CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
691-2 |
691-6 |
0-4 |
0.1% |
687-2 |
| High |
696-4 |
693-4 |
-3-0 |
-0.4% |
699-6 |
| Low |
686-2 |
685-2 |
-1-0 |
-0.1% |
682-2 |
| Close |
692-4 |
685-6 |
-6-6 |
-1.0% |
692-2 |
| Range |
10-2 |
8-2 |
-2-0 |
-19.5% |
17-4 |
| ATR |
11-6 |
11-4 |
-0-2 |
-2.1% |
0-0 |
| Volume |
50,645 |
32,946 |
-17,699 |
-34.9% |
218,293 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
712-7 |
707-5 |
690-2 |
|
| R3 |
704-5 |
699-3 |
688-0 |
|
| R2 |
696-3 |
696-3 |
687-2 |
|
| R1 |
691-1 |
691-1 |
686-4 |
689-5 |
| PP |
688-1 |
688-1 |
688-1 |
687-4 |
| S1 |
682-7 |
682-7 |
685-0 |
681-3 |
| S2 |
679-7 |
679-7 |
684-2 |
|
| S3 |
671-5 |
674-5 |
683-4 |
|
| S4 |
663-3 |
666-3 |
681-2 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743-7 |
735-5 |
701-7 |
|
| R3 |
726-3 |
718-1 |
697-0 |
|
| R2 |
708-7 |
708-7 |
695-4 |
|
| R1 |
700-5 |
700-5 |
693-7 |
704-6 |
| PP |
691-3 |
691-3 |
691-3 |
693-4 |
| S1 |
683-1 |
683-1 |
690-5 |
687-2 |
| S2 |
673-7 |
673-7 |
689-0 |
|
| S3 |
656-3 |
665-5 |
687-4 |
|
| S4 |
638-7 |
648-1 |
682-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
696-4 |
682-2 |
14-2 |
2.1% |
10-2 |
1.5% |
25% |
False |
False |
41,305 |
| 10 |
699-6 |
678-0 |
21-6 |
3.2% |
10-5 |
1.6% |
36% |
False |
False |
48,421 |
| 20 |
699-6 |
642-0 |
57-6 |
8.4% |
11-5 |
1.7% |
76% |
False |
False |
52,075 |
| 40 |
699-6 |
636-6 |
63-0 |
9.2% |
12-0 |
1.7% |
78% |
False |
False |
49,223 |
| 60 |
699-6 |
635-4 |
64-2 |
9.4% |
12-0 |
1.8% |
78% |
False |
False |
49,335 |
| 80 |
713-4 |
635-4 |
78-0 |
11.4% |
12-3 |
1.8% |
64% |
False |
False |
44,279 |
| 100 |
738-2 |
635-4 |
102-6 |
15.0% |
12-5 |
1.8% |
49% |
False |
False |
39,747 |
| 120 |
758-6 |
635-4 |
123-2 |
18.0% |
13-2 |
1.9% |
41% |
False |
False |
36,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
728-4 |
|
2.618 |
715-1 |
|
1.618 |
706-7 |
|
1.000 |
701-6 |
|
0.618 |
698-5 |
|
HIGH |
693-4 |
|
0.618 |
690-3 |
|
0.500 |
689-3 |
|
0.382 |
688-3 |
|
LOW |
685-2 |
|
0.618 |
680-1 |
|
1.000 |
677-0 |
|
1.618 |
671-7 |
|
2.618 |
663-5 |
|
4.250 |
650-2 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
689-3 |
689-3 |
| PP |
688-1 |
688-1 |
| S1 |
687-0 |
687-0 |
|