CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
665-6 |
662-4 |
-3-2 |
-0.5% |
690-0 |
| High |
671-4 |
665-2 |
-6-2 |
-0.9% |
691-2 |
| Low |
662-0 |
655-0 |
-7-0 |
-1.1% |
664-4 |
| Close |
662-6 |
656-0 |
-6-6 |
-1.0% |
667-6 |
| Range |
9-4 |
10-2 |
0-6 |
7.9% |
26-6 |
| ATR |
11-3 |
11-2 |
-0-1 |
-0.7% |
0-0 |
| Volume |
65,415 |
41,081 |
-24,334 |
-37.2% |
261,197 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-4 |
683-0 |
661-5 |
|
| R3 |
679-2 |
672-6 |
658-7 |
|
| R2 |
669-0 |
669-0 |
657-7 |
|
| R1 |
662-4 |
662-4 |
657-0 |
660-5 |
| PP |
658-6 |
658-6 |
658-6 |
657-6 |
| S1 |
652-2 |
652-2 |
655-0 |
650-3 |
| S2 |
648-4 |
648-4 |
654-1 |
|
| S3 |
638-2 |
642-0 |
653-1 |
|
| S4 |
628-0 |
631-6 |
650-3 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
754-6 |
738-0 |
682-4 |
|
| R3 |
728-0 |
711-2 |
675-1 |
|
| R2 |
701-2 |
701-2 |
672-5 |
|
| R1 |
684-4 |
684-4 |
670-2 |
679-4 |
| PP |
674-4 |
674-4 |
674-4 |
672-0 |
| S1 |
657-6 |
657-6 |
665-2 |
652-6 |
| S2 |
647-6 |
647-6 |
662-7 |
|
| S3 |
621-0 |
631-0 |
660-3 |
|
| S4 |
594-2 |
604-2 |
653-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
688-4 |
655-0 |
33-4 |
5.1% |
10-3 |
1.6% |
3% |
False |
True |
56,283 |
| 10 |
710-4 |
655-0 |
55-4 |
8.5% |
10-5 |
1.6% |
2% |
False |
True |
48,300 |
| 20 |
711-2 |
655-0 |
56-2 |
8.6% |
11-2 |
1.7% |
2% |
False |
True |
47,899 |
| 40 |
711-2 |
637-2 |
74-0 |
11.3% |
11-6 |
1.8% |
25% |
False |
False |
50,079 |
| 60 |
711-2 |
635-4 |
75-6 |
11.5% |
11-7 |
1.8% |
27% |
False |
False |
50,987 |
| 80 |
711-2 |
635-4 |
75-6 |
11.5% |
12-0 |
1.8% |
27% |
False |
False |
48,012 |
| 100 |
730-6 |
635-4 |
95-2 |
14.5% |
12-3 |
1.9% |
22% |
False |
False |
44,205 |
| 120 |
738-2 |
635-4 |
102-6 |
15.7% |
12-4 |
1.9% |
20% |
False |
False |
40,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708-6 |
|
2.618 |
692-1 |
|
1.618 |
681-7 |
|
1.000 |
675-4 |
|
0.618 |
671-5 |
|
HIGH |
665-2 |
|
0.618 |
661-3 |
|
0.500 |
660-1 |
|
0.382 |
658-7 |
|
LOW |
655-0 |
|
0.618 |
648-5 |
|
1.000 |
644-6 |
|
1.618 |
638-3 |
|
2.618 |
628-1 |
|
4.250 |
611-4 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
660-1 |
663-5 |
| PP |
658-6 |
661-1 |
| S1 |
657-3 |
658-4 |
|