CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 681-2 686-0 4-6 0.7% 645-4
High 689-6 698-0 8-2 1.2% 685-4
Low 678-0 685-0 7-0 1.0% 645-4
Close 686-0 689-2 3-2 0.5% 683-0
Range 11-6 13-0 1-2 10.6% 40-0
ATR 12-4 12-5 0-0 0.3% 0-0
Volume 69,331 47,061 -22,270 -32.1% 272,134
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 729-6 722-4 696-3
R3 716-6 709-4 692-7
R2 703-6 703-6 691-5
R1 696-4 696-4 690-4 700-1
PP 690-6 690-6 690-6 692-4
S1 683-4 683-4 688-0 687-1
S2 677-6 677-6 686-7
S3 664-6 670-4 685-5
S4 651-6 657-4 682-1
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
5 698-0 672-4 25-4 3.7% 12-6 1.9% 66% True False 63,611
10 698-0 643-6 54-2 7.9% 12-7 1.9% 84% True False 60,811
20 698-0 637-2 60-6 8.8% 12-3 1.8% 86% True False 49,786
40 698-0 635-4 62-4 9.1% 12-3 1.8% 86% True False 53,595
60 705-6 635-4 70-2 10.2% 12-2 1.8% 77% False False 47,034
80 730-6 635-4 95-2 13.8% 12-6 1.9% 56% False False 42,126
100 741-2 635-4 105-6 15.3% 12-7 1.9% 51% False False 37,375
120 758-6 635-4 123-2 17.9% 13-4 2.0% 44% False False 33,730
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 2-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 753-2
2.618 732-0
1.618 719-0
1.000 711-0
0.618 706-0
HIGH 698-0
0.618 693-0
0.500 691-4
0.382 690-0
LOW 685-0
0.618 677-0
1.000 672-0
1.618 664-0
2.618 651-0
4.250 629-6
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 691-4 687-7
PP 690-6 686-5
S1 690-0 685-2

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

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