CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 687-2 694-2 7-0 1.0% 681-2
High 696-4 699-6 3-2 0.5% 698-0
Low 686-2 688-0 1-6 0.3% 672-4
Close 694-6 693-4 -1-2 -0.2% 687-0
Range 10-2 11-6 1-4 14.6% 25-4
ATR 12-1 12-1 0-0 -0.2% 0-0
Volume 53,311 42,046 -11,265 -21.1% 324,658
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 729-0 723-0 700-0
R3 717-2 711-2 696-6
R2 705-4 705-4 695-5
R1 699-4 699-4 694-5 696-5
PP 693-6 693-6 693-6 692-2
S1 687-6 687-6 692-3 684-7
S2 682-0 682-0 691-3
S3 670-2 676-0 690-2
S4 658-4 664-2 687-0
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 762-3 750-1 701-0
R3 736-7 724-5 694-0
R2 711-3 711-3 691-5
R1 699-1 699-1 689-3 705-2
PP 685-7 685-7 685-7 688-7
S1 673-5 673-5 684-5 679-6
S2 660-3 660-3 682-3
S3 634-7 648-1 680-0
S4 609-3 622-5 673-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 699-6 678-0 21-6 3.1% 11-0 1.6% 71% True False 55,537
10 699-6 657-4 42-2 6.1% 12-2 1.8% 85% True False 60,318
20 699-6 637-2 62-4 9.0% 12-2 1.8% 90% True False 52,259
40 699-6 635-4 64-2 9.3% 12-2 1.8% 90% True False 52,531
60 699-6 635-4 64-2 9.3% 12-2 1.8% 90% True False 48,050
80 730-6 635-4 95-2 13.7% 12-5 1.8% 61% False False 43,282
100 738-2 635-4 102-6 14.8% 12-6 1.8% 56% False False 38,486
120 758-6 635-4 123-2 17.8% 13-3 1.9% 47% False False 34,802
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 3-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 749-6
2.618 730-4
1.618 718-6
1.000 711-4
0.618 707-0
HIGH 699-6
0.618 695-2
0.500 693-7
0.382 692-4
LOW 688-0
0.618 680-6
1.000 676-2
1.618 669-0
2.618 657-2
4.250 638-0
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 693-7 693-0
PP 693-6 692-4
S1 693-5 692-0

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

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