CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 657-4 671-0 13-4 2.1% 640-0
High 675-0 679-0 4-0 0.6% 662-4
Low 657-4 668-4 11-0 1.7% 638-4
Close 670-4 678-2 7-6 1.2% 646-2
Range 17-4 10-4 -7-0 -40.0% 24-0
ATR 12-5 12-4 -0-1 -1.2% 0-0
Volume 51,099 72,733 21,634 42.3% 224,591
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 706-6 703-0 684-0
R3 696-2 692-4 681-1
R2 685-6 685-6 680-1
R1 682-0 682-0 679-2 683-7
PP 675-2 675-2 675-2 676-2
S1 671-4 671-4 677-2 673-3
S2 664-6 664-6 676-3
S3 654-2 661-0 675-3
S4 643-6 650-4 672-4
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
5 679-0 643-6 35-2 5.2% 13-0 1.9% 98% True False 58,010
10 679-0 638-4 40-4 6.0% 12-1 1.8% 98% True False 49,140
20 679-0 636-6 42-2 6.2% 12-0 1.8% 98% True False 44,281
40 679-6 635-4 44-2 6.5% 12-6 1.9% 97% False False 52,117
60 705-6 635-4 70-2 10.4% 12-4 1.8% 61% False False 44,464
80 734-0 635-4 98-4 14.5% 12-5 1.9% 43% False False 39,389
100 751-4 635-4 116-0 17.1% 13-1 1.9% 37% False False 35,229
Crabel Price Patterns
NR True
NR4 False
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 723-5
2.618 706-4
1.618 696-0
1.000 689-4
0.618 685-4
HIGH 679-0
0.618 675-0
0.500 673-6
0.382 672-4
LOW 668-4
0.618 662-0
1.000 658-0
1.618 651-4
2.618 641-0
4.250 623-7
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 676-6 673-5
PP 675-2 668-7
S1 673-6 664-2

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

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