CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
687-2 |
694-2 |
7-0 |
1.0% |
681-2 |
| High |
696-4 |
699-6 |
3-2 |
0.5% |
698-0 |
| Low |
686-2 |
688-0 |
1-6 |
0.3% |
672-4 |
| Close |
694-6 |
693-4 |
-1-2 |
-0.2% |
687-0 |
| Range |
10-2 |
11-6 |
1-4 |
14.6% |
25-4 |
| ATR |
12-1 |
12-1 |
0-0 |
-0.2% |
0-0 |
| Volume |
53,311 |
42,046 |
-11,265 |
-21.1% |
324,658 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-0 |
723-0 |
700-0 |
|
| R3 |
717-2 |
711-2 |
696-6 |
|
| R2 |
705-4 |
705-4 |
695-5 |
|
| R1 |
699-4 |
699-4 |
694-5 |
696-5 |
| PP |
693-6 |
693-6 |
693-6 |
692-2 |
| S1 |
687-6 |
687-6 |
692-3 |
684-7 |
| S2 |
682-0 |
682-0 |
691-3 |
|
| S3 |
670-2 |
676-0 |
690-2 |
|
| S4 |
658-4 |
664-2 |
687-0 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
762-3 |
750-1 |
701-0 |
|
| R3 |
736-7 |
724-5 |
694-0 |
|
| R2 |
711-3 |
711-3 |
691-5 |
|
| R1 |
699-1 |
699-1 |
689-3 |
705-2 |
| PP |
685-7 |
685-7 |
685-7 |
688-7 |
| S1 |
673-5 |
673-5 |
684-5 |
679-6 |
| S2 |
660-3 |
660-3 |
682-3 |
|
| S3 |
634-7 |
648-1 |
680-0 |
|
| S4 |
609-3 |
622-5 |
673-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
699-6 |
678-0 |
21-6 |
3.1% |
11-0 |
1.6% |
71% |
True |
False |
55,537 |
| 10 |
699-6 |
657-4 |
42-2 |
6.1% |
12-2 |
1.8% |
85% |
True |
False |
60,318 |
| 20 |
699-6 |
637-2 |
62-4 |
9.0% |
12-2 |
1.8% |
90% |
True |
False |
52,259 |
| 40 |
699-6 |
635-4 |
64-2 |
9.3% |
12-2 |
1.8% |
90% |
True |
False |
52,531 |
| 60 |
699-6 |
635-4 |
64-2 |
9.3% |
12-2 |
1.8% |
90% |
True |
False |
48,050 |
| 80 |
730-6 |
635-4 |
95-2 |
13.7% |
12-5 |
1.8% |
61% |
False |
False |
43,282 |
| 100 |
738-2 |
635-4 |
102-6 |
14.8% |
12-6 |
1.8% |
56% |
False |
False |
38,486 |
| 120 |
758-6 |
635-4 |
123-2 |
17.8% |
13-3 |
1.9% |
47% |
False |
False |
34,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
749-6 |
|
2.618 |
730-4 |
|
1.618 |
718-6 |
|
1.000 |
711-4 |
|
0.618 |
707-0 |
|
HIGH |
699-6 |
|
0.618 |
695-2 |
|
0.500 |
693-7 |
|
0.382 |
692-4 |
|
LOW |
688-0 |
|
0.618 |
680-6 |
|
1.000 |
676-2 |
|
1.618 |
669-0 |
|
2.618 |
657-2 |
|
4.250 |
638-0 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
693-7 |
693-0 |
| PP |
693-6 |
692-4 |
| S1 |
693-5 |
692-0 |
|