CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
685-6 |
706-4 |
20-6 |
3.0% |
691-2 |
| High |
706-4 |
711-2 |
4-6 |
0.7% |
706-4 |
| Low |
685-6 |
694-0 |
8-2 |
1.2% |
678-2 |
| Close |
705-6 |
699-6 |
-6-0 |
-0.9% |
705-6 |
| Range |
20-6 |
17-2 |
-3-4 |
-16.9% |
28-2 |
| ATR |
12-1 |
12-4 |
0-3 |
3.0% |
0-0 |
| Volume |
55,407 |
71,336 |
15,929 |
28.7% |
217,134 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
753-3 |
743-7 |
709-2 |
|
| R3 |
736-1 |
726-5 |
704-4 |
|
| R2 |
718-7 |
718-7 |
702-7 |
|
| R1 |
709-3 |
709-3 |
701-3 |
705-4 |
| PP |
701-5 |
701-5 |
701-5 |
699-6 |
| S1 |
692-1 |
692-1 |
698-1 |
688-2 |
| S2 |
684-3 |
684-3 |
696-5 |
|
| S3 |
667-1 |
674-7 |
695-0 |
|
| S4 |
649-7 |
657-5 |
690-2 |
|
|
| 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 |
678-2 |
33-0 |
4.7% |
13-6 |
2.0% |
65% |
True |
False |
47,565 |
| 10 |
711-2 |
678-2 |
33-0 |
4.7% |
12-3 |
1.8% |
65% |
True |
False |
45,345 |
| 20 |
711-2 |
649-4 |
61-6 |
8.8% |
12-2 |
1.7% |
81% |
True |
False |
52,809 |
| 40 |
711-2 |
636-6 |
74-4 |
10.6% |
12-3 |
1.8% |
85% |
True |
False |
49,302 |
| 60 |
711-2 |
635-4 |
75-6 |
10.8% |
12-4 |
1.8% |
85% |
True |
False |
51,039 |
| 80 |
711-2 |
635-4 |
75-6 |
10.8% |
12-4 |
1.8% |
85% |
True |
False |
45,487 |
| 100 |
738-2 |
635-4 |
102-6 |
14.7% |
12-5 |
1.8% |
63% |
False |
False |
40,989 |
| 120 |
758-2 |
635-4 |
122-6 |
17.5% |
13-0 |
1.9% |
52% |
False |
False |
37,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784-4 |
|
2.618 |
756-3 |
|
1.618 |
739-1 |
|
1.000 |
728-4 |
|
0.618 |
721-7 |
|
HIGH |
711-2 |
|
0.618 |
704-5 |
|
0.500 |
702-5 |
|
0.382 |
700-5 |
|
LOW |
694-0 |
|
0.618 |
683-3 |
|
1.000 |
676-6 |
|
1.618 |
666-1 |
|
2.618 |
648-7 |
|
4.250 |
620-6 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
702-5 |
698-4 |
| PP |
701-5 |
697-1 |
| S1 |
700-6 |
695-7 |
|