CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 655-2 654-0 -1-2 -0.2% 672-4
High 660-2 657-4 -2-6 -0.4% 678-4
Low 652-0 643-4 -8-4 -1.3% 643-4
Close 653-6 647-2 -6-4 -1.0% 647-2
Range 8-2 14-0 5-6 69.7% 35-0
ATR 12-6 12-7 0-1 0.7% 0-0
Volume 61,098 60,979 -119 -0.2% 264,300
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 691-3 683-3 655-0
R3 677-3 669-3 651-1
R2 663-3 663-3 649-7
R1 655-3 655-3 648-4 652-3
PP 649-3 649-3 649-3 648-0
S1 641-3 641-3 646-0 638-3
S2 635-3 635-3 644-5
S3 621-3 627-3 643-3
S4 607-3 613-3 639-4
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 761-3 739-3 666-4
R3 726-3 704-3 656-7
R2 691-3 691-3 653-5
R1 669-3 669-3 650-4 662-7
PP 656-3 656-3 656-3 653-2
S1 634-3 634-3 644-0 627-7
S2 621-3 621-3 640-7
S3 586-3 599-3 637-5
S4 551-3 564-3 628-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 678-4 643-4 35-0 5.4% 14-0 2.2% 11% False True 52,860
10 679-6 643-4 36-2 5.6% 13-2 2.1% 10% False True 46,791
20 694-0 643-4 50-4 7.8% 11-7 1.8% 7% False True 36,103
40 730-6 643-4 87-2 13.5% 13-0 2.0% 4% False True 32,571
60 738-2 643-4 94-6 14.6% 13-2 2.0% 4% False True 28,064
80 758-6 643-4 115-2 17.8% 14-0 2.2% 3% False True 25,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 717-0
2.618 694-1
1.618 680-1
1.000 671-4
0.618 666-1
HIGH 657-4
0.618 652-1
0.500 650-4
0.382 648-7
LOW 643-4
0.618 634-7
1.000 629-4
1.618 620-7
2.618 606-7
4.250 584-0
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 650-4 654-3
PP 649-3 652-0
S1 648-3 649-5

These figures are updated between 7pm and 10pm EST after a trading day.

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