CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 701-2 701-6 0-4 0.1% 691-2
High 710-4 708-0 -2-4 -0.4% 706-4
Low 699-4 696-0 -3-4 -0.5% 678-2
Close 701-6 696-4 -5-2 -0.7% 705-6
Range 11-0 12-0 1-0 9.1% 28-2
ATR 12-1 12-1 0-0 -0.1% 0-0
Volume 32,966 40,363 7,397 22.4% 217,134
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 736-1 728-3 703-1
R3 724-1 716-3 699-6
R2 712-1 712-1 698-6
R1 704-3 704-3 697-5 702-2
PP 700-1 700-1 700-1 699-1
S1 692-3 692-3 695-3 690-2
S2 688-1 688-1 694-2
S3 676-1 680-3 693-2
S4 664-1 668-3 689-7
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
5 711-2 685-6 25-4 3.7% 13-7 2.0% 42% False False 52,730
10 711-2 678-2 33-0 4.7% 12-3 1.8% 55% False False 46,828
20 711-2 672-4 38-6 5.6% 11-7 1.7% 62% False False 51,383
40 711-2 636-6 74-4 10.7% 12-0 1.7% 80% False False 47,832
60 711-2 635-4 75-6 10.9% 12-3 1.8% 81% False False 51,872
80 711-2 635-4 75-6 10.9% 12-3 1.8% 81% False False 46,194
100 734-0 635-4 98-4 14.1% 12-4 1.8% 62% False False 41,787
120 751-4 635-4 116-0 16.7% 12-7 1.9% 53% False False 37,921
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 2-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 759-0
2.618 739-3
1.618 727-3
1.000 720-0
0.618 715-3
HIGH 708-0
0.618 703-3
0.500 702-0
0.382 700-5
LOW 696-0
0.618 688-5
1.000 684-0
1.618 676-5
2.618 664-5
4.250 645-0
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 702-0 703-2
PP 700-1 701-0
S1 698-3 698-6

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

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