CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
646-2 |
645-4 |
-0-6 |
-0.1% |
665-6 |
| High |
649-0 |
653-0 |
4-0 |
0.6% |
671-4 |
| Low |
643-2 |
644-2 |
1-0 |
0.2% |
644-0 |
| Close |
645-4 |
644-6 |
-0-6 |
-0.1% |
649-6 |
| Range |
5-6 |
8-6 |
3-0 |
52.2% |
27-4 |
| ATR |
10-4 |
10-3 |
-0-1 |
-1.2% |
0-0 |
| Volume |
59,340 |
71,720 |
12,380 |
20.9% |
317,549 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-5 |
667-7 |
649-4 |
|
| R3 |
664-7 |
659-1 |
647-1 |
|
| R2 |
656-1 |
656-1 |
646-3 |
|
| R1 |
650-3 |
650-3 |
645-4 |
648-7 |
| PP |
647-3 |
647-3 |
647-3 |
646-4 |
| S1 |
641-5 |
641-5 |
644-0 |
640-1 |
| S2 |
638-5 |
638-5 |
643-1 |
|
| S3 |
629-7 |
632-7 |
642-3 |
|
| S4 |
621-1 |
624-1 |
640-0 |
|
|
| 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 |
659-4 |
643-2 |
16-2 |
2.5% |
10-0 |
1.6% |
9% |
False |
False |
78,689 |
| 10 |
672-2 |
643-2 |
29-0 |
4.5% |
9-1 |
1.4% |
5% |
False |
False |
70,125 |
| 20 |
711-2 |
643-2 |
68-0 |
10.5% |
10-6 |
1.7% |
2% |
False |
False |
59,529 |
| 40 |
711-2 |
643-2 |
68-0 |
10.5% |
11-2 |
1.7% |
2% |
False |
False |
56,116 |
| 60 |
711-2 |
636-6 |
74-4 |
11.6% |
11-4 |
1.8% |
11% |
False |
False |
52,435 |
| 80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-6 |
1.8% |
12% |
False |
False |
52,228 |
| 100 |
711-2 |
635-4 |
75-6 |
11.7% |
12-0 |
1.9% |
12% |
False |
False |
47,490 |
| 120 |
738-2 |
635-4 |
102-6 |
15.9% |
12-2 |
1.9% |
9% |
False |
False |
43,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
690-2 |
|
2.618 |
675-7 |
|
1.618 |
667-1 |
|
1.000 |
661-6 |
|
0.618 |
658-3 |
|
HIGH |
653-0 |
|
0.618 |
649-5 |
|
0.500 |
648-5 |
|
0.382 |
647-5 |
|
LOW |
644-2 |
|
0.618 |
638-7 |
|
1.000 |
635-4 |
|
1.618 |
630-1 |
|
2.618 |
621-3 |
|
4.250 |
607-0 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
648-5 |
648-1 |
| PP |
647-3 |
647-0 |
| S1 |
646-0 |
645-7 |
|