CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
646-6 |
643-0 |
-3-6 |
-0.6% |
651-0 |
| High |
650-4 |
651-4 |
1-0 |
0.2% |
659-4 |
| Low |
642-0 |
642-4 |
0-4 |
0.1% |
642-6 |
| Close |
642-2 |
650-2 |
8-0 |
1.2% |
644-4 |
| Range |
8-4 |
9-0 |
0-4 |
5.9% |
16-6 |
| ATR |
10-0 |
9-7 |
0-0 |
-0.5% |
0-0 |
| Volume |
42,077 |
70,840 |
28,763 |
68.4% |
360,266 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-1 |
671-5 |
655-2 |
|
| R3 |
666-1 |
662-5 |
652-6 |
|
| R2 |
657-1 |
657-1 |
651-7 |
|
| R1 |
653-5 |
653-5 |
651-1 |
655-3 |
| PP |
648-1 |
648-1 |
648-1 |
649-0 |
| S1 |
644-5 |
644-5 |
649-3 |
646-3 |
| S2 |
639-1 |
639-1 |
648-5 |
|
| S3 |
630-1 |
635-5 |
647-6 |
|
| S4 |
621-1 |
626-5 |
645-2 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
699-1 |
688-5 |
653-6 |
|
| R3 |
682-3 |
671-7 |
649-1 |
|
| R2 |
665-5 |
665-5 |
647-5 |
|
| R1 |
655-1 |
655-1 |
646-0 |
652-0 |
| PP |
648-7 |
648-7 |
648-7 |
647-3 |
| S1 |
638-3 |
638-3 |
643-0 |
635-2 |
| S2 |
632-1 |
632-1 |
641-3 |
|
| S3 |
615-3 |
621-5 |
639-7 |
|
| S4 |
598-5 |
604-7 |
635-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
653-0 |
642-0 |
11-0 |
1.7% |
7-4 |
1.2% |
75% |
False |
False |
59,608 |
| 10 |
660-4 |
642-0 |
18-4 |
2.8% |
8-6 |
1.3% |
45% |
False |
False |
68,423 |
| 20 |
710-4 |
642-0 |
68-4 |
10.5% |
9-5 |
1.5% |
12% |
False |
False |
58,362 |
| 40 |
711-2 |
642-0 |
69-2 |
10.6% |
10-7 |
1.7% |
12% |
False |
False |
56,135 |
| 60 |
711-2 |
636-6 |
74-4 |
11.5% |
11-1 |
1.7% |
18% |
False |
False |
52,722 |
| 80 |
711-2 |
635-4 |
75-6 |
11.6% |
11-6 |
1.8% |
19% |
False |
False |
53,347 |
| 100 |
711-2 |
635-4 |
75-6 |
11.6% |
11-7 |
1.8% |
19% |
False |
False |
48,479 |
| 120 |
738-2 |
635-4 |
102-6 |
15.8% |
12-1 |
1.9% |
14% |
False |
False |
44,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-6 |
|
2.618 |
675-0 |
|
1.618 |
666-0 |
|
1.000 |
660-4 |
|
0.618 |
657-0 |
|
HIGH |
651-4 |
|
0.618 |
648-0 |
|
0.500 |
647-0 |
|
0.382 |
646-0 |
|
LOW |
642-4 |
|
0.618 |
637-0 |
|
1.000 |
633-4 |
|
1.618 |
628-0 |
|
2.618 |
619-0 |
|
4.250 |
604-2 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
649-1 |
649-1 |
| PP |
648-1 |
647-7 |
| S1 |
647-0 |
646-6 |
|