CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
684-6 |
675-0 |
-9-6 |
-1.4% |
706-4 |
High |
688-4 |
677-0 |
-11-4 |
-1.7% |
711-2 |
Low |
674-0 |
667-0 |
-7-0 |
-1.0% |
690-2 |
Close |
675-0 |
667-4 |
-7-4 |
-1.1% |
690-6 |
Range |
14-4 |
10-0 |
-4-4 |
-31.0% |
21-0 |
ATR |
12-0 |
11-6 |
-0-1 |
-1.2% |
0-0 |
Volume |
53,625 |
43,792 |
-9,833 |
-18.3% |
250,233 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-4 |
694-0 |
673-0 |
|
R3 |
690-4 |
684-0 |
670-2 |
|
R2 |
680-4 |
680-4 |
669-3 |
|
R1 |
674-0 |
674-0 |
668-3 |
672-2 |
PP |
670-4 |
670-4 |
670-4 |
669-5 |
S1 |
664-0 |
664-0 |
666-5 |
662-2 |
S2 |
660-4 |
660-4 |
665-5 |
|
S3 |
650-4 |
654-0 |
664-6 |
|
S4 |
640-4 |
644-0 |
662-0 |
|
|
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 |
702-0 |
667-0 |
35-0 |
5.2% |
11-0 |
1.7% |
1% |
False |
True |
45,136 |
10 |
711-2 |
667-0 |
44-2 |
6.6% |
12-4 |
1.9% |
1% |
False |
True |
48,933 |
20 |
711-2 |
667-0 |
44-2 |
6.6% |
11-4 |
1.7% |
1% |
False |
True |
46,764 |
40 |
711-2 |
637-2 |
74-0 |
11.1% |
12-0 |
1.8% |
41% |
False |
False |
48,275 |
60 |
711-2 |
635-4 |
75-6 |
11.3% |
12-1 |
1.8% |
42% |
False |
False |
51,318 |
80 |
711-2 |
635-4 |
75-6 |
11.3% |
12-1 |
1.8% |
42% |
False |
False |
46,966 |
100 |
730-6 |
635-4 |
95-2 |
14.3% |
12-4 |
1.9% |
34% |
False |
False |
43,053 |
120 |
741-2 |
635-4 |
105-6 |
15.8% |
12-5 |
1.9% |
30% |
False |
False |
38,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
719-4 |
2.618 |
703-1 |
1.618 |
693-1 |
1.000 |
687-0 |
0.618 |
683-1 |
HIGH |
677-0 |
0.618 |
673-1 |
0.500 |
672-0 |
0.382 |
670-7 |
LOW |
667-0 |
0.618 |
660-7 |
1.000 |
657-0 |
1.618 |
650-7 |
2.618 |
640-7 |
4.250 |
624-4 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
672-0 |
677-6 |
PP |
670-4 |
674-3 |
S1 |
669-0 |
670-7 |
|