CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 665-6 662-4 -3-2 -0.5% 690-0
High 671-4 665-2 -6-2 -0.9% 691-2
Low 662-0 655-0 -7-0 -1.1% 664-4
Close 662-6 656-0 -6-6 -1.0% 667-6
Range 9-4 10-2 0-6 7.9% 26-6
ATR 11-3 11-2 -0-1 -0.7% 0-0
Volume 65,415 41,081 -24,334 -37.2% 261,197
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 689-4 683-0 661-5
R3 679-2 672-6 658-7
R2 669-0 669-0 657-7
R1 662-4 662-4 657-0 660-5
PP 658-6 658-6 658-6 657-6
S1 652-2 652-2 655-0 650-3
S2 648-4 648-4 654-1
S3 638-2 642-0 653-1
S4 628-0 631-6 650-3
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
5 688-4 655-0 33-4 5.1% 10-3 1.6% 3% False True 56,283
10 710-4 655-0 55-4 8.5% 10-5 1.6% 2% False True 48,300
20 711-2 655-0 56-2 8.6% 11-2 1.7% 2% False True 47,899
40 711-2 637-2 74-0 11.3% 11-6 1.8% 25% False False 50,079
60 711-2 635-4 75-6 11.5% 11-7 1.8% 27% False False 50,987
80 711-2 635-4 75-6 11.5% 12-0 1.8% 27% False False 48,012
100 730-6 635-4 95-2 14.5% 12-3 1.9% 22% False False 44,205
120 738-2 635-4 102-6 15.7% 12-4 1.9% 20% False False 40,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 708-6
2.618 692-1
1.618 681-7
1.000 675-4
0.618 671-5
HIGH 665-2
0.618 661-3
0.500 660-1
0.382 658-7
LOW 655-0
0.618 648-5
1.000 644-6
1.618 638-3
2.618 628-1
4.250 611-4
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 660-1 663-5
PP 658-6 661-1
S1 657-3 658-4

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

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