-2 |
-4-2 |
-0.7% |
618-2 |
Range |
4-2 |
6-0 |
1-6 |
41.2% |
22-0 |
ATR |
8-4 |
8-3 |
-0-1 |
-2.1% |
0-0 |
Volume |
16 |
20 |
4 |
25.0% |
529 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
638-2 |
634-2 |
621-4 |
|
R3 |
632-2 |
628-2 |
619-7 |
|
R2 |
626-2 |
626-2 |
619-3 |
|
R1 |
622-2 |
622-2 |
618-6 |
621-2 |
PP |
620-2 |
620-2 |
620-2 |
619-6 |
S1 |
616-2 |
616-2 |
617-6 |
615-2 |
S2 |
614-2 |
614-2 |
617-1 |
|
S3 |
608-2 |
610-2 |
616-5 |
|
S4 |
602-2 |
604-2 |
615-0 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691-5 |
676-7 |
630-3 |
|
R3 |
669-5 |
654-7 |
624-2 |
|
R2 |
647-5 |
647-5 |
622-2 |
|
R1 |
632-7 |
632-7 |
620-2 |
629-2 |
PP |
625-5 |
625-5 |
625-5 |
623-6 |
S1 |
610-7 |
610-7 |
616-2 |
607-2 |
S2 |
603-5 |
603-5 |
614-2 |
|
S3 |
581-5 |
588-7 |
612-2 |
|
S4 |
559-5 |
566-7 |
606-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
640-2 |
618-2 |
22-0 |
3.6% |
6-5 |
1.1% |
0% |
False |
True |
105 |
10 |
661-2 |
618-2 |
43-0 |
7.0% |
7-6 |
1.2% |
0% |
False |
True |
687 |
20 |
661-2 |
618-2 |
43-0 |
7.0% |
7-3 |
1.2% |
0% |
False |
True |
20,710 |
40 |
711-2 |
618-2 |
93-0 |
15.0% |
9-1 |
1.5% |
0% |
False |
True |
40,120 |
60 |
711-2 |
618-2 |
93-0 |
15.0% |
10-0 |
1.6% |
0% |
False |
True |
44,314 |
80 |
711-2 |
618-2 |
93-0 |
15.0% |
10-4 |
1.7% |
0% |
False |
True |
44,504 |
100 |
711-2 |
618-2 |
93-0 |
15.0% |
10-7 |
1.8% |
0% |
False |
True |
45,924 |
120 |
711-2 |
618-2 |
93-0 |
15.0% |
11-2 |
1.8% |
0% |
False |
True |
43,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
649-6 |
2.618 |
640-0 |
1.618 |
634-0 |
1.000 |
630-2 |
0.618 |
628-0 |
HIGH |
624-2 |
0.618 |
622-0 |
0.500 |
621-2 |
0.382 |
620-4 |
LOW |
618-2 |
0.618 |
614-4 |
1.000 |
612-2 |
1.618 |
608-4 |
2.618 |
602-4 |
4.250 |
592-6 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
621-2 |
625-5 |
PP |
620-2 |
623-1 |
S1 |
619-2 |
620-6 |
|