CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
653-4 |
653-0 |
-0-4 |
-0.1% |
665-6 |
High |
657-4 |
658-4 |
1-0 |
0.2% |
671-4 |
Low |
652-2 |
644-0 |
-8-2 |
-1.3% |
644-0 |
Close |
653-0 |
649-6 |
-3-2 |
-0.5% |
649-6 |
Range |
5-2 |
14-4 |
9-2 |
176.2% |
27-4 |
ATR |
10-5 |
10-7 |
0-2 |
2.6% |
0-0 |
Volume |
66,635 |
87,243 |
20,608 |
30.9% |
317,549 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
694-2 |
686-4 |
657-6 |
|
R3 |
679-6 |
672-0 |
653-6 |
|
R2 |
665-2 |
665-2 |
652-3 |
|
R1 |
657-4 |
657-4 |
651-1 |
654-1 |
PP |
650-6 |
650-6 |
650-6 |
649-0 |
S1 |
643-0 |
643-0 |
648-3 |
639-5 |
S2 |
636-2 |
636-2 |
647-1 |
|
S3 |
621-6 |
628-4 |
645-6 |
|
S4 |
607-2 |
614-0 |
641-6 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
737-5 |
721-1 |
664-7 |
|
R3 |
710-1 |
693-5 |
657-2 |
|
R2 |
682-5 |
682-5 |
654-6 |
|
R1 |
666-1 |
666-1 |
652-2 |
660-5 |
PP |
655-1 |
655-1 |
655-1 |
652-2 |
S1 |
638-5 |
638-5 |
647-2 |
633-1 |
S2 |
627-5 |
627-5 |
644-6 |
|
S3 |
600-1 |
611-1 |
642-2 |
|
S4 |
572-5 |
583-5 |
634-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671-4 |
644-0 |
27-4 |
4.2% |
9-4 |
1.5% |
21% |
False |
True |
63,509 |
10 |
691-2 |
644-0 |
47-2 |
7.3% |
9-7 |
1.5% |
12% |
False |
True |
57,874 |
20 |
711-2 |
644-0 |
67-2 |
10.4% |
11-0 |
1.7% |
9% |
False |
True |
52,305 |
40 |
711-2 |
638-4 |
72-6 |
11.2% |
11-3 |
1.8% |
15% |
False |
False |
52,144 |
60 |
711-2 |
636-6 |
74-4 |
11.5% |
11-6 |
1.8% |
17% |
False |
False |
51,000 |
80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-7 |
1.8% |
19% |
False |
False |
49,733 |
100 |
726-4 |
635-4 |
91-0 |
14.0% |
12-1 |
1.9% |
16% |
False |
False |
45,687 |
120 |
738-2 |
635-4 |
102-6 |
15.8% |
12-4 |
1.9% |
14% |
False |
False |
41,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
720-1 |
2.618 |
696-4 |
1.618 |
682-0 |
1.000 |
673-0 |
0.618 |
667-4 |
HIGH |
658-4 |
0.618 |
653-0 |
0.500 |
651-2 |
0.382 |
649-4 |
LOW |
644-0 |
0.618 |
635-0 |
1.000 |
629-4 |
1.618 |
620-4 |
2.618 |
606-0 |
4.250 |
582-3 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
651-2 |
652-2 |
PP |
650-6 |
651-3 |
S1 |
650-2 |
650-5 |
|