CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 697-0 690-0 -7-0 -1.0% 706-4
High 702-0 691-2 -10-6 -1.5% 711-2
Low 690-2 680-6 -9-4 -1.4% 690-2
Close 690-6 681-0 -9-6 -1.4% 690-6
Range 11-6 10-4 -1-2 -10.6% 21-0
ATR 12-1 12-0 -0-1 -1.0% 0-0
Volume 41,986 41,734 -252 -0.6% 250,233
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 715-7 708-7 686-6
R3 705-3 698-3 683-7
R2 694-7 694-7 682-7
R1 687-7 687-7 682-0 686-1
PP 684-3 684-3 684-3 683-4
S1 677-3 677-3 680-0 675-5
S2 673-7 673-7 679-1
S3 663-3 666-7 678-1
S4 652-7 656-3 675-2
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 760-3 746-5 702-2
R3 739-3 725-5 696-4
R2 718-3 718-3 694-5
R1 704-5 704-5 692-5 701-0
PP 697-3 697-3 697-3 695-5
S1 683-5 683-5 688-7 680-0
S2 676-3 676-3 686-7
S3 655-3 662-5 685-0
S4 634-3 641-5 679-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 710-4 680-6 29-6 4.4% 10-6 1.6% 1% False True 44,126
10 711-2 678-2 33-0 4.8% 12-2 1.8% 8% False False 45,845
20 711-2 672-4 38-6 5.7% 11-5 1.7% 22% False False 49,668
40 711-2 636-6 74-4 10.9% 12-0 1.8% 59% False False 47,742
60 711-2 635-4 75-6 11.1% 12-2 1.8% 60% False False 51,323
80 711-2 635-4 75-6 11.1% 12-2 1.8% 60% False False 46,303
100 730-6 635-4 95-2 14.0% 12-4 1.8% 48% False False 42,218
120 751-4 635-4 116-0 17.0% 12-7 1.9% 39% False False 38,275
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 735-7
2.618 718-6
1.618 708-2
1.000 701-6
0.618 697-6
HIGH 691-2
0.618 687-2
0.500 686-0
0.382 684-6
LOW 680-6
0.618 674-2
1.000 670-2
1.618 663-6
2.618 653-2
4.250 636-1
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 686-0 694-3
PP 684-3 689-7
S1 682-5 685-4

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

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