CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 647-0 646-0 -1-0 -0.2% 652-0
High 647-4 646-4 -1-0 -0.2% 676-4
Low 640-0 636-6 -3-2 -0.5% 650-2
Close 646-2 640-2 -6-0 -0.9% 654-0
Range 7-4 9-6 2-2 30.0% 26-2
ATR 12-7 12-6 -0-2 -1.8% 0-0
Volume 43,273 41,621 -1,652 -3.8% 283,036
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 670-3 665-1 645-5
R3 660-5 655-3 642-7
R2 650-7 650-7 642-0
R1 645-5 645-5 641-1 643-3
PP 641-1 641-1 641-1 640-0
S1 635-7 635-7 639-3 633-5
S2 631-3 631-3 638-4
S3 621-5 626-1 637-5
S4 611-7 616-3 634-7
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 739-0 722-6 668-4
R3 712-6 696-4 661-2
R2 686-4 686-4 658-6
R1 670-2 670-2 656-3 678-3
PP 660-2 660-2 660-2 664-2
S1 644-0 644-0 651-5 652-1
S2 634-0 634-0 649-2
S3 607-6 617-6 646-6
S4 581-4 591-4 639-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664-0 636-6 27-2 4.3% 11-2 1.8% 13% False True 41,591
10 676-4 636-6 39-6 6.2% 12-3 1.9% 9% False True 51,385
20 676-4 635-4 41-0 6.4% 12-3 1.9% 12% False False 57,405
40 705-6 635-4 70-2 11.0% 12-2 1.9% 7% False False 45,658
60 730-6 635-4 95-2 14.9% 12-7 2.0% 5% False False 39,572
80 741-2 635-4 105-6 16.5% 13-0 2.0% 4% False False 34,273
100 758-6 635-4 123-2 19.3% 13-6 2.1% 4% False False 30,518
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688-0
2.618 672-0
1.618 662-2
1.000 656-2
0.618 652-4
HIGH 646-4
0.618 642-6
0.500 641-5
0.382 640-4
LOW 636-6
0.618 630-6
1.000 627-0
1.618 621-0
2.618 611-2
4.250 595-2
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 641-5 650-3
PP 641-1 647-0
S1 640-6 643-5

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

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