CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 666-4 665-6 -0-6 -0.1% 650-0
High 670-2 669-4 -0-6 -0.1% 658-6
Low 660-6 658-2 -2-4 -0.4% 638-0
Close 663-6 659-4 -4-2 -0.6% 646-0
Range 9-4 11-2 1-6 18.4% 20-6
ATR 13-4 13-3 -0-1 -1.2% 0-0
Volume 95,225 60,915 -34,310 -36.0% 259,530
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 696-1 689-1 665-6
R3 684-7 677-7 662-5
R2 673-5 673-5 661-4
R1 666-5 666-5 660-4 664-4
PP 662-3 662-3 662-3 661-3
S1 655-3 655-3 658-4 653-2
S2 651-1 651-1 657-4
S3 639-7 644-1 656-3
S4 628-5 632-7 653-2
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
5 676-4 638-0 38-4 5.8% 13-3 2.0% 56% False False 61,180
10 676-4 638-0 38-4 5.8% 12-5 1.9% 56% False False 58,826
20 679-6 635-4 44-2 6.7% 13-3 2.0% 54% False False 59,953
40 705-6 635-4 70-2 10.7% 12-5 1.9% 34% False False 44,556
60 734-0 635-4 98-4 14.9% 12-7 2.0% 24% False False 37,758
80 751-4 635-4 116-0 17.6% 13-3 2.0% 21% False False 32,966
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 717-2
2.618 699-0
1.618 687-6
1.000 680-6
0.618 676-4
HIGH 669-4
0.618 665-2
0.500 663-7
0.382 662-4
LOW 658-2
0.618 651-2
1.000 647-0
1.618 640-0
2.618 628-6
4.250 610-4
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 663-7 663-7
PP 662-3 662-3
S1 661-0 661-0

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

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