CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 694-2 692-4 -1-6 -0.3% 681-2
High 699-6 694-6 -5-0 -0.7% 698-0
Low 688-0 687-0 -1-0 -0.1% 672-4
Close 693-4 690-4 -3-0 -0.4% 687-0
Range 11-6 7-6 -4-0 -34.0% 25-4
ATR 12-1 11-6 -0-2 -2.6% 0-0
Volume 42,046 41,468 -578 -1.4% 324,658
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 714-0 710-0 694-6
R3 706-2 702-2 692-5
R2 698-4 698-4 691-7
R1 694-4 694-4 691-2 692-5
PP 690-6 690-6 690-6 689-6
S1 686-6 686-6 689-6 684-7
S2 683-0 683-0 689-1
S3 675-2 679-0 688-3
S4 667-4 671-2 686-2
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
5 699-6 684-2 15-4 2.2% 10-2 1.5% 40% False False 49,964
10 699-6 668-4 31-2 4.5% 11-2 1.6% 70% False False 59,355
20 699-6 637-2 62-4 9.1% 12-0 1.7% 85% False False 52,765
40 699-6 635-4 64-2 9.3% 12-0 1.7% 86% False False 51,637
60 699-6 635-4 64-2 9.3% 12-0 1.7% 86% False False 48,325
80 730-6 635-4 95-2 13.8% 12-5 1.8% 58% False False 43,470
100 738-2 635-4 102-6 14.9% 12-6 1.8% 54% False False 38,678
120 758-6 635-4 123-2 17.8% 13-3 1.9% 45% False False 35,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 727-6
2.618 715-0
1.618 707-2
1.000 702-4
0.618 699-4
HIGH 694-6
0.618 691-6
0.500 690-7
0.382 690-0
LOW 687-0
0.618 682-2
1.000 679-2
1.618 674-4
2.618 666-6
4.250 654-0
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 690-7 693-0
PP 690-6 692-1
S1 690-5 691-3

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

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