CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
650-2 |
647-6 |
-2-4 |
-0.4% |
651-0 |
| High |
654-6 |
653-4 |
-1-2 |
-0.2% |
659-4 |
| Low |
646-2 |
647-4 |
1-2 |
0.2% |
642-6 |
| Close |
647-2 |
648-6 |
1-4 |
0.2% |
644-4 |
| Range |
8-4 |
6-0 |
-2-4 |
-29.4% |
16-6 |
| ATR |
9-6 |
9-4 |
-0-2 |
-2.6% |
0-0 |
| Volume |
49,437 |
45,910 |
-3,527 |
-7.1% |
360,266 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-7 |
664-3 |
652-0 |
|
| R3 |
661-7 |
658-3 |
650-3 |
|
| R2 |
655-7 |
655-7 |
649-7 |
|
| R1 |
652-3 |
652-3 |
649-2 |
654-1 |
| PP |
649-7 |
649-7 |
649-7 |
650-6 |
| S1 |
646-3 |
646-3 |
648-2 |
648-1 |
| S2 |
643-7 |
643-7 |
647-5 |
|
| S3 |
637-7 |
640-3 |
647-1 |
|
| S4 |
631-7 |
634-3 |
645-4 |
|
|
| 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 |
654-6 |
642-0 |
12-6 |
2.0% |
7-4 |
1.2% |
53% |
False |
False |
52,465 |
| 10 |
659-4 |
642-0 |
17-4 |
2.7% |
8-6 |
1.4% |
39% |
False |
False |
65,577 |
| 20 |
702-0 |
642-0 |
60-0 |
9.2% |
9-2 |
1.4% |
11% |
False |
False |
59,463 |
| 40 |
711-2 |
642-0 |
69-2 |
10.7% |
10-4 |
1.6% |
10% |
False |
False |
55,423 |
| 60 |
711-2 |
636-6 |
74-4 |
11.5% |
11-0 |
1.7% |
16% |
False |
False |
51,709 |
| 80 |
711-2 |
635-4 |
75-6 |
11.7% |
11-5 |
1.8% |
17% |
False |
False |
53,770 |
| 100 |
711-2 |
635-4 |
75-6 |
11.7% |
11-6 |
1.8% |
17% |
False |
False |
48,848 |
| 120 |
734-0 |
635-4 |
98-4 |
15.2% |
12-0 |
1.8% |
13% |
False |
False |
44,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
679-0 |
|
2.618 |
669-2 |
|
1.618 |
663-2 |
|
1.000 |
659-4 |
|
0.618 |
657-2 |
|
HIGH |
653-4 |
|
0.618 |
651-2 |
|
0.500 |
650-4 |
|
0.382 |
649-6 |
|
LOW |
647-4 |
|
0.618 |
643-6 |
|
1.000 |
641-4 |
|
1.618 |
637-6 |
|
2.618 |
631-6 |
|
4.250 |
622-0 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
650-4 |
648-6 |
| PP |
649-7 |
648-5 |
| S1 |
649-3 |
648-5 |
|