CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 681-2 678-2 -3-0 -0.4% 645-4
High 694-6 683-6 -11-0 -1.6% 685-4
Low 676-6 672-4 -4-2 -0.6% 645-4
Close 678-4 681-2 2-6 0.4% 683-0
Range 18-0 11-2 -6-6 -37.5% 40-0
ATR 12-6 12-5 -0-1 -0.8% 0-0
Volume 58,687 83,642 24,955 42.5% 272,134
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 712-7 708-3 687-4
R3 701-5 697-1 684-3
R2 690-3 690-3 683-2
R1 685-7 685-7 682-2 688-1
PP 679-1 679-1 679-1 680-2
S1 674-5 674-5 680-2 676-7
S2 667-7 667-7 679-2
S3 656-5 663-3 678-1
S4 645-3 652-1 675-0
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 791-3 777-1 705-0
R3 751-3 737-1 694-0
R2 711-3 711-3 690-3
R1 697-1 697-1 686-5 704-2
PP 671-3 671-3 671-3 674-7
S1 657-1 657-1 679-3 664-2
S2 631-3 631-3 675-5
S3 591-3 617-1 672-0
S4 551-3 577-1 661-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 694-6 657-4 37-2 5.5% 13-4 2.0% 64% False False 65,099
10 694-6 642-0 52-6 7.7% 12-5 1.9% 74% False False 55,729
20 694-6 636-6 58-0 8.5% 12-0 1.8% 77% False False 48,211
40 694-6 635-4 59-2 8.7% 12-3 1.8% 77% False False 53,144
60 705-6 635-4 70-2 10.3% 12-4 1.8% 65% False False 46,235
80 730-6 635-4 95-2 14.0% 12-6 1.9% 48% False False 41,138
100 748-0 635-4 112-4 16.5% 13-0 1.9% 41% False False 36,620
120 758-6 635-4 123-2 18.1% 13-5 2.0% 37% False False 32,963
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 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 731-4
2.618 713-2
1.618 702-0
1.000 695-0
0.618 690-6
HIGH 683-6
0.618 679-4
0.500 678-1
0.382 676-6
LOW 672-4
0.618 665-4
1.000 661-2
1.618 654-2
2.618 643-0
4.250 624-6
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 680-2 683-5
PP 679-1 682-7
S1 678-1 682-0

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

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