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Data as of: 2026-10-23 · Settlement: Exchange final daily settlement
小麦 (ZW=F) 深度分析 | 超卖反弹至626.67支撑 — 中性直到621.83守住 | 2026-10-26
我们本周对CBOT 12月小麦 (ZWZ26.CBT, 连续合约 ZW=F) 保持中性; 若日结价跌破621.83 (次日S1, NEXT ladder) 将转为空头, 若日结价站上634.67 (次日R2) 将转为多头. 结算价625 [2026-10-23] 近5日下跌5.37%, 近20日下跌11.13%, ATR14为15.29 (价格的2.45%), RV20为20.8% — 一个已经抑制的波动率基础, 限制了在弱势时段卖出的溢价. 上周完成的周线 bar (2026-10-19至2026-10-23) 收于625, 周跌5.37%, 最高666.5, 最低621; 本周目前尚无结算周线, 因此无法确认周线突破. 跨资产背景为风险规避倾向: 金银比74.29 (1Y百分位90.08%), 油金比0.0258 (1Y百分位100%), 铜金比1.62 (1Y百分位100%), DXY 101.81, 10Y收益率4.99%. 本期无亚洲盘数据, 报告日期仅限盘中价位, 分析基准为前一结算价. 策略: 在621.83-634.67区间内对极端行情进行博弈, 若日结价突破任一界限则失效.
This brief is published in Chinese. The English translation is being prepared.
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