CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
662-4 |
657-2 |
-5-2 |
-0.8% |
690-0 |
High |
665-2 |
660-4 |
-4-6 |
-0.7% |
691-2 |
Low |
655-0 |
652-2 |
-2-6 |
-0.4% |
664-4 |
Close |
656-0 |
653-2 |
-2-6 |
-0.4% |
667-6 |
Range |
10-2 |
8-2 |
-2-0 |
-19.5% |
26-6 |
ATR |
11-2 |
11-1 |
-0-2 |
-1.9% |
0-0 |
Volume |
41,081 |
57,175 |
16,094 |
39.2% |
261,197 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-1 |
674-7 |
657-6 |
|
R3 |
671-7 |
666-5 |
655-4 |
|
R2 |
663-5 |
663-5 |
654-6 |
|
R1 |
658-3 |
658-3 |
654-0 |
656-7 |
PP |
655-3 |
655-3 |
655-3 |
654-4 |
S1 |
650-1 |
650-1 |
652-4 |
648-5 |
S2 |
647-1 |
647-1 |
651-6 |
|
S3 |
638-7 |
641-7 |
651-0 |
|
S4 |
630-5 |
633-5 |
648-6 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-6 |
738-0 |
682-4 |
|
R3 |
728-0 |
711-2 |
675-1 |
|
R2 |
701-2 |
701-2 |
672-5 |
|
R1 |
684-4 |
684-4 |
670-2 |
679-4 |
PP |
674-4 |
674-4 |
674-4 |
672-0 |
S1 |
657-6 |
657-6 |
665-2 |
652-6 |
S2 |
647-6 |
647-6 |
662-7 |
|
S3 |
621-0 |
631-0 |
660-3 |
|
S4 |
594-2 |
604-2 |
653-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
677-0 |
652-2 |
24-6 |
3.8% |
9-1 |
1.4% |
4% |
False |
True |
56,993 |
10 |
708-0 |
652-2 |
55-6 |
8.5% |
10-2 |
1.6% |
2% |
False |
True |
50,721 |
20 |
711-2 |
652-2 |
59-0 |
9.0% |
11-3 |
1.7% |
2% |
False |
True |
48,685 |
40 |
711-2 |
637-2 |
74-0 |
11.3% |
11-6 |
1.8% |
22% |
False |
False |
50,725 |
60 |
711-2 |
635-4 |
75-6 |
11.6% |
11-6 |
1.8% |
23% |
False |
False |
50,653 |
80 |
711-2 |
635-4 |
75-6 |
11.6% |
11-7 |
1.8% |
23% |
False |
False |
48,415 |
100 |
730-6 |
635-4 |
95-2 |
14.6% |
12-3 |
1.9% |
19% |
False |
False |
44,513 |
120 |
738-2 |
635-4 |
102-6 |
15.7% |
12-4 |
1.9% |
17% |
False |
False |
40,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-4 |
2.618 |
682-1 |
1.618 |
673-7 |
1.000 |
668-6 |
0.618 |
665-5 |
HIGH |
660-4 |
0.618 |
657-3 |
0.500 |
656-3 |
0.382 |
655-3 |
LOW |
652-2 |
0.618 |
647-1 |
1.000 |
644-0 |
1.618 |
638-7 |
2.618 |
630-5 |
4.250 |
617-2 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
656-3 |
661-7 |
PP |
655-3 |
659-0 |
S1 |
654-2 |
656-1 |
|