CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 681-2 685-6 4-4 0.7% 691-2
High 693-2 706-4 13-2 1.9% 706-4
Low 680-4 685-6 5-2 0.8% 678-2
Close 686-0 705-6 19-6 2.9% 705-6
Range 12-6 20-6 8-0 62.7% 28-2
ATR 11-4 12-1 0-5 5.7% 0-0
Volume 43,387 55,407 12,020 27.7% 217,134
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 761-5 754-3 717-1
R3 740-7 733-5 711-4
R2 720-1 720-1 709-4
R1 712-7 712-7 707-5 716-4
PP 699-3 699-3 699-3 701-1
S1 692-1 692-1 703-7 695-6
S2 678-5 678-5 702-0
S3 657-7 671-3 700-0
S4 637-1 650-5 694-3
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 781-5 771-7 721-2
R3 753-3 743-5 713-4
R2 725-1 725-1 710-7
R1 715-3 715-3 708-3 720-2
PP 696-7 696-7 696-7 699-2
S1 687-1 687-1 703-1 692-0
S2 668-5 668-5 700-5
S3 640-3 658-7 698-0
S4 612-1 630-5 690-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706-4 678-2 28-2 4.0% 12-3 1.7% 97% True False 43,426
10 706-4 678-2 28-2 4.0% 11-5 1.7% 97% True False 43,542
20 706-4 645-4 61-0 8.6% 12-0 1.7% 99% True False 51,610
40 706-4 636-6 69-6 9.9% 12-1 1.7% 99% True False 48,785
60 706-4 635-4 71-0 10.1% 12-3 1.7% 99% True False 50,254
80 706-4 635-4 71-0 10.1% 12-4 1.8% 99% True False 44,916
100 738-2 635-4 102-6 14.6% 12-5 1.8% 68% False False 40,462
120 758-2 635-4 122-6 17.4% 13-0 1.8% 57% False False 36,773
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 794-6
2.618 760-7
1.618 740-1
1.000 727-2
0.618 719-3
HIGH 706-4
0.618 698-5
0.500 696-1
0.382 693-5
LOW 685-6
0.618 672-7
1.000 665-0
1.618 652-1
2.618 631-3
4.250 597-4
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 702-4 701-2
PP 699-3 696-7
S1 696-1 692-3

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

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