CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
650-2 |
652-6 |
2-4 |
0.4% |
646-6 |
High |
655-0 |
653-4 |
-1-4 |
-0.2% |
654-6 |
Low |
650-2 |
646-0 |
-4-2 |
-0.7% |
642-0 |
Close |
652-4 |
646-4 |
-6-0 |
-0.9% |
649-4 |
Range |
4-6 |
7-4 |
2-6 |
57.9% |
12-6 |
ATR |
9-0 |
8-7 |
-0-1 |
-1.2% |
0-0 |
Volume |
29,790 |
32,508 |
2,718 |
9.1% |
258,663 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
671-1 |
666-3 |
650-5 |
|
R3 |
663-5 |
658-7 |
648-4 |
|
R2 |
656-1 |
656-1 |
647-7 |
|
R1 |
651-3 |
651-3 |
647-2 |
650-0 |
PP |
648-5 |
648-5 |
648-5 |
648-0 |
S1 |
643-7 |
643-7 |
645-6 |
642-4 |
S2 |
641-1 |
641-1 |
645-1 |
|
S3 |
633-5 |
636-3 |
644-4 |
|
S4 |
626-1 |
628-7 |
642-3 |
|
|
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 |
646-0 |
9-0 |
1.4% |
6-3 |
1.0% |
6% |
False |
True |
41,608 |
10 |
655-0 |
642-0 |
13-0 |
2.0% |
7-0 |
1.1% |
35% |
False |
False |
50,608 |
20 |
688-4 |
642-0 |
46-4 |
7.2% |
8-4 |
1.3% |
10% |
False |
False |
58,684 |
40 |
711-2 |
642-0 |
69-2 |
10.7% |
10-0 |
1.5% |
6% |
False |
False |
53,199 |
60 |
711-2 |
636-6 |
74-4 |
11.5% |
10-6 |
1.7% |
13% |
False |
False |
51,536 |
80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-1 |
1.7% |
15% |
False |
False |
53,171 |
100 |
711-2 |
635-4 |
75-6 |
11.7% |
11-4 |
1.8% |
15% |
False |
False |
49,020 |
120 |
730-6 |
635-4 |
95-2 |
14.7% |
11-7 |
1.8% |
12% |
False |
False |
45,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
685-3 |
2.618 |
673-1 |
1.618 |
665-5 |
1.000 |
661-0 |
0.618 |
658-1 |
HIGH |
653-4 |
0.618 |
650-5 |
0.500 |
649-6 |
0.382 |
648-7 |
LOW |
646-0 |
0.618 |
641-3 |
1.000 |
638-4 |
1.618 |
633-7 |
2.618 |
626-3 |
4.250 |
614-1 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
649-6 |
650-4 |
PP |
648-5 |
649-1 |
S1 |
647-5 |
647-7 |
|