CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 667-4 665-6 -1-6 -0.3% 690-0
High 672-2 671-4 -0-6 -0.1% 691-2
Low 664-4 662-0 -2-4 -0.4% 664-4
Close 667-6 662-6 -5-0 -0.7% 667-6
Range 7-6 9-4 1-6 22.6% 26-6
ATR 11-4 11-3 -0-1 -1.2% 0-0
Volume 77,503 65,415 -12,088 -15.6% 261,197
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 693-7 687-7 668-0
R3 684-3 678-3 665-3
R2 674-7 674-7 664-4
R1 668-7 668-7 663-5 667-1
PP 665-3 665-3 665-3 664-4
S1 659-3 659-3 661-7 657-5
S2 655-7 655-7 661-0
S3 646-3 649-7 660-1
S4 636-7 640-3 657-4
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 754-6 738-0 682-4
R3 728-0 711-2 675-1
R2 701-2 701-2 672-5
R1 684-4 684-4 670-2 679-4
PP 674-4 674-4 674-4 672-0
S1 657-6 657-6 665-2 652-6
S2 647-6 647-6 662-7
S3 621-0 631-0 660-3
S4 594-2 604-2 653-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 688-4 662-0 26-4 4.0% 10-0 1.5% 3% False True 56,975
10 710-4 662-0 48-4 7.3% 10-3 1.6% 2% False True 50,550
20 711-2 662-0 49-2 7.4% 11-3 1.7% 2% False True 47,948
40 711-2 637-2 74-0 11.2% 11-6 1.8% 34% False False 49,800
60 711-2 635-4 75-6 11.4% 12-0 1.8% 36% False False 51,666
80 711-2 635-4 75-6 11.4% 12-0 1.8% 36% False False 47,775
100 730-6 635-4 95-2 14.4% 12-3 1.9% 29% False False 44,028
120 738-2 635-4 102-6 15.5% 12-5 1.9% 27% False False 39,865
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 711-7
2.618 696-3
1.618 686-7
1.000 681-0
0.618 677-3
HIGH 671-4
0.618 667-7
0.500 666-6
0.382 665-5
LOW 662-0
0.618 656-1
1.000 652-4
1.618 646-5
2.618 637-1
4.250 621-5
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 666-6 669-4
PP 665-3 667-2
S1 664-1 665-0

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

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