CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
692-4 |
691-0 |
-1-4 |
-0.2% |
681-2 |
| High |
694-6 |
695-6 |
1-0 |
0.1% |
698-0 |
| Low |
687-0 |
684-0 |
-3-0 |
-0.4% |
672-4 |
| Close |
690-4 |
685-4 |
-5-0 |
-0.7% |
687-0 |
| Range |
7-6 |
11-6 |
4-0 |
51.6% |
25-4 |
| ATR |
11-6 |
11-6 |
0-0 |
0.0% |
0-0 |
| Volume |
41,468 |
38,560 |
-2,908 |
-7.0% |
324,658 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
723-5 |
716-3 |
692-0 |
|
| R3 |
711-7 |
704-5 |
688-6 |
|
| R2 |
700-1 |
700-1 |
687-5 |
|
| R1 |
692-7 |
692-7 |
686-5 |
690-5 |
| PP |
688-3 |
688-3 |
688-3 |
687-2 |
| S1 |
681-1 |
681-1 |
684-3 |
678-7 |
| S2 |
676-5 |
676-5 |
683-3 |
|
| S3 |
664-7 |
669-3 |
682-2 |
|
| S4 |
653-1 |
657-5 |
679-0 |
|
|
| 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 |
684-0 |
15-6 |
2.3% |
10-0 |
1.5% |
10% |
False |
True |
48,264 |
| 10 |
699-6 |
672-4 |
27-2 |
4.0% |
11-3 |
1.7% |
48% |
False |
False |
55,938 |
| 20 |
699-6 |
638-4 |
61-2 |
8.9% |
11-6 |
1.7% |
77% |
False |
False |
52,539 |
| 40 |
699-6 |
636-6 |
63-0 |
9.2% |
12-0 |
1.8% |
77% |
False |
False |
50,831 |
| 60 |
699-6 |
635-4 |
64-2 |
9.4% |
12-1 |
1.8% |
78% |
False |
False |
48,524 |
| 80 |
730-6 |
635-4 |
95-2 |
13.9% |
12-5 |
1.8% |
52% |
False |
False |
43,731 |
| 100 |
738-2 |
635-4 |
102-6 |
15.0% |
12-6 |
1.9% |
49% |
False |
False |
38,928 |
| 120 |
758-6 |
635-4 |
123-2 |
18.0% |
13-3 |
1.9% |
41% |
False |
False |
35,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
745-6 |
|
2.618 |
726-4 |
|
1.618 |
714-6 |
|
1.000 |
707-4 |
|
0.618 |
703-0 |
|
HIGH |
695-6 |
|
0.618 |
691-2 |
|
0.500 |
689-7 |
|
0.382 |
688-4 |
|
LOW |
684-0 |
|
0.618 |
676-6 |
|
1.000 |
672-2 |
|
1.618 |
665-0 |
|
2.618 |
653-2 |
|
4.250 |
634-0 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
689-7 |
691-7 |
| PP |
688-3 |
689-6 |
| S1 |
687-0 |
687-5 |
|