CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 641-2 648-0 6-6 1.1% 663-6
High 648-2 652-4 4-2 0.7% 664-0
Low 640-0 642-0 2-0 0.3% 636-6
Close 646-4 648-0 1-4 0.2% 647-6
Range 8-2 10-4 2-2 27.3% 27-2
ATR 12-4 12-3 -0-1 -1.1% 0-0
Volume 29,909 31,355 1,446 4.8% 159,779
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 679-0 674-0 653-6
R3 668-4 663-4 650-7
R2 658-0 658-0 649-7
R1 653-0 653-0 649-0 653-2
PP 647-4 647-4 647-4 647-5
S1 642-4 642-4 647-0 642-6
S2 637-0 637-0 646-1
S3 626-4 632-0 645-1
S4 616-0 621-4 642-2
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 731-2 716-6 662-6
R3 704-0 689-4 655-2
R2 676-6 676-6 652-6
R1 662-2 662-2 650-2 655-7
PP 649-4 649-4 649-4 646-2
S1 635-0 635-0 645-2 628-5
S2 622-2 622-2 642-6
S3 595-0 607-6 640-2
S4 567-6 580-4 632-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653-0 636-6 16-2 2.5% 11-1 1.7% 69% False False 36,960
10 669-4 636-6 32-6 5.1% 11-3 1.8% 34% False False 41,205
20 676-4 635-4 41-0 6.3% 11-7 1.8% 30% False False 50,510
40 686-4 635-4 51-0 7.9% 12-0 1.9% 25% False False 46,104
60 730-6 635-4 95-2 14.7% 12-6 2.0% 13% False False 40,372
80 738-2 635-4 102-6 15.9% 13-0 2.0% 12% False False 35,157
100 758-6 635-4 123-2 19.0% 13-5 2.1% 10% False False 31,553
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 697-1
2.618 680-0
1.618 669-4
1.000 663-0
0.618 659-0
HIGH 652-4
0.618 648-4
0.500 647-2
0.382 646-0
LOW 642-0
0.618 635-4
1.000 631-4
1.618 625-0
2.618 614-4
4.250 597-3
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 647-6 647-2
PP 647-4 646-5
S1 647-2 645-7

Download as Excel Spreadsheet

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

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