CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
681-2 |
685-6 |
4-4 |
0.7% |
691-2 |
| High |
693-2 |
706-4 |
13-2 |
1.9% |
706-4 |
| Low |
680-4 |
685-6 |
5-2 |
0.8% |
678-2 |
| Close |
686-0 |
705-6 |
19-6 |
2.9% |
705-6 |
| Range |
12-6 |
20-6 |
8-0 |
62.7% |
28-2 |
| ATR |
11-4 |
12-1 |
0-5 |
5.7% |
0-0 |
| Volume |
43,387 |
55,407 |
12,020 |
27.7% |
217,134 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761-5 |
754-3 |
717-1 |
|
| R3 |
740-7 |
733-5 |
711-4 |
|
| R2 |
720-1 |
720-1 |
709-4 |
|
| R1 |
712-7 |
712-7 |
707-5 |
716-4 |
| PP |
699-3 |
699-3 |
699-3 |
701-1 |
| S1 |
692-1 |
692-1 |
703-7 |
695-6 |
| S2 |
678-5 |
678-5 |
702-0 |
|
| S3 |
657-7 |
671-3 |
700-0 |
|
| S4 |
637-1 |
650-5 |
694-3 |
|
|
| 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 |
706-4 |
678-2 |
28-2 |
4.0% |
12-3 |
1.7% |
97% |
True |
False |
43,426 |
| 10 |
706-4 |
678-2 |
28-2 |
4.0% |
11-5 |
1.7% |
97% |
True |
False |
43,542 |
| 20 |
706-4 |
645-4 |
61-0 |
8.6% |
12-0 |
1.7% |
99% |
True |
False |
51,610 |
| 40 |
706-4 |
636-6 |
69-6 |
9.9% |
12-1 |
1.7% |
99% |
True |
False |
48,785 |
| 60 |
706-4 |
635-4 |
71-0 |
10.1% |
12-3 |
1.7% |
99% |
True |
False |
50,254 |
| 80 |
706-4 |
635-4 |
71-0 |
10.1% |
12-4 |
1.8% |
99% |
True |
False |
44,916 |
| 100 |
738-2 |
635-4 |
102-6 |
14.6% |
12-5 |
1.8% |
68% |
False |
False |
40,462 |
| 120 |
758-2 |
635-4 |
122-6 |
17.4% |
13-0 |
1.8% |
57% |
False |
False |
36,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
794-6 |
|
2.618 |
760-7 |
|
1.618 |
740-1 |
|
1.000 |
727-2 |
|
0.618 |
719-3 |
|
HIGH |
706-4 |
|
0.618 |
698-5 |
|
0.500 |
696-1 |
|
0.382 |
693-5 |
|
LOW |
685-6 |
|
0.618 |
672-7 |
|
1.000 |
665-0 |
|
1.618 |
652-1 |
|
2.618 |
631-3 |
|
4.250 |
597-4 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
702-4 |
701-2 |
| PP |
699-3 |
696-7 |
| S1 |
696-1 |
692-3 |
|