CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 645-4 653-6 8-2 1.3% 640-0
High 656-6 660-0 3-2 0.5% 662-4
Low 645-4 649-4 4-0 0.6% 638-4
Close 653-4 658-2 4-6 0.7% 646-2
Range 11-2 10-4 -0-6 -6.7% 24-0
ATR 12-3 12-2 -0-1 -1.1% 0-0
Volume 47,364 41,600 -5,764 -12.2% 224,591
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 687-3 683-3 664-0
R3 676-7 672-7 661-1
R2 666-3 666-3 660-1
R1 662-3 662-3 659-2 664-3
PP 655-7 655-7 655-7 657-0
S1 651-7 651-7 657-2 653-7
S2 645-3 645-3 656-3
S3 634-7 641-3 655-3
S4 624-3 630-7 652-4
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 721-1 707-5 659-4
R3 697-1 683-5 652-7
R2 673-1 673-1 650-5
R1 659-5 659-5 648-4 666-3
PP 649-1 649-1 649-1 652-4
S1 635-5 635-5 644-0 642-3
S2 625-1 625-1 641-7
S3 601-1 611-5 639-5
S4 577-1 587-5 633-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-4 642-0 20-4 3.1% 11-6 1.8% 79% False False 46,360
10 662-4 637-2 25-2 3.8% 12-1 1.8% 83% False False 44,201
20 670-2 636-6 33-4 5.1% 11-6 1.8% 64% False False 45,896
40 679-6 635-4 44-2 6.7% 12-5 1.9% 51% False False 50,559
60 705-6 635-4 70-2 10.7% 12-4 1.9% 32% False False 43,375
80 738-2 635-4 102-6 15.6% 12-6 1.9% 22% False False 38,382
100 758-2 635-4 122-6 18.6% 13-1 2.0% 19% False False 34,272
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 False
Bull Hook False
Stretch 2-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 704-5
2.618 687-4
1.618 677-0
1.000 670-4
0.618 666-4
HIGH 660-0
0.618 656-0
0.500 654-6
0.382 653-4
LOW 649-4
0.618 643-0
1.000 639-0
1.618 632-4
2.618 622-0
4.250 604-7
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 657-1 656-1
PP 655-7 654-0
S1 654-6 651-7

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

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