CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 662-4 657-2 -5-2 -0.8% 690-0
High 665-2 660-4 -4-6 -0.7% 691-2
Low 655-0 652-2 -2-6 -0.4% 664-4
Close 656-0 653-2 -2-6 -0.4% 667-6
Range 10-2 8-2 -2-0 -19.5% 26-6
ATR 11-2 11-1 -0-2 -1.9% 0-0
Volume 41,081 57,175 16,094 39.2% 261,197
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 680-1 674-7 657-6
R3 671-7 666-5 655-4
R2 663-5 663-5 654-6
R1 658-3 658-3 654-0 656-7
PP 655-3 655-3 655-3 654-4
S1 650-1 650-1 652-4 648-5
S2 647-1 647-1 651-6
S3 638-7 641-7 651-0
S4 630-5 633-5 648-6
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
5 677-0 652-2 24-6 3.8% 9-1 1.4% 4% False True 56,993
10 708-0 652-2 55-6 8.5% 10-2 1.6% 2% False True 50,721
20 711-2 652-2 59-0 9.0% 11-3 1.7% 2% False True 48,685
40 711-2 637-2 74-0 11.3% 11-6 1.8% 22% False False 50,725
60 711-2 635-4 75-6 11.6% 11-6 1.8% 23% False False 50,653
80 711-2 635-4 75-6 11.6% 11-7 1.8% 23% False False 48,415
100 730-6 635-4 95-2 14.6% 12-3 1.9% 19% False False 44,513
120 738-2 635-4 102-6 15.7% 12-4 1.9% 17% False False 40,346
Crabel Price Patterns
NR True
NR4 False
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 3-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 695-4
2.618 682-1
1.618 673-7
1.000 668-6
0.618 665-5
HIGH 660-4
0.618 657-3
0.500 656-3
0.382 655-3
LOW 652-2
0.618 647-1
1.000 644-0
1.618 638-7
2.618 630-5
4.250 617-2
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 656-3 661-7
PP 655-3 659-0
S1 654-2 656-1

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

View Archives - Comment on this page... - Back to Index of Symbols