CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
694-2 |
692-4 |
-1-6 |
-0.3% |
681-2 |
High |
699-6 |
694-6 |
-5-0 |
-0.7% |
698-0 |
Low |
688-0 |
687-0 |
-1-0 |
-0.1% |
672-4 |
Close |
693-4 |
690-4 |
-3-0 |
-0.4% |
687-0 |
Range |
11-6 |
7-6 |
-4-0 |
-34.0% |
25-4 |
ATR |
12-1 |
11-6 |
-0-2 |
-2.6% |
0-0 |
Volume |
42,046 |
41,468 |
-578 |
-1.4% |
324,658 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
714-0 |
710-0 |
694-6 |
|
R3 |
706-2 |
702-2 |
692-5 |
|
R2 |
698-4 |
698-4 |
691-7 |
|
R1 |
694-4 |
694-4 |
691-2 |
692-5 |
PP |
690-6 |
690-6 |
690-6 |
689-6 |
S1 |
686-6 |
686-6 |
689-6 |
684-7 |
S2 |
683-0 |
683-0 |
689-1 |
|
S3 |
675-2 |
679-0 |
688-3 |
|
S4 |
667-4 |
671-2 |
686-2 |
|
|
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 |
699-6 |
684-2 |
15-4 |
2.2% |
10-2 |
1.5% |
40% |
False |
False |
49,964 |
10 |
699-6 |
668-4 |
31-2 |
4.5% |
11-2 |
1.6% |
70% |
False |
False |
59,355 |
20 |
699-6 |
637-2 |
62-4 |
9.1% |
12-0 |
1.7% |
85% |
False |
False |
52,765 |
40 |
699-6 |
635-4 |
64-2 |
9.3% |
12-0 |
1.7% |
86% |
False |
False |
51,637 |
60 |
699-6 |
635-4 |
64-2 |
9.3% |
12-0 |
1.7% |
86% |
False |
False |
48,325 |
80 |
730-6 |
635-4 |
95-2 |
13.8% |
12-5 |
1.8% |
58% |
False |
False |
43,470 |
100 |
738-2 |
635-4 |
102-6 |
14.9% |
12-6 |
1.8% |
54% |
False |
False |
38,678 |
120 |
758-6 |
635-4 |
123-2 |
17.8% |
13-3 |
1.9% |
45% |
False |
False |
35,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
727-6 |
2.618 |
715-0 |
1.618 |
707-2 |
1.000 |
702-4 |
0.618 |
699-4 |
HIGH |
694-6 |
0.618 |
691-6 |
0.500 |
690-7 |
0.382 |
690-0 |
LOW |
687-0 |
0.618 |
682-2 |
1.000 |
679-2 |
1.618 |
674-4 |
2.618 |
666-6 |
4.250 |
654-0 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
690-7 |
693-0 |
PP |
690-6 |
692-1 |
S1 |
690-5 |
691-3 |
|