CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 665-6 659-4 -6-2 -0.9% 650-0
High 669-4 663-6 -5-6 -0.9% 658-6
Low 658-2 652-0 -6-2 -0.9% 638-0
Close 659-4 654-2 -5-2 -0.8% 646-0
Range 11-2 11-6 0-4 4.4% 20-6
ATR 13-3 13-2 -0-1 -0.9% 0-0
Volume 60,915 39,453 -21,462 -35.2% 259,530
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 691-7 684-7 660-6
R3 680-1 673-1 657-4
R2 668-3 668-3 656-3
R1 661-3 661-3 655-3 659-0
PP 656-5 656-5 656-5 655-4
S1 649-5 649-5 653-1 647-2
S2 644-7 644-7 652-1
S3 633-1 637-7 651-0
S4 621-3 626-1 647-6
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 5.9% 13-4 2.1% 42% False False 57,162
10 676-4 638-0 38-4 5.9% 12-4 1.9% 42% False False 56,547
20 679-6 635-4 44-2 6.8% 13-0 2.0% 42% False False 58,856
40 705-6 635-4 70-2 10.7% 12-5 1.9% 27% False False 44,536
60 730-6 635-4 95-2 14.6% 12-7 2.0% 20% False False 38,050
80 751-4 635-4 116-0 17.7% 13-3 2.0% 16% False False 33,153
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 2-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 713-6
2.618 694-4
1.618 682-6
1.000 675-4
0.618 671-0
HIGH 663-6
0.618 659-2
0.500 657-7
0.382 656-4
LOW 652-0
0.618 644-6
1.000 640-2
1.618 633-0
2.618 621-2
4.250 602-0
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 657-7 661-1
PP 656-5 658-7
S1 655-4 656-4

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

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