CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 680-4 684-6 4-2 0.6% 706-4
High 684-6 688-4 3-6 0.5% 711-2
Low 676-2 674-0 -2-2 -0.3% 690-2
Close 681-2 675-0 -6-2 -0.9% 690-6
Range 8-4 14-4 6-0 70.6% 21-0
ATR 11-6 12-0 0-2 1.7% 0-0
Volume 44,543 53,625 9,082 20.4% 250,233
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 722-5 713-3 683-0
R3 708-1 698-7 679-0
R2 693-5 693-5 677-5
R1 684-3 684-3 676-3 681-6
PP 679-1 679-1 679-1 677-7
S1 669-7 669-7 673-5 667-2
S2 664-5 664-5 672-3
S3 650-1 655-3 671-0
S4 635-5 640-7 667-0
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
5 708-0 674-0 34-0 5.0% 11-4 1.7% 3% False True 44,450
10 711-2 674-0 37-2 5.5% 12-6 1.9% 3% False True 48,892
20 711-2 674-0 37-2 5.5% 11-5 1.7% 3% False True 46,928
40 711-2 636-6 74-4 11.0% 11-7 1.8% 51% False False 48,221
60 711-2 635-4 75-6 11.2% 12-1 1.8% 52% False False 51,258
80 711-2 635-4 75-6 11.2% 12-1 1.8% 52% False False 46,891
100 730-6 635-4 95-2 14.1% 12-4 1.9% 41% False False 42,816
120 742-6 635-4 107-2 15.9% 12-6 1.9% 37% False False 38,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 750-1
2.618 726-4
1.618 712-0
1.000 703-0
0.618 697-4
HIGH 688-4
0.618 683-0
0.500 681-2
0.382 679-4
LOW 674-0
0.618 665-0
1.000 659-4
1.618 650-4
2.618 636-0
4.250 612-3
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 681-2 682-5
PP 679-1 680-1
S1 677-1 677-4

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

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