CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
699-6 |
701-2 |
1-4 |
0.2% |
691-2 |
High |
704-4 |
710-4 |
6-0 |
0.9% |
706-4 |
Low |
696-0 |
699-4 |
3-4 |
0.5% |
678-2 |
Close |
700-6 |
701-6 |
1-0 |
0.1% |
705-6 |
Range |
8-4 |
11-0 |
2-4 |
29.4% |
28-2 |
ATR |
12-2 |
12-1 |
-0-1 |
-0.7% |
0-0 |
Volume |
63,582 |
32,966 |
-30,616 |
-48.2% |
217,134 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
736-7 |
730-3 |
707-6 |
|
R3 |
725-7 |
719-3 |
704-6 |
|
R2 |
714-7 |
714-7 |
703-6 |
|
R1 |
708-3 |
708-3 |
702-6 |
711-5 |
PP |
703-7 |
703-7 |
703-7 |
705-4 |
S1 |
697-3 |
697-3 |
700-6 |
700-5 |
S2 |
692-7 |
692-7 |
699-6 |
|
S3 |
681-7 |
686-3 |
698-6 |
|
S4 |
670-7 |
675-3 |
695-6 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781-5 |
771-7 |
721-2 |
|
R3 |
753-3 |
743-5 |
713-4 |
|
R2 |
725-1 |
725-1 |
710-7 |
|
R1 |
715-3 |
715-3 |
708-3 |
720-2 |
PP |
696-7 |
696-7 |
696-7 |
699-2 |
S1 |
687-1 |
687-1 |
703-1 |
692-0 |
S2 |
668-5 |
668-5 |
700-5 |
|
S3 |
640-3 |
658-7 |
698-0 |
|
S4 |
612-1 |
630-5 |
690-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
711-2 |
680-4 |
30-6 |
4.4% |
14-0 |
2.0% |
69% |
False |
False |
53,335 |
10 |
711-2 |
678-2 |
33-0 |
4.7% |
12-3 |
1.8% |
71% |
False |
False |
46,648 |
20 |
711-2 |
668-4 |
42-6 |
6.1% |
11-6 |
1.7% |
78% |
False |
False |
53,002 |
40 |
711-2 |
636-6 |
74-4 |
10.6% |
12-0 |
1.7% |
87% |
False |
False |
48,346 |
60 |
711-2 |
635-4 |
75-6 |
10.8% |
12-4 |
1.8% |
87% |
False |
False |
51,845 |
80 |
711-2 |
635-4 |
75-6 |
10.8% |
12-3 |
1.8% |
87% |
False |
False |
45,989 |
100 |
735-6 |
635-4 |
100-2 |
14.3% |
12-4 |
1.8% |
66% |
False |
False |
41,599 |
120 |
751-4 |
635-4 |
116-0 |
16.5% |
13-0 |
1.8% |
57% |
False |
False |
37,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
757-2 |
2.618 |
739-2 |
1.618 |
728-2 |
1.000 |
721-4 |
0.618 |
717-2 |
HIGH |
710-4 |
0.618 |
706-2 |
0.500 |
705-0 |
0.382 |
703-6 |
LOW |
699-4 |
0.618 |
692-6 |
1.000 |
688-4 |
1.618 |
681-6 |
2.618 |
670-6 |
4.250 |
652-6 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
705-0 |
702-5 |
PP |
703-7 |
702-3 |
S1 |
702-7 |
702-0 |
|