CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 691-6 686-0 -5-6 -0.8% 687-2
High 693-4 688-0 -5-4 -0.8% 699-6
Low 685-2 678-2 -7-0 -1.0% 682-2
Close 685-6 681-4 -4-2 -0.6% 692-2
Range 8-2 9-6 1-4 18.2% 17-4
ATR 11-4 11-3 -0-1 -1.1% 0-0
Volume 32,946 34,749 1,803 5.5% 218,293
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 711-7 706-3 686-7
R3 702-1 696-5 684-1
R2 692-3 692-3 683-2
R1 686-7 686-7 682-3 684-6
PP 682-5 682-5 682-5 681-4
S1 677-1 677-1 680-5 675-0
S2 672-7 672-7 679-6
S3 663-1 667-3 678-7
S4 653-3 657-5 676-1
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
5 696-4 678-2 18-2 2.7% 10-5 1.6% 18% False True 39,961
10 699-6 678-2 21-4 3.2% 10-4 1.5% 15% False True 44,963
20 699-6 643-6 56-0 8.2% 11-7 1.7% 67% False False 51,820
40 699-6 636-6 63-0 9.2% 11-7 1.7% 71% False False 48,769
60 699-6 635-4 64-2 9.4% 12-1 1.8% 72% False False 49,424
80 708-6 635-4 73-2 10.7% 12-3 1.8% 63% False False 44,443
100 738-2 635-4 102-6 15.1% 12-5 1.9% 45% False False 39,854
120 758-6 635-4 123-2 18.1% 13-2 1.9% 37% False False 36,265
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 2 trading days
Fibonacci Retracements and Extensions
4.250 729-4
2.618 713-4
1.618 703-6
1.000 697-6
0.618 694-0
HIGH 688-0
0.618 684-2
0.500 683-1
0.382 682-0
LOW 678-2
0.618 672-2
1.000 668-4
1.618 662-4
2.618 652-6
4.250 636-6
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 683-1 687-3
PP 682-5 685-3
S1 682-0 683-4

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

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