CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 654-0 647-2 -6-6 -1.0% 672-4
High 657-4 658-0 0-4 0.1% 678-4
Low 643-4 643-0 -0-4 -0.1% 643-4
Close 647-2 649-0 1-6 0.3% 647-2
Range 14-0 15-0 1-0 7.1% 35-0
ATR 12-7 13-0 0-1 1.2% 0-0
Volume 60,979 81,806 20,827 34.2% 264,300
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 695-0 687-0 657-2
R3 680-0 672-0 653-1
R2 665-0 665-0 651-6
R1 657-0 657-0 650-3 661-0
PP 650-0 650-0 650-0 652-0
S1 642-0 642-0 647-5 646-0
S2 635-0 635-0 646-2
S3 620-0 627-0 644-7
S4 605-0 612-0 640-6
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
5 665-2 643-0 22-2 3.4% 12-0 1.9% 27% False True 60,443
10 679-6 643-0 36-6 5.7% 14-0 2.2% 16% False True 52,429
20 694-0 643-0 51-0 7.9% 12-1 1.9% 12% False True 39,089
40 730-6 643-0 87-6 13.5% 13-1 2.0% 7% False True 34,032
60 738-2 643-0 95-2 14.7% 13-1 2.0% 6% False True 29,124
80 758-6 643-0 115-6 17.8% 14-0 2.2% 5% False True 25,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 721-6
2.618 697-2
1.618 682-2
1.000 673-0
0.618 667-2
HIGH 658-0
0.618 652-2
0.500 650-4
0.382 648-6
LOW 643-0
0.618 633-6
1.000 628-0
1.618 618-6
2.618 603-6
4.250 579-2
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 650-4 651-5
PP 650-0 650-6
S1 649-4 649-7

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

View Archives - Comment on this page... - Back to Index of Symbols