CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
681-2 |
686-0 |
4-6 |
0.7% |
645-4 |
| High |
689-6 |
698-0 |
8-2 |
1.2% |
685-4 |
| Low |
678-0 |
685-0 |
7-0 |
1.0% |
645-4 |
| Close |
686-0 |
689-2 |
3-2 |
0.5% |
683-0 |
| Range |
11-6 |
13-0 |
1-2 |
10.6% |
40-0 |
| ATR |
12-4 |
12-5 |
0-0 |
0.3% |
0-0 |
| Volume |
69,331 |
47,061 |
-22,270 |
-32.1% |
272,134 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-6 |
722-4 |
696-3 |
|
| R3 |
716-6 |
709-4 |
692-7 |
|
| R2 |
703-6 |
703-6 |
691-5 |
|
| R1 |
696-4 |
696-4 |
690-4 |
700-1 |
| PP |
690-6 |
690-6 |
690-6 |
692-4 |
| S1 |
683-4 |
683-4 |
688-0 |
687-1 |
| S2 |
677-6 |
677-6 |
686-7 |
|
| S3 |
664-6 |
670-4 |
685-5 |
|
| S4 |
651-6 |
657-4 |
682-1 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
791-3 |
777-1 |
705-0 |
|
| R3 |
751-3 |
737-1 |
694-0 |
|
| R2 |
711-3 |
711-3 |
690-3 |
|
| R1 |
697-1 |
697-1 |
686-5 |
704-2 |
| PP |
671-3 |
671-3 |
671-3 |
674-7 |
| S1 |
657-1 |
657-1 |
679-3 |
664-2 |
| S2 |
631-3 |
631-3 |
675-5 |
|
| S3 |
591-3 |
617-1 |
672-0 |
|
| S4 |
551-3 |
577-1 |
661-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
698-0 |
672-4 |
25-4 |
3.7% |
12-6 |
1.9% |
66% |
True |
False |
63,611 |
| 10 |
698-0 |
643-6 |
54-2 |
7.9% |
12-7 |
1.9% |
84% |
True |
False |
60,811 |
| 20 |
698-0 |
637-2 |
60-6 |
8.8% |
12-3 |
1.8% |
86% |
True |
False |
49,786 |
| 40 |
698-0 |
635-4 |
62-4 |
9.1% |
12-3 |
1.8% |
86% |
True |
False |
53,595 |
| 60 |
705-6 |
635-4 |
70-2 |
10.2% |
12-2 |
1.8% |
77% |
False |
False |
47,034 |
| 80 |
730-6 |
635-4 |
95-2 |
13.8% |
12-6 |
1.9% |
56% |
False |
False |
42,126 |
| 100 |
741-2 |
635-4 |
105-6 |
15.3% |
12-7 |
1.9% |
51% |
False |
False |
37,375 |
| 120 |
758-6 |
635-4 |
123-2 |
17.9% |
13-4 |
2.0% |
44% |
False |
False |
33,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
753-2 |
|
2.618 |
732-0 |
|
1.618 |
719-0 |
|
1.000 |
711-0 |
|
0.618 |
706-0 |
|
HIGH |
698-0 |
|
0.618 |
693-0 |
|
0.500 |
691-4 |
|
0.382 |
690-0 |
|
LOW |
685-0 |
|
0.618 |
677-0 |
|
1.000 |
672-0 |
|
1.618 |
664-0 |
|
2.618 |
651-0 |
|
4.250 |
629-6 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
691-4 |
687-7 |
| PP |
690-6 |
686-5 |
| S1 |
690-0 |
685-2 |
|