CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
688-0 |
687-2 |
-0-6 |
-0.1% |
681-2 |
High |
692-6 |
696-4 |
3-6 |
0.5% |
698-0 |
Low |
684-2 |
686-2 |
2-0 |
0.3% |
672-4 |
Close |
687-0 |
694-6 |
7-6 |
1.1% |
687-0 |
Range |
8-4 |
10-2 |
1-6 |
20.6% |
25-4 |
ATR |
12-2 |
12-1 |
-0-1 |
-1.2% |
0-0 |
Volume |
65,937 |
53,311 |
-12,626 |
-19.1% |
324,658 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
723-2 |
719-2 |
700-3 |
|
R3 |
713-0 |
709-0 |
697-5 |
|
R2 |
702-6 |
702-6 |
696-5 |
|
R1 |
698-6 |
698-6 |
695-6 |
700-6 |
PP |
692-4 |
692-4 |
692-4 |
693-4 |
S1 |
688-4 |
688-4 |
693-6 |
690-4 |
S2 |
682-2 |
682-2 |
692-7 |
|
S3 |
672-0 |
678-2 |
691-7 |
|
S4 |
661-6 |
668-0 |
689-1 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
762-3 |
750-1 |
701-0 |
|
R3 |
736-7 |
724-5 |
694-0 |
|
R2 |
711-3 |
711-3 |
691-5 |
|
R1 |
699-1 |
699-1 |
689-3 |
705-2 |
PP |
685-7 |
685-7 |
685-7 |
688-7 |
S1 |
673-5 |
673-5 |
684-5 |
679-6 |
S2 |
660-3 |
660-3 |
682-3 |
|
S3 |
634-7 |
648-1 |
680-0 |
|
S4 |
609-3 |
622-5 |
673-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
698-0 |
672-4 |
25-4 |
3.7% |
11-0 |
1.6% |
87% |
False |
False |
63,856 |
10 |
698-0 |
649-4 |
48-4 |
7.0% |
12-1 |
1.7% |
93% |
False |
False |
60,273 |
20 |
698-0 |
637-2 |
60-6 |
8.7% |
12-0 |
1.7% |
95% |
False |
False |
51,653 |
40 |
698-0 |
635-4 |
62-4 |
9.0% |
12-2 |
1.8% |
95% |
False |
False |
53,525 |
60 |
698-0 |
635-4 |
62-4 |
9.0% |
12-1 |
1.8% |
95% |
False |
False |
47,717 |
80 |
730-6 |
635-4 |
95-2 |
13.7% |
12-5 |
1.8% |
62% |
False |
False |
43,048 |
100 |
738-2 |
635-4 |
102-6 |
14.8% |
12-7 |
1.8% |
58% |
False |
False |
38,248 |
120 |
758-6 |
635-4 |
123-2 |
17.7% |
13-4 |
1.9% |
48% |
False |
False |
34,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
740-0 |
2.618 |
723-3 |
1.618 |
713-1 |
1.000 |
706-6 |
0.618 |
702-7 |
HIGH |
696-4 |
0.618 |
692-5 |
0.500 |
691-3 |
0.382 |
690-1 |
LOW |
686-2 |
0.618 |
679-7 |
1.000 |
676-0 |
1.618 |
669-5 |
2.618 |
659-3 |
4.250 |
642-6 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
693-5 |
693-4 |
PP |
692-4 |
692-3 |
S1 |
691-3 |
691-1 |
|