CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 685-6 706-4 20-6 3.0% 691-2
High 706-4 711-2 4-6 0.7% 706-4
Low 685-6 694-0 8-2 1.2% 678-2
Close 705-6 699-6 -6-0 -0.9% 705-6
Range 20-6 17-2 -3-4 -16.9% 28-2
ATR 12-1 12-4 0-3 3.0% 0-0
Volume 55,407 71,336 15,929 28.7% 217,134
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 753-3 743-7 709-2
R3 736-1 726-5 704-4
R2 718-7 718-7 702-7
R1 709-3 709-3 701-3 705-4
PP 701-5 701-5 701-5 699-6
S1 692-1 692-1 698-1 688-2
S2 684-3 684-3 696-5
S3 667-1 674-7 695-0
S4 649-7 657-5 690-2
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
5 711-2 678-2 33-0 4.7% 13-6 2.0% 65% True False 47,565
10 711-2 678-2 33-0 4.7% 12-3 1.8% 65% True False 45,345
20 711-2 649-4 61-6 8.8% 12-2 1.7% 81% True False 52,809
40 711-2 636-6 74-4 10.6% 12-3 1.8% 85% True False 49,302
60 711-2 635-4 75-6 10.8% 12-4 1.8% 85% True False 51,039
80 711-2 635-4 75-6 10.8% 12-4 1.8% 85% True False 45,487
100 738-2 635-4 102-6 14.7% 12-5 1.8% 63% False False 40,989
120 758-2 635-4 122-6 17.5% 13-0 1.9% 52% False False 37,120
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 784-4
2.618 756-3
1.618 739-1
1.000 728-4
0.618 721-7
HIGH 711-2
0.618 704-5
0.500 702-5
0.382 700-5
LOW 694-0
0.618 683-3
1.000 676-6
1.618 666-1
2.618 648-7
4.250 620-6
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 702-5 698-4
PP 701-5 697-1
S1 700-6 695-7

Download as Excel Spreadsheet

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

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