CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 657-2 653-4 -3-6 -0.6% 690-0
High 660-4 657-4 -3-0 -0.5% 691-2
Low 652-2 652-2 0-0 0.0% 664-4
Close 653-2 653-0 -0-2 0.0% 667-6
Range 8-2 5-2 -3-0 -36.4% 26-6
ATR 11-1 10-5 -0-3 -3.8% 0-0
Volume 57,175 66,635 9,460 16.5% 261,197
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 670-0 666-6 655-7
R3 664-6 661-4 654-4
R2 659-4 659-4 654-0
R1 656-2 656-2 653-4 655-2
PP 654-2 654-2 654-2 653-6
S1 651-0 651-0 652-4 650-0
S2 649-0 649-0 652-0
S3 643-6 645-6 651-4
S4 638-4 640-4 650-1
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
5 672-2 652-2 20-0 3.1% 8-2 1.3% 4% False True 61,561
10 702-0 652-2 49-6 7.6% 9-5 1.5% 2% False True 53,348
20 711-2 652-2 59-0 9.0% 11-0 1.7% 1% False True 50,088
40 711-2 638-4 72-6 11.1% 11-3 1.7% 20% False False 51,313
60 711-2 636-6 74-4 11.4% 11-5 1.8% 22% False False 50,584
80 711-2 635-4 75-6 11.6% 11-7 1.8% 23% False False 48,915
100 730-6 635-4 95-2 14.6% 12-2 1.9% 18% False False 45,002
120 738-2 635-4 102-6 15.7% 12-4 1.9% 17% False False 40,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 679-6
2.618 671-2
1.618 666-0
1.000 662-6
0.618 660-6
HIGH 657-4
0.618 655-4
0.500 654-7
0.382 654-2
LOW 652-2
0.618 649-0
1.000 647-0
1.618 643-6
2.618 638-4
4.250 630-0
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 654-7 658-6
PP 654-2 656-7
S1 653-5 654-7

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

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