CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 646-4 650-2 3-6 0.6% 647-2
High 658-6 651-0 -7-6 -1.2% 658-0
Low 645-2 640-0 -5-2 -0.8% 635-4
Close 649-2 640-4 -8-6 -1.3% 643-4
Range 13-4 11-0 -2-4 -18.5% 22-4
ATR 12-7 12-6 -0-1 -1.0% 0-0
Volume 38,603 59,545 20,942 54.2% 362,831
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 676-7 669-5 646-4
R3 665-7 658-5 643-4
R2 654-7 654-7 642-4
R1 647-5 647-5 641-4 645-6
PP 643-7 643-7 643-7 642-7
S1 636-5 636-5 639-4 634-6
S2 632-7 632-7 638-4
S3 621-7 625-5 637-4
S4 610-7 614-5 634-4
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 713-1 700-7 655-7
R3 690-5 678-3 649-6
R2 668-1 668-1 647-5
R1 655-7 655-7 645-4 650-6
PP 645-5 645-5 645-5 643-1
S1 633-3 633-3 641-4 628-2
S2 623-1 623-1 639-3
S3 600-5 610-7 637-2
S4 578-1 588-3 631-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-6 638-2 20-4 3.2% 11-4 1.8% 11% False False 55,932
10 658-6 635-4 23-2 3.6% 12-5 2.0% 22% False False 63,269
20 679-6 635-4 44-2 6.9% 12-6 2.0% 11% False False 53,193
40 705-6 635-4 70-2 11.0% 12-6 2.0% 7% False False 41,048
60 738-2 635-4 102-6 16.0% 13-0 2.0% 5% False False 34,914
80 758-2 635-4 122-6 19.2% 13-4 2.1% 4% False False 30,768
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 697-6
2.618 679-6
1.618 668-6
1.000 662-0
0.618 657-6
HIGH 651-0
0.618 646-6
0.500 645-4
0.382 644-2
LOW 640-0
0.618 633-2
1.000 629-0
1.618 622-2
2.618 611-2
4.250 593-2
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 645-4 649-3
PP 643-7 646-3
S1 642-1 643-4

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

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