CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
691-6 |
686-0 |
-5-6 |
-0.8% |
687-2 |
High |
693-4 |
688-0 |
-5-4 |
-0.8% |
699-6 |
Low |
685-2 |
678-2 |
-7-0 |
-1.0% |
682-2 |
Close |
685-6 |
681-4 |
-4-2 |
-0.6% |
692-2 |
Range |
8-2 |
9-6 |
1-4 |
18.2% |
17-4 |
ATR |
11-4 |
11-3 |
-0-1 |
-1.1% |
0-0 |
Volume |
32,946 |
34,749 |
1,803 |
5.5% |
218,293 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-7 |
706-3 |
686-7 |
|
R3 |
702-1 |
696-5 |
684-1 |
|
R2 |
692-3 |
692-3 |
683-2 |
|
R1 |
686-7 |
686-7 |
682-3 |
684-6 |
PP |
682-5 |
682-5 |
682-5 |
681-4 |
S1 |
677-1 |
677-1 |
680-5 |
675-0 |
S2 |
672-7 |
672-7 |
679-6 |
|
S3 |
663-1 |
667-3 |
678-7 |
|
S4 |
653-3 |
657-5 |
676-1 |
|
|
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 |
696-4 |
678-2 |
18-2 |
2.7% |
10-5 |
1.6% |
18% |
False |
True |
39,961 |
10 |
699-6 |
678-2 |
21-4 |
3.2% |
10-4 |
1.5% |
15% |
False |
True |
44,963 |
20 |
699-6 |
643-6 |
56-0 |
8.2% |
11-7 |
1.7% |
67% |
False |
False |
51,820 |
40 |
699-6 |
636-6 |
63-0 |
9.2% |
11-7 |
1.7% |
71% |
False |
False |
48,769 |
60 |
699-6 |
635-4 |
64-2 |
9.4% |
12-1 |
1.8% |
72% |
False |
False |
49,424 |
80 |
708-6 |
635-4 |
73-2 |
10.7% |
12-3 |
1.8% |
63% |
False |
False |
44,443 |
100 |
738-2 |
635-4 |
102-6 |
15.1% |
12-5 |
1.9% |
45% |
False |
False |
39,854 |
120 |
758-6 |
635-4 |
123-2 |
18.1% |
13-2 |
1.9% |
37% |
False |
False |
36,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
729-4 |
2.618 |
713-4 |
1.618 |
703-6 |
1.000 |
697-6 |
0.618 |
694-0 |
HIGH |
688-0 |
0.618 |
684-2 |
0.500 |
683-1 |
0.382 |
682-0 |
LOW |
678-2 |
0.618 |
672-2 |
1.000 |
668-4 |
1.618 |
662-4 |
2.618 |
652-6 |
4.250 |
636-6 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
683-1 |
687-3 |
PP |
682-5 |
685-3 |
S1 |
682-0 |
683-4 |
|