CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
686-0 |
681-2 |
-4-6 |
-0.7% |
687-2 |
| High |
688-0 |
693-2 |
5-2 |
0.8% |
699-6 |
| Low |
678-2 |
680-4 |
2-2 |
0.3% |
682-2 |
| Close |
681-4 |
686-0 |
4-4 |
0.7% |
692-2 |
| Range |
9-6 |
12-6 |
3-0 |
30.8% |
17-4 |
| ATR |
11-3 |
11-4 |
0-1 |
0.8% |
0-0 |
| Volume |
34,749 |
43,387 |
8,638 |
24.9% |
218,293 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-7 |
718-1 |
693-0 |
|
| R3 |
712-1 |
705-3 |
689-4 |
|
| R2 |
699-3 |
699-3 |
688-3 |
|
| R1 |
692-5 |
692-5 |
687-1 |
696-0 |
| PP |
686-5 |
686-5 |
686-5 |
688-2 |
| S1 |
679-7 |
679-7 |
684-7 |
683-2 |
| S2 |
673-7 |
673-7 |
683-5 |
|
| S3 |
661-1 |
667-1 |
682-4 |
|
| S4 |
648-3 |
654-3 |
679-0 |
|
|
| 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% |
10-7 |
1.6% |
42% |
False |
False |
40,927 |
| 10 |
699-6 |
678-2 |
21-4 |
3.1% |
10-3 |
1.5% |
36% |
False |
False |
44,595 |
| 20 |
699-6 |
643-6 |
56-0 |
8.2% |
11-5 |
1.7% |
75% |
False |
False |
52,703 |
| 40 |
699-6 |
636-6 |
63-0 |
9.2% |
11-7 |
1.7% |
78% |
False |
False |
48,888 |
| 60 |
699-6 |
635-4 |
64-2 |
9.4% |
12-1 |
1.8% |
79% |
False |
False |
49,794 |
| 80 |
705-6 |
635-4 |
70-2 |
10.2% |
12-3 |
1.8% |
72% |
False |
False |
44,481 |
| 100 |
738-2 |
635-4 |
102-6 |
15.0% |
12-5 |
1.8% |
49% |
False |
False |
40,133 |
| 120 |
758-6 |
635-4 |
123-2 |
18.0% |
13-1 |
1.9% |
41% |
False |
False |
36,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
747-4 |
|
2.618 |
726-5 |
|
1.618 |
713-7 |
|
1.000 |
706-0 |
|
0.618 |
701-1 |
|
HIGH |
693-2 |
|
0.618 |
688-3 |
|
0.500 |
686-7 |
|
0.382 |
685-3 |
|
LOW |
680-4 |
|
0.618 |
672-5 |
|
1.000 |
667-6 |
|
1.618 |
659-7 |
|
2.618 |
647-1 |
|
4.250 |
626-2 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
686-7 |
686-0 |
| PP |
686-5 |
685-7 |
| S1 |
686-2 |
685-7 |
|