CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
685-0 |
691-2 |
6-2 |
0.9% |
687-2 |
High |
695-4 |
696-4 |
1-0 |
0.1% |
699-6 |
Low |
682-2 |
686-2 |
4-0 |
0.6% |
682-2 |
Close |
692-2 |
692-4 |
0-2 |
0.0% |
692-2 |
Range |
13-2 |
10-2 |
-3-0 |
-22.6% |
17-4 |
ATR |
11-7 |
11-6 |
-0-1 |
-1.0% |
0-0 |
Volume |
42,908 |
50,645 |
7,737 |
18.0% |
218,293 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
722-4 |
717-6 |
698-1 |
|
R3 |
712-2 |
707-4 |
695-3 |
|
R2 |
702-0 |
702-0 |
694-3 |
|
R1 |
697-2 |
697-2 |
693-4 |
699-5 |
PP |
691-6 |
691-6 |
691-6 |
693-0 |
S1 |
687-0 |
687-0 |
691-4 |
689-3 |
S2 |
681-4 |
681-4 |
690-5 |
|
S3 |
671-2 |
676-6 |
689-5 |
|
S4 |
661-0 |
666-4 |
686-7 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743-7 |
735-5 |
701-7 |
|
R3 |
726-3 |
718-1 |
697-0 |
|
R2 |
708-7 |
708-7 |
695-4 |
|
R1 |
700-5 |
700-5 |
693-7 |
704-6 |
PP |
691-3 |
691-3 |
691-3 |
693-4 |
S1 |
683-1 |
683-1 |
690-5 |
687-2 |
S2 |
673-7 |
673-7 |
689-0 |
|
S3 |
656-3 |
665-5 |
687-4 |
|
S4 |
638-7 |
648-1 |
682-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
699-6 |
682-2 |
17-4 |
2.5% |
11-0 |
1.6% |
59% |
False |
False |
43,125 |
10 |
699-6 |
672-4 |
27-2 |
3.9% |
11-0 |
1.6% |
73% |
False |
False |
53,490 |
20 |
699-6 |
641-2 |
58-4 |
8.4% |
11-6 |
1.7% |
88% |
False |
False |
52,404 |
40 |
699-6 |
636-6 |
63-0 |
9.1% |
11-7 |
1.7% |
88% |
False |
False |
49,845 |
60 |
699-6 |
635-4 |
64-2 |
9.3% |
12-1 |
1.7% |
89% |
False |
False |
49,240 |
80 |
723-0 |
635-4 |
87-4 |
12.6% |
12-3 |
1.8% |
65% |
False |
False |
44,254 |
100 |
738-2 |
635-4 |
102-6 |
14.8% |
12-6 |
1.8% |
55% |
False |
False |
39,572 |
120 |
758-6 |
635-4 |
123-2 |
17.8% |
13-2 |
1.9% |
46% |
False |
False |
35,898 |
|
|
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 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
692-1 |
691-4 |
PP |
691-6 |
690-3 |
S1 |
691-3 |
689-3 |
|