CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 691-0 685-0 -6-0 -0.9% 687-2
High 695-6 695-4 -0-2 0.0% 699-6
Low 684-0 682-2 -1-6 -0.3% 682-2
Close 685-4 692-2 6-6 1.0% 692-2
Range 11-6 13-2 1-4 12.8% 17-4
ATR 11-6 11-7 0-1 0.9% 0-0
Volume 38,560 42,908 4,348 11.3% 218,293
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 729-6 724-2 699-4
R3 716-4 711-0 695-7
R2 703-2 703-2 694-5
R1 697-6 697-6 693-4 700-4
PP 690-0 690-0 690-0 691-3
S1 684-4 684-4 691-0 687-2
S2 676-6 676-6 689-7
S3 663-4 671-2 688-5
S4 650-2 658-0 685-0
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 743-7 735-5 701-7
R3 726-3 718-1 697-0
R2 708-7 708-7 695-4
R1 700-5 700-5 693-7 704-6
PP 691-3 691-3 691-3 693-4
S1 683-1 683-1 690-5 687-2
S2 673-7 673-7 689-0
S3 656-3 665-5 687-4
S4 638-7 648-1 682-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 699-6 682-2 17-4 2.5% 11-0 1.6% 57% False True 43,658
10 699-6 672-4 27-2 3.9% 11-6 1.7% 72% False False 54,295
20 699-6 638-4 61-2 8.8% 11-6 1.7% 88% False False 51,983
40 699-6 636-6 63-0 9.1% 12-0 1.7% 88% False False 50,348
60 699-6 635-4 64-2 9.3% 12-1 1.8% 88% False False 48,875
80 726-4 635-4 91-0 13.1% 12-3 1.8% 62% False False 44,032
100 738-2 635-4 102-6 14.8% 12-6 1.8% 55% False False 39,212
120 758-6 635-4 123-2 17.8% 13-2 1.9% 46% False False 35,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 751-6
2.618 730-2
1.618 717-0
1.000 708-6
0.618 703-6
HIGH 695-4
0.618 690-4
0.500 688-7
0.382 687-2
LOW 682-2
0.618 674-0
1.000 669-0
1.618 660-6
2.618 647-4
4.250 626-0
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 691-1 691-1
PP 690-0 690-1
S1 688-7 689-0

Download as Excel Spreadsheet

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

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