CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
630-2 |
626-6 |
-3-4 |
-0.6% |
655-0 |
| High |
633-0 |
626-6 |
-6-2 |
-1.0% |
661-2 |
| Low |
624-2 |
622-4 |
-1-6 |
-0.3% |
637-0 |
| Close |
630-2 |
622-4 |
-7-6 |
-1.2% |
637-2 |
| Range |
8-6 |
4-2 |
-4-4 |
-51.4% |
24-2 |
| ATR |
8-5 |
8-4 |
0-0 |
-0.7% |
0-0 |
| Volume |
162 |
16 |
-146 |
-90.1% |
6,347 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
636-5 |
633-7 |
624-7 |
|
| R3 |
632-3 |
629-5 |
623-5 |
|
| R2 |
628-1 |
628-1 |
623-2 |
|
| R1 |
625-3 |
625-3 |
622-7 |
624-5 |
| PP |
623-7 |
623-7 |
623-7 |
623-4 |
| S1 |
621-1 |
621-1 |
622-1 |
620-3 |
| S2 |
619-5 |
619-5 |
621-6 |
|
| S3 |
615-3 |
616-7 |
621-3 |
|
| S4 |
611-1 |
612-5 |
620-1 |
|
|
| 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 |
640-2 |
622-4 |
17-6 |
2.9% |
5-7 |
0.9% |
0% |
False |
True |
124 |
| 10 |
661-2 |
622-4 |
38-6 |
6.2% |
7-6 |
1.2% |
0% |
False |
True |
1,364 |
| 20 |
661-2 |
622-4 |
38-6 |
6.2% |
7-4 |
1.2% |
0% |
False |
True |
24,295 |
| 40 |
711-2 |
622-4 |
88-6 |
14.3% |
9-2 |
1.5% |
0% |
False |
True |
41,204 |
| 60 |
711-2 |
622-4 |
88-6 |
14.3% |
10-1 |
1.6% |
0% |
False |
True |
44,742 |
| 80 |
711-2 |
622-4 |
88-6 |
14.3% |
10-5 |
1.7% |
0% |
False |
True |
44,986 |
| 100 |
711-2 |
622-4 |
88-6 |
14.3% |
11-0 |
1.8% |
0% |
False |
True |
46,136 |
| 120 |
711-2 |
622-4 |
88-6 |
14.3% |
11-2 |
1.8% |
0% |
False |
True |
43,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
644-6 |
|
2.618 |
637-7 |
|
1.618 |
633-5 |
|
1.000 |
631-0 |
|
0.618 |
629-3 |
|
HIGH |
626-6 |
|
0.618 |
625-1 |
|
0.500 |
624-5 |
|
0.382 |
624-1 |
|
LOW |
622-4 |
|
0.618 |
619-7 |
|
1.000 |
618-2 |
|
1.618 |
615-5 |
|
2.618 |
611-3 |
|
4.250 |
604-4 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
624-5 |
630-6 |
| PP |
623-7 |
628-0 |
| S1 |
623-2 |
625-2 |
|