CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
652-6 |
647-0 |
-5-6 |
-0.9% |
646-6 |
High |
653-4 |
656-4 |
3-0 |
0.5% |
654-6 |
Low |
646-0 |
646-6 |
0-6 |
0.1% |
642-0 |
Close |
646-4 |
651-2 |
4-6 |
0.7% |
649-4 |
Range |
7-4 |
9-6 |
2-2 |
30.0% |
12-6 |
ATR |
8-7 |
9-0 |
0-1 |
0.9% |
0-0 |
Volume |
32,508 |
25,526 |
-6,982 |
-21.5% |
258,663 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680-6 |
675-6 |
656-5 |
|
R3 |
671-0 |
666-0 |
653-7 |
|
R2 |
661-2 |
661-2 |
653-0 |
|
R1 |
656-2 |
656-2 |
652-1 |
658-6 |
PP |
651-4 |
651-4 |
651-4 |
652-6 |
S1 |
646-4 |
646-4 |
650-3 |
649-0 |
S2 |
641-6 |
641-6 |
649-4 |
|
S3 |
632-0 |
636-6 |
648-5 |
|
S4 |
622-2 |
627-0 |
645-7 |
|
|
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 |
656-4 |
646-0 |
10-4 |
1.6% |
6-5 |
1.0% |
50% |
True |
False |
36,826 |
10 |
656-4 |
642-0 |
14-4 |
2.2% |
7-3 |
1.1% |
64% |
True |
False |
47,227 |
20 |
677-0 |
642-0 |
35-0 |
5.4% |
8-2 |
1.3% |
26% |
False |
False |
57,279 |
40 |
711-2 |
642-0 |
69-2 |
10.6% |
10-0 |
1.5% |
13% |
False |
False |
52,103 |
60 |
711-2 |
636-6 |
74-4 |
11.4% |
10-6 |
1.6% |
19% |
False |
False |
51,240 |
80 |
711-2 |
635-4 |
75-6 |
11.6% |
11-1 |
1.7% |
21% |
False |
False |
52,763 |
100 |
711-2 |
635-4 |
75-6 |
11.6% |
11-3 |
1.7% |
21% |
False |
False |
48,968 |
120 |
730-6 |
635-4 |
95-2 |
14.6% |
11-6 |
1.8% |
17% |
False |
False |
45,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
698-0 |
2.618 |
682-0 |
1.618 |
672-2 |
1.000 |
666-2 |
0.618 |
662-4 |
HIGH |
656-4 |
0.618 |
652-6 |
0.500 |
651-5 |
0.382 |
650-4 |
LOW |
646-6 |
0.618 |
640-6 |
1.000 |
637-0 |
1.618 |
631-0 |
2.618 |
621-2 |
4.250 |
605-2 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
651-5 |
651-2 |
PP |
651-4 |
651-2 |
S1 |
651-3 |
651-2 |
|