CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
649-2 |
650-2 |
1-0 |
0.2% |
646-6 |
High |
653-6 |
655-0 |
1-2 |
0.2% |
654-6 |
Low |
648-4 |
650-2 |
1-6 |
0.3% |
642-0 |
Close |
649-4 |
652-4 |
3-0 |
0.5% |
649-4 |
Range |
5-2 |
4-6 |
-0-4 |
-9.5% |
12-6 |
ATR |
9-2 |
9-0 |
-0-2 |
-2.9% |
0-0 |
Volume |
50,399 |
29,790 |
-20,609 |
-40.9% |
258,663 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-7 |
664-3 |
655-1 |
|
R3 |
662-1 |
659-5 |
653-6 |
|
R2 |
657-3 |
657-3 |
653-3 |
|
R1 |
654-7 |
654-7 |
652-7 |
656-1 |
PP |
652-5 |
652-5 |
652-5 |
653-2 |
S1 |
650-1 |
650-1 |
652-1 |
651-3 |
S2 |
647-7 |
647-7 |
651-5 |
|
S3 |
643-1 |
645-3 |
651-2 |
|
S4 |
638-3 |
640-5 |
649-7 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687-0 |
681-0 |
656-4 |
|
R3 |
674-2 |
668-2 |
653-0 |
|
R2 |
661-4 |
661-4 |
651-7 |
|
R1 |
655-4 |
655-4 |
650-5 |
658-4 |
PP |
648-6 |
648-6 |
648-6 |
650-2 |
S1 |
642-6 |
642-6 |
648-3 |
645-6 |
S2 |
636-0 |
636-0 |
647-1 |
|
S3 |
623-2 |
630-0 |
646-0 |
|
S4 |
610-4 |
617-2 |
642-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
655-0 |
642-4 |
12-4 |
1.9% |
6-6 |
1.0% |
80% |
True |
False |
49,275 |
10 |
655-0 |
642-0 |
13-0 |
2.0% |
7-0 |
1.1% |
81% |
True |
False |
54,490 |
20 |
688-4 |
642-0 |
46-4 |
7.1% |
8-5 |
1.3% |
23% |
False |
False |
59,286 |
40 |
711-2 |
642-0 |
69-2 |
10.6% |
10-1 |
1.5% |
15% |
False |
False |
54,477 |
60 |
711-2 |
636-6 |
74-4 |
11.4% |
10-7 |
1.7% |
21% |
False |
False |
51,590 |
80 |
711-2 |
635-4 |
75-6 |
11.6% |
11-3 |
1.7% |
22% |
False |
False |
53,314 |
100 |
711-2 |
635-4 |
75-6 |
11.6% |
11-4 |
1.8% |
22% |
False |
False |
48,900 |
120 |
730-6 |
635-4 |
95-2 |
14.6% |
11-7 |
1.8% |
18% |
False |
False |
45,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
675-2 |
2.618 |
667-3 |
1.618 |
662-5 |
1.000 |
659-6 |
0.618 |
657-7 |
HIGH |
655-0 |
0.618 |
653-1 |
0.500 |
652-5 |
0.382 |
652-1 |
LOW |
650-2 |
0.618 |
647-3 |
1.000 |
645-4 |
1.618 |
642-5 |
2.618 |
637-7 |
4.250 |
630-0 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
652-5 |
652-1 |
PP |
652-5 |
651-5 |
S1 |
652-4 |
651-2 |
|