CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 685-0 691-2 6-2 0.9% 687-2
High 695-4 696-4 1-0 0.1% 699-6
Low 682-2 686-2 4-0 0.6% 682-2
Close 692-2 692-4 0-2 0.0% 692-2
Range 13-2 10-2 -3-0 -22.6% 17-4
ATR 11-7 11-6 -0-1 -1.0% 0-0
Volume 42,908 50,645 7,737 18.0% 218,293
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 722-4 717-6 698-1
R3 712-2 707-4 695-3
R2 702-0 702-0 694-3
R1 697-2 697-2 693-4 699-5
PP 691-6 691-6 691-6 693-0
S1 687-0 687-0 691-4 689-3
S2 681-4 681-4 690-5
S3 671-2 676-6 689-5
S4 661-0 666-4 686-7
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% 59% False False 43,125
10 699-6 672-4 27-2 3.9% 11-0 1.6% 73% False False 53,490
20 699-6 641-2 58-4 8.4% 11-6 1.7% 88% False False 52,404
40 699-6 636-6 63-0 9.1% 11-7 1.7% 88% False False 49,845
60 699-6 635-4 64-2 9.3% 12-1 1.7% 89% False False 49,240
80 723-0 635-4 87-4 12.6% 12-3 1.8% 65% False False 44,254
100 738-2 635-4 102-6 14.8% 12-6 1.8% 55% False False 39,572
120 758-6 635-4 123-2 17.8% 13-2 1.9% 46% False False 35,898
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 740-0
2.618 723-3
1.618 713-1
1.000 706-6
0.618 702-7
HIGH 696-4
0.618 692-5
0.500 691-3
0.382 690-1
LOW 686-2
0.618 679-7
1.000 676-0
1.618 669-5
2.618 659-3
4.250 642-6
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 692-1 691-4
PP 691-6 690-3
S1 691-3 689-3

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

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