CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
647-2 |
646-2 |
-1-0 |
-0.2% |
665-6 |
High |
652-0 |
649-0 |
-3-0 |
-0.5% |
671-4 |
Low |
644-4 |
643-2 |
-1-2 |
-0.2% |
644-0 |
Close |
645-2 |
645-4 |
0-2 |
0.0% |
649-6 |
Range |
7-4 |
5-6 |
-1-6 |
-23.3% |
27-4 |
ATR |
10-7 |
10-4 |
-0-3 |
-3.4% |
0-0 |
Volume |
71,324 |
59,340 |
-11,984 |
-16.8% |
317,549 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-1 |
660-1 |
648-5 |
|
R3 |
657-3 |
654-3 |
647-1 |
|
R2 |
651-5 |
651-5 |
646-4 |
|
R1 |
648-5 |
648-5 |
646-0 |
647-2 |
PP |
645-7 |
645-7 |
645-7 |
645-2 |
S1 |
642-7 |
642-7 |
645-0 |
641-4 |
S2 |
640-1 |
640-1 |
644-4 |
|
S3 |
634-3 |
637-1 |
643-7 |
|
S4 |
628-5 |
631-3 |
642-3 |
|
|
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 |
659-4 |
643-2 |
16-2 |
2.5% |
9-3 |
1.4% |
14% |
False |
True |
77,672 |
10 |
677-0 |
643-2 |
33-6 |
5.2% |
9-2 |
1.4% |
7% |
False |
True |
67,332 |
20 |
711-2 |
643-2 |
68-0 |
10.5% |
11-0 |
1.7% |
3% |
False |
True |
58,112 |
40 |
711-2 |
643-2 |
68-0 |
10.5% |
11-3 |
1.8% |
3% |
False |
True |
54,966 |
60 |
711-2 |
636-6 |
74-4 |
11.5% |
11-5 |
1.8% |
12% |
False |
False |
51,883 |
80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-6 |
1.8% |
13% |
False |
False |
51,596 |
100 |
711-2 |
635-4 |
75-6 |
11.7% |
12-0 |
1.9% |
13% |
False |
False |
47,177 |
120 |
738-2 |
635-4 |
102-6 |
15.9% |
12-3 |
1.9% |
10% |
False |
False |
42,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
673-4 |
2.618 |
664-0 |
1.618 |
658-2 |
1.000 |
654-6 |
0.618 |
652-4 |
HIGH |
649-0 |
0.618 |
646-6 |
0.500 |
646-1 |
0.382 |
645-4 |
LOW |
643-2 |
0.618 |
639-6 |
1.000 |
637-4 |
1.618 |
634-0 |
2.618 |
628-2 |
4.250 |
618-6 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
646-1 |
651-3 |
PP |
645-7 |
649-3 |
S1 |
645-6 |
647-4 |
|