CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
645-4 |
645-4 |
0-0 |
0.0% |
651-0 |
High |
653-0 |
648-4 |
-4-4 |
-0.7% |
659-4 |
Low |
644-2 |
642-6 |
-1-4 |
-0.2% |
642-6 |
Close |
644-6 |
644-4 |
-0-2 |
0.0% |
644-4 |
Range |
8-6 |
5-6 |
-3-0 |
-34.3% |
16-6 |
ATR |
10-3 |
10-0 |
-0-3 |
-3.2% |
0-0 |
Volume |
71,720 |
54,064 |
-17,656 |
-24.6% |
360,266 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
662-4 |
659-2 |
647-5 |
|
R3 |
656-6 |
653-4 |
646-1 |
|
R2 |
651-0 |
651-0 |
645-4 |
|
R1 |
647-6 |
647-6 |
645-0 |
646-4 |
PP |
645-2 |
645-2 |
645-2 |
644-5 |
S1 |
642-0 |
642-0 |
644-0 |
640-6 |
S2 |
639-4 |
639-4 |
643-4 |
|
S3 |
633-6 |
636-2 |
642-7 |
|
S4 |
628-0 |
630-4 |
641-3 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-1 |
688-5 |
653-6 |
|
R3 |
682-3 |
671-7 |
649-1 |
|
R2 |
665-5 |
665-5 |
647-5 |
|
R1 |
655-1 |
655-1 |
646-0 |
652-0 |
PP |
648-7 |
648-7 |
648-7 |
647-3 |
S1 |
638-3 |
638-3 |
643-0 |
635-2 |
S2 |
632-1 |
632-1 |
641-3 |
|
S3 |
615-3 |
621-5 |
639-7 |
|
S4 |
598-5 |
604-7 |
635-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
659-4 |
642-6 |
16-6 |
2.6% |
8-2 |
1.3% |
10% |
False |
True |
72,053 |
10 |
671-4 |
642-6 |
28-6 |
4.5% |
8-7 |
1.4% |
6% |
False |
True |
67,781 |
20 |
711-2 |
642-6 |
68-4 |
10.6% |
10-0 |
1.6% |
3% |
False |
True |
59,462 |
40 |
711-2 |
642-6 |
68-4 |
10.6% |
11-0 |
1.7% |
3% |
False |
True |
55,536 |
60 |
711-2 |
636-6 |
74-4 |
11.6% |
11-4 |
1.8% |
10% |
False |
False |
52,344 |
80 |
711-2 |
635-4 |
75-6 |
11.8% |
11-6 |
1.8% |
12% |
False |
False |
52,556 |
100 |
711-2 |
635-4 |
75-6 |
11.8% |
12-0 |
1.9% |
12% |
False |
False |
47,825 |
120 |
738-2 |
635-4 |
102-6 |
15.9% |
12-2 |
1.9% |
9% |
False |
False |
43,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
673-0 |
2.618 |
663-4 |
1.618 |
657-6 |
1.000 |
654-2 |
0.618 |
652-0 |
HIGH |
648-4 |
0.618 |
646-2 |
0.500 |
645-5 |
0.382 |
645-0 |
LOW |
642-6 |
0.618 |
639-2 |
1.000 |
637-0 |
1.618 |
633-4 |
2.618 |
627-6 |
4.250 |
618-2 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
645-5 |
647-7 |
PP |
645-2 |
646-6 |
S1 |
644-7 |
645-5 |
|