CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 650-2 638-0 -12-2 -1.9% 650-0
High 651-0 648-0 -3-0 -0.5% 658-6
Low 640-0 638-0 -2-0 -0.3% 638-0
Close 640-4 646-0 5-4 0.9% 646-0
Range 11-0 10-0 -1-0 -9.1% 20-6
ATR 12-6 12-4 -0-2 -1.5% 0-0
Volume 59,545 50,644 -8,901 -14.9% 259,530
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 674-0 670-0 651-4
R3 664-0 660-0 648-6
R2 654-0 654-0 647-7
R1 650-0 650-0 646-7 652-0
PP 644-0 644-0 644-0 645-0
S1 640-0 640-0 645-1 642-0
S2 634-0 634-0 644-1
S3 624-0 630-0 643-2
S4 614-0 620-0 640-4
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 709-7 698-5 657-3
R3 689-1 677-7 651-6
R2 668-3 668-3 649-6
R1 657-1 657-1 647-7 652-3
PP 647-5 647-5 647-5 645-2
S1 636-3 636-3 644-1 631-5
S2 626-7 626-7 642-2
S3 606-1 615-5 640-2
S4 585-3 594-7 634-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-6 638-0 20-6 3.2% 10-4 1.6% 39% False True 51,906
10 658-6 635-4 23-2 3.6% 12-2 1.9% 45% False False 62,236
20 679-6 635-4 44-2 6.8% 12-6 2.0% 24% False False 54,514
40 705-6 635-4 70-2 10.9% 12-6 2.0% 15% False False 41,673
60 738-2 635-4 102-6 15.9% 12-7 2.0% 10% False False 35,447
80 758-2 635-4 122-6 19.0% 13-3 2.1% 9% False False 31,028
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 2-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 690-4
2.618 674-1
1.618 664-1
1.000 658-0
0.618 654-1
HIGH 648-0
0.618 644-1
0.500 643-0
0.382 641-7
LOW 638-0
0.618 631-7
1.000 628-0
1.618 621-7
2.618 611-7
4.250 595-4
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 645-0 648-3
PP 644-0 647-5
S1 643-0 646-6

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

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