CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
645-4 |
646-6 |
1-2 |
0.2% |
651-0 |
High |
648-4 |
650-4 |
2-0 |
0.3% |
659-4 |
Low |
642-6 |
642-0 |
-0-6 |
-0.1% |
642-6 |
Close |
644-4 |
642-2 |
-2-2 |
-0.3% |
644-4 |
Range |
5-6 |
8-4 |
2-6 |
47.8% |
16-6 |
ATR |
10-0 |
10-0 |
-0-1 |
-1.1% |
0-0 |
Volume |
54,064 |
42,077 |
-11,987 |
-22.2% |
360,266 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-3 |
664-7 |
646-7 |
|
R3 |
661-7 |
656-3 |
644-5 |
|
R2 |
653-3 |
653-3 |
643-6 |
|
R1 |
647-7 |
647-7 |
643-0 |
646-3 |
PP |
644-7 |
644-7 |
644-7 |
644-2 |
S1 |
639-3 |
639-3 |
641-4 |
637-7 |
S2 |
636-3 |
636-3 |
640-6 |
|
S3 |
627-7 |
630-7 |
639-7 |
|
S4 |
619-3 |
622-3 |
637-5 |
|
|
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 |
653-0 |
642-0 |
11-0 |
1.7% |
7-2 |
1.1% |
2% |
False |
True |
59,705 |
10 |
665-2 |
642-0 |
23-2 |
3.6% |
8-7 |
1.4% |
1% |
False |
True |
65,447 |
20 |
710-4 |
642-0 |
68-4 |
10.7% |
9-5 |
1.5% |
0% |
False |
True |
57,999 |
40 |
711-2 |
642-0 |
69-2 |
10.8% |
10-7 |
1.7% |
0% |
False |
True |
55,404 |
60 |
711-2 |
636-6 |
74-4 |
11.6% |
11-3 |
1.8% |
7% |
False |
False |
52,201 |
80 |
711-2 |
635-4 |
75-6 |
11.8% |
11-6 |
1.8% |
9% |
False |
False |
52,779 |
100 |
711-2 |
635-4 |
75-6 |
11.8% |
12-0 |
1.9% |
9% |
False |
False |
47,990 |
120 |
738-2 |
635-4 |
102-6 |
16.0% |
12-1 |
1.9% |
7% |
False |
False |
43,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
686-5 |
2.618 |
672-6 |
1.618 |
664-2 |
1.000 |
659-0 |
0.618 |
655-6 |
HIGH |
650-4 |
0.618 |
647-2 |
0.500 |
646-2 |
0.382 |
645-2 |
LOW |
642-0 |
0.618 |
636-6 |
1.000 |
633-4 |
1.618 |
628-2 |
2.618 |
619-6 |
4.250 |
605-7 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
646-2 |
647-4 |
PP |
644-7 |
645-6 |
S1 |
643-5 |
644-0 |
|