CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
647-0 |
655-0 |
8-0 |
1.2% |
650-2 |
High |
656-4 |
657-0 |
0-4 |
0.1% |
657-0 |
Low |
646-6 |
650-6 |
4-0 |
0.6% |
646-0 |
Close |
651-2 |
655-0 |
3-6 |
0.6% |
655-0 |
Range |
9-6 |
6-2 |
-3-4 |
-35.9% |
11-0 |
ATR |
9-0 |
8-6 |
-0-2 |
-2.2% |
0-0 |
Volume |
25,526 |
6,790 |
-18,736 |
-73.4% |
94,614 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
673-0 |
670-2 |
658-4 |
|
R3 |
666-6 |
664-0 |
656-6 |
|
R2 |
660-4 |
660-4 |
656-1 |
|
R1 |
657-6 |
657-6 |
655-5 |
658-1 |
PP |
654-2 |
654-2 |
654-2 |
654-4 |
S1 |
651-4 |
651-4 |
654-3 |
651-7 |
S2 |
648-0 |
648-0 |
653-7 |
|
S3 |
641-6 |
645-2 |
653-2 |
|
S4 |
635-4 |
639-0 |
651-4 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
685-5 |
681-3 |
661-0 |
|
R3 |
674-5 |
670-3 |
658-0 |
|
R2 |
663-5 |
663-5 |
657-0 |
|
R1 |
659-3 |
659-3 |
656-0 |
661-4 |
PP |
652-5 |
652-5 |
652-5 |
653-6 |
S1 |
648-3 |
648-3 |
654-0 |
650-4 |
S2 |
641-5 |
641-5 |
653-0 |
|
S3 |
630-5 |
637-3 |
652-0 |
|
S4 |
619-5 |
626-3 |
649-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
657-0 |
646-0 |
11-0 |
1.7% |
6-6 |
1.0% |
82% |
True |
False |
29,002 |
10 |
657-0 |
642-0 |
15-0 |
2.3% |
7-1 |
1.1% |
87% |
True |
False |
40,734 |
20 |
672-2 |
642-0 |
30-2 |
4.6% |
8-1 |
1.2% |
43% |
False |
False |
55,429 |
40 |
711-2 |
642-0 |
69-2 |
10.6% |
9-6 |
1.5% |
19% |
False |
False |
51,097 |
60 |
711-2 |
637-2 |
74-0 |
11.3% |
10-5 |
1.6% |
24% |
False |
False |
50,660 |
80 |
711-2 |
635-4 |
75-6 |
11.6% |
11-1 |
1.7% |
26% |
False |
False |
52,346 |
100 |
711-2 |
635-4 |
75-6 |
11.6% |
11-2 |
1.7% |
26% |
False |
False |
48,659 |
120 |
730-6 |
635-4 |
95-2 |
14.5% |
11-6 |
1.8% |
20% |
False |
False |
45,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-4 |
2.618 |
673-3 |
1.618 |
667-1 |
1.000 |
663-2 |
0.618 |
660-7 |
HIGH |
657-0 |
0.618 |
654-5 |
0.500 |
653-7 |
0.382 |
653-1 |
LOW |
650-6 |
0.618 |
646-7 |
1.000 |
644-4 |
1.618 |
640-5 |
2.618 |
634-3 |
4.250 |
624-2 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
654-5 |
653-7 |
PP |
654-2 |
652-5 |
S1 |
653-7 |
651-4 |
|