CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
639-0 |
630-2 |
-8-6 |
-1.4% |
655-0 |
| High |
639-0 |
633-0 |
-6-0 |
-0.9% |
661-2 |
| Low |
626-4 |
624-2 |
-2-2 |
-0.4% |
637-0 |
| Close |
629-4 |
630-2 |
0-6 |
0.1% |
637-2 |
| Range |
12-4 |
8-6 |
-3-6 |
-30.0% |
24-2 |
| ATR |
8-5 |
8-5 |
0-0 |
0.1% |
0-0 |
| Volume |
251 |
162 |
-89 |
-35.5% |
6,347 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
655-3 |
651-5 |
635-0 |
|
| R3 |
646-5 |
642-7 |
632-5 |
|
| R2 |
637-7 |
637-7 |
631-7 |
|
| R1 |
634-1 |
634-1 |
631-0 |
634-5 |
| PP |
629-1 |
629-1 |
629-1 |
629-4 |
| S1 |
625-3 |
625-3 |
629-4 |
625-7 |
| S2 |
620-3 |
620-3 |
628-5 |
|
| S3 |
611-5 |
616-5 |
627-7 |
|
| S4 |
602-7 |
607-7 |
625-4 |
|
|
| 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 |
646-6 |
624-2 |
22-4 |
3.6% |
7-0 |
1.1% |
27% |
False |
True |
283 |
| 10 |
661-2 |
624-2 |
37-0 |
5.9% |
8-2 |
1.3% |
16% |
False |
True |
3,915 |
| 20 |
661-2 |
624-2 |
37-0 |
5.9% |
7-5 |
1.2% |
16% |
False |
True |
27,262 |
| 40 |
711-2 |
624-2 |
87-0 |
13.8% |
9-3 |
1.5% |
7% |
False |
True |
42,072 |
| 60 |
711-2 |
624-2 |
87-0 |
13.8% |
10-1 |
1.6% |
7% |
False |
True |
45,406 |
| 80 |
711-2 |
624-2 |
87-0 |
13.8% |
10-5 |
1.7% |
7% |
False |
True |
45,648 |
| 100 |
711-2 |
624-2 |
87-0 |
13.8% |
11-0 |
1.7% |
7% |
False |
True |
46,430 |
| 120 |
713-4 |
624-2 |
89-2 |
14.2% |
11-3 |
1.8% |
7% |
False |
True |
43,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
670-2 |
|
2.618 |
655-7 |
|
1.618 |
647-1 |
|
1.000 |
641-6 |
|
0.618 |
638-3 |
|
HIGH |
633-0 |
|
0.618 |
629-5 |
|
0.500 |
628-5 |
|
0.382 |
627-5 |
|
LOW |
624-2 |
|
0.618 |
618-7 |
|
1.000 |
615-4 |
|
1.618 |
610-1 |
|
2.618 |
601-3 |
|
4.250 |
587-0 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
629-6 |
632-2 |
| PP |
629-1 |
631-5 |
| S1 |
628-5 |
630-7 |
|