CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
653-0 |
651-0 |
-2-0 |
-0.3% |
665-6 |
| High |
658-4 |
659-4 |
1-0 |
0.2% |
671-4 |
| Low |
644-0 |
645-6 |
1-6 |
0.3% |
644-0 |
| Close |
649-6 |
646-2 |
-3-4 |
-0.5% |
649-6 |
| Range |
14-4 |
13-6 |
-0-6 |
-5.2% |
27-4 |
| ATR |
10-7 |
11-1 |
0-2 |
1.8% |
0-0 |
| Volume |
87,243 |
103,818 |
16,575 |
19.0% |
317,549 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-6 |
682-6 |
653-6 |
|
| R3 |
678-0 |
669-0 |
650-0 |
|
| R2 |
664-2 |
664-2 |
648-6 |
|
| R1 |
655-2 |
655-2 |
647-4 |
652-7 |
| PP |
650-4 |
650-4 |
650-4 |
649-2 |
| S1 |
641-4 |
641-4 |
645-0 |
639-1 |
| S2 |
636-6 |
636-6 |
643-6 |
|
| S3 |
623-0 |
627-6 |
642-4 |
|
| S4 |
609-2 |
614-0 |
638-6 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-5 |
721-1 |
664-7 |
|
| R3 |
710-1 |
693-5 |
657-2 |
|
| R2 |
682-5 |
682-5 |
654-6 |
|
| R1 |
666-1 |
666-1 |
652-2 |
660-5 |
| PP |
655-1 |
655-1 |
655-1 |
652-2 |
| S1 |
638-5 |
638-5 |
647-2 |
633-1 |
| S2 |
627-5 |
627-5 |
644-6 |
|
| S3 |
600-1 |
611-1 |
642-2 |
|
| S4 |
572-5 |
583-5 |
634-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
665-2 |
644-0 |
21-2 |
3.3% |
10-3 |
1.6% |
11% |
False |
False |
71,190 |
| 10 |
688-4 |
644-0 |
44-4 |
6.9% |
10-2 |
1.6% |
5% |
False |
False |
64,083 |
| 20 |
711-2 |
644-0 |
67-2 |
10.4% |
11-2 |
1.7% |
3% |
False |
False |
54,964 |
| 40 |
711-2 |
641-2 |
70-0 |
10.8% |
11-4 |
1.8% |
7% |
False |
False |
53,684 |
| 60 |
711-2 |
636-6 |
74-4 |
11.5% |
11-6 |
1.8% |
13% |
False |
False |
51,551 |
| 80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-7 |
1.8% |
14% |
False |
False |
50,671 |
| 100 |
723-0 |
635-4 |
87-4 |
13.5% |
12-1 |
1.9% |
12% |
False |
False |
46,396 |
| 120 |
738-2 |
635-4 |
102-6 |
15.9% |
12-4 |
1.9% |
10% |
False |
False |
42,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
718-0 |
|
2.618 |
695-4 |
|
1.618 |
681-6 |
|
1.000 |
673-2 |
|
0.618 |
668-0 |
|
HIGH |
659-4 |
|
0.618 |
654-2 |
|
0.500 |
652-5 |
|
0.382 |
651-0 |
|
LOW |
645-6 |
|
0.618 |
637-2 |
|
1.000 |
632-0 |
|
1.618 |
623-4 |
|
2.618 |
609-6 |
|
4.250 |
587-2 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
652-5 |
651-6 |
| PP |
650-4 |
649-7 |
| S1 |
648-3 |
648-1 |
|