CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
657-2 |
653-4 |
-3-6 |
-0.6% |
690-0 |
High |
660-4 |
657-4 |
-3-0 |
-0.5% |
691-2 |
Low |
652-2 |
652-2 |
0-0 |
0.0% |
664-4 |
Close |
653-2 |
653-0 |
-0-2 |
0.0% |
667-6 |
Range |
8-2 |
5-2 |
-3-0 |
-36.4% |
26-6 |
ATR |
11-1 |
10-5 |
-0-3 |
-3.8% |
0-0 |
Volume |
57,175 |
66,635 |
9,460 |
16.5% |
261,197 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-0 |
666-6 |
655-7 |
|
R3 |
664-6 |
661-4 |
654-4 |
|
R2 |
659-4 |
659-4 |
654-0 |
|
R1 |
656-2 |
656-2 |
653-4 |
655-2 |
PP |
654-2 |
654-2 |
654-2 |
653-6 |
S1 |
651-0 |
651-0 |
652-4 |
650-0 |
S2 |
649-0 |
649-0 |
652-0 |
|
S3 |
643-6 |
645-6 |
651-4 |
|
S4 |
638-4 |
640-4 |
650-1 |
|
|
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 |
672-2 |
652-2 |
20-0 |
3.1% |
8-2 |
1.3% |
4% |
False |
True |
61,561 |
10 |
702-0 |
652-2 |
49-6 |
7.6% |
9-5 |
1.5% |
2% |
False |
True |
53,348 |
20 |
711-2 |
652-2 |
59-0 |
9.0% |
11-0 |
1.7% |
1% |
False |
True |
50,088 |
40 |
711-2 |
638-4 |
72-6 |
11.1% |
11-3 |
1.7% |
20% |
False |
False |
51,313 |
60 |
711-2 |
636-6 |
74-4 |
11.4% |
11-5 |
1.8% |
22% |
False |
False |
50,584 |
80 |
711-2 |
635-4 |
75-6 |
11.6% |
11-7 |
1.8% |
23% |
False |
False |
48,915 |
100 |
730-6 |
635-4 |
95-2 |
14.6% |
12-2 |
1.9% |
18% |
False |
False |
45,002 |
120 |
738-2 |
635-4 |
102-6 |
15.7% |
12-4 |
1.9% |
17% |
False |
False |
40,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
679-6 |
2.618 |
671-2 |
1.618 |
666-0 |
1.000 |
662-6 |
0.618 |
660-6 |
HIGH |
657-4 |
0.618 |
655-4 |
0.500 |
654-7 |
0.382 |
654-2 |
LOW |
652-2 |
0.618 |
649-0 |
1.000 |
647-0 |
1.618 |
643-6 |
2.618 |
638-4 |
4.250 |
630-0 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
654-7 |
658-6 |
PP |
654-2 |
656-7 |
S1 |
653-5 |
654-7 |
|