CME Wheat Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
701-6 |
697-0 |
-4-6 |
-0.7% |
706-4 |
| High |
708-0 |
702-0 |
-6-0 |
-0.8% |
711-2 |
| Low |
696-0 |
690-2 |
-5-6 |
-0.8% |
690-2 |
| Close |
696-4 |
690-6 |
-5-6 |
-0.8% |
690-6 |
| Range |
12-0 |
11-6 |
-0-2 |
-2.1% |
21-0 |
| ATR |
12-1 |
12-1 |
0-0 |
-0.2% |
0-0 |
| Volume |
40,363 |
41,986 |
1,623 |
4.0% |
250,233 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
729-5 |
721-7 |
697-2 |
|
| R3 |
717-7 |
710-1 |
694-0 |
|
| R2 |
706-1 |
706-1 |
692-7 |
|
| R1 |
698-3 |
698-3 |
691-7 |
696-3 |
| PP |
694-3 |
694-3 |
694-3 |
693-2 |
| S1 |
686-5 |
686-5 |
689-5 |
684-5 |
| S2 |
682-5 |
682-5 |
688-5 |
|
| S3 |
670-7 |
674-7 |
687-4 |
|
| S4 |
659-1 |
663-1 |
684-2 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-3 |
746-5 |
702-2 |
|
| R3 |
739-3 |
725-5 |
696-4 |
|
| R2 |
718-3 |
718-3 |
694-5 |
|
| R1 |
704-5 |
704-5 |
692-5 |
701-0 |
| PP |
697-3 |
697-3 |
697-3 |
695-5 |
| S1 |
683-5 |
683-5 |
688-7 |
680-0 |
| S2 |
676-3 |
676-3 |
686-7 |
|
| S3 |
655-3 |
662-5 |
685-0 |
|
| S4 |
634-3 |
641-5 |
679-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
711-2 |
690-2 |
21-0 |
3.0% |
12-1 |
1.8% |
2% |
False |
True |
50,046 |
| 10 |
711-2 |
678-2 |
33-0 |
4.8% |
12-2 |
1.8% |
38% |
False |
False |
46,736 |
| 20 |
711-2 |
672-4 |
38-6 |
5.6% |
12-0 |
1.7% |
47% |
False |
False |
50,515 |
| 40 |
711-2 |
636-6 |
74-4 |
10.8% |
12-0 |
1.7% |
72% |
False |
False |
47,895 |
| 60 |
711-2 |
635-4 |
75-6 |
11.0% |
12-3 |
1.8% |
73% |
False |
False |
51,549 |
| 80 |
711-2 |
635-4 |
75-6 |
11.0% |
12-2 |
1.8% |
73% |
False |
False |
46,216 |
| 100 |
730-6 |
635-4 |
95-2 |
13.8% |
12-4 |
1.8% |
58% |
False |
False |
41,988 |
| 120 |
751-4 |
635-4 |
116-0 |
16.8% |
12-7 |
1.9% |
48% |
False |
False |
38,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
752-0 |
|
2.618 |
732-6 |
|
1.618 |
721-0 |
|
1.000 |
713-6 |
|
0.618 |
709-2 |
|
HIGH |
702-0 |
|
0.618 |
697-4 |
|
0.500 |
696-1 |
|
0.382 |
694-6 |
|
LOW |
690-2 |
|
0.618 |
683-0 |
|
1.000 |
678-4 |
|
1.618 |
671-2 |
|
2.618 |
659-4 |
|
4.250 |
640-2 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
696-1 |
700-3 |
| PP |
694-3 |
697-1 |
| S1 |
692-4 |
694-0 |
|