CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 691-2 691-6 0-4 0.1% 687-2
High 696-4 693-4 -3-0 -0.4% 699-6
Low 686-2 685-2 -1-0 -0.1% 682-2
Close 692-4 685-6 -6-6 -1.0% 692-2
Range 10-2 8-2 -2-0 -19.5% 17-4
ATR 11-6 11-4 -0-2 -2.1% 0-0
Volume 50,645 32,946 -17,699 -34.9% 218,293
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 712-7 707-5 690-2
R3 704-5 699-3 688-0
R2 696-3 696-3 687-2
R1 691-1 691-1 686-4 689-5
PP 688-1 688-1 688-1 687-4
S1 682-7 682-7 685-0 681-3
S2 679-7 679-7 684-2
S3 671-5 674-5 683-4
S4 663-3 666-3 681-2
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
5 696-4 682-2 14-2 2.1% 10-2 1.5% 25% False False 41,305
10 699-6 678-0 21-6 3.2% 10-5 1.6% 36% False False 48,421
20 699-6 642-0 57-6 8.4% 11-5 1.7% 76% False False 52,075
40 699-6 636-6 63-0 9.2% 12-0 1.7% 78% False False 49,223
60 699-6 635-4 64-2 9.4% 12-0 1.8% 78% False False 49,335
80 713-4 635-4 78-0 11.4% 12-3 1.8% 64% False False 44,279
100 738-2 635-4 102-6 15.0% 12-5 1.8% 49% False False 39,747
120 758-6 635-4 123-2 18.0% 13-2 1.9% 41% False False 36,091
Crabel Price Patterns
NR True
NR4 True
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 3-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 728-4
2.618 715-1
1.618 706-7
1.000 701-6
0.618 698-5
HIGH 693-4
0.618 690-3
0.500 689-3
0.382 688-3
LOW 685-2
0.618 680-1
1.000 677-0
1.618 671-7
2.618 663-5
4.250 650-2
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 689-3 689-3
PP 688-1 688-1
S1 687-0 687-0

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

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