CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
680-4 |
684-6 |
4-2 |
0.6% |
706-4 |
High |
684-6 |
688-4 |
3-6 |
0.5% |
711-2 |
Low |
676-2 |
674-0 |
-2-2 |
-0.3% |
690-2 |
Close |
681-2 |
675-0 |
-6-2 |
-0.9% |
690-6 |
Range |
8-4 |
14-4 |
6-0 |
70.6% |
21-0 |
ATR |
11-6 |
12-0 |
0-2 |
1.7% |
0-0 |
Volume |
44,543 |
53,625 |
9,082 |
20.4% |
250,233 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
722-5 |
713-3 |
683-0 |
|
R3 |
708-1 |
698-7 |
679-0 |
|
R2 |
693-5 |
693-5 |
677-5 |
|
R1 |
684-3 |
684-3 |
676-3 |
681-6 |
PP |
679-1 |
679-1 |
679-1 |
677-7 |
S1 |
669-7 |
669-7 |
673-5 |
667-2 |
S2 |
664-5 |
664-5 |
672-3 |
|
S3 |
650-1 |
655-3 |
671-0 |
|
S4 |
635-5 |
640-7 |
667-0 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
760-3 |
746-5 |
702-2 |
|
R3 |
739-3 |
725-5 |
696-4 |
|
R2 |
718-3 |
718-3 |
694-5 |
|
R1 |
704-5 |
704-5 |
692-5 |
701-0 |
PP |
697-3 |
697-3 |
697-3 |
695-5 |
S1 |
683-5 |
683-5 |
688-7 |
680-0 |
S2 |
676-3 |
676-3 |
686-7 |
|
S3 |
655-3 |
662-5 |
685-0 |
|
S4 |
634-3 |
641-5 |
679-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
708-0 |
674-0 |
34-0 |
5.0% |
11-4 |
1.7% |
3% |
False |
True |
44,450 |
10 |
711-2 |
674-0 |
37-2 |
5.5% |
12-6 |
1.9% |
3% |
False |
True |
48,892 |
20 |
711-2 |
674-0 |
37-2 |
5.5% |
11-5 |
1.7% |
3% |
False |
True |
46,928 |
40 |
711-2 |
636-6 |
74-4 |
11.0% |
11-7 |
1.8% |
51% |
False |
False |
48,221 |
60 |
711-2 |
635-4 |
75-6 |
11.2% |
12-1 |
1.8% |
52% |
False |
False |
51,258 |
80 |
711-2 |
635-4 |
75-6 |
11.2% |
12-1 |
1.8% |
52% |
False |
False |
46,891 |
100 |
730-6 |
635-4 |
95-2 |
14.1% |
12-4 |
1.9% |
41% |
False |
False |
42,816 |
120 |
742-6 |
635-4 |
107-2 |
15.9% |
12-6 |
1.9% |
37% |
False |
False |
38,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
750-1 |
2.618 |
726-4 |
1.618 |
712-0 |
1.000 |
703-0 |
0.618 |
697-4 |
HIGH |
688-4 |
0.618 |
683-0 |
0.500 |
681-2 |
0.382 |
679-4 |
LOW |
674-0 |
0.618 |
665-0 |
1.000 |
659-4 |
1.618 |
650-4 |
2.618 |
636-0 |
4.250 |
612-3 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
681-2 |
682-5 |
PP |
679-1 |
680-1 |
S1 |
677-1 |
677-4 |
|