CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 653-4 653-0 -0-4 -0.1% 665-6
High 657-4 658-4 1-0 0.2% 671-4
Low 652-2 644-0 -8-2 -1.3% 644-0
Close 653-0 649-6 -3-2 -0.5% 649-6
Range 5-2 14-4 9-2 176.2% 27-4
ATR 10-5 10-7 0-2 2.6% 0-0
Volume 66,635 87,243 20,608 30.9% 317,549
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 694-2 686-4 657-6
R3 679-6 672-0 653-6
R2 665-2 665-2 652-3
R1 657-4 657-4 651-1 654-1
PP 650-6 650-6 650-6 649-0
S1 643-0 643-0 648-3 639-5
S2 636-2 636-2 647-1
S3 621-6 628-4 645-6
S4 607-2 614-0 641-6
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 737-5 721-1 664-7
R3 710-1 693-5 657-2
R2 682-5 682-5 654-6
R1 666-1 666-1 652-2 660-5
PP 655-1 655-1 655-1 652-2
S1 638-5 638-5 647-2 633-1
S2 627-5 627-5 644-6
S3 600-1 611-1 642-2
S4 572-5 583-5 634-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-4 644-0 27-4 4.2% 9-4 1.5% 21% False True 63,509
10 691-2 644-0 47-2 7.3% 9-7 1.5% 12% False True 57,874
20 711-2 644-0 67-2 10.4% 11-0 1.7% 9% False True 52,305
40 711-2 638-4 72-6 11.2% 11-3 1.8% 15% False False 52,144
60 711-2 636-6 74-4 11.5% 11-6 1.8% 17% False False 51,000
80 711-2 635-4 75-6 11.7% 11-7 1.8% 19% False False 49,733
100 726-4 635-4 91-0 14.0% 12-1 1.9% 16% False False 45,687
120 738-2 635-4 102-6 15.8% 12-4 1.9% 14% False False 41,394
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
4.250 720-1
2.618 696-4
1.618 682-0
1.000 673-0
0.618 667-4
HIGH 658-4
0.618 653-0
0.500 651-2
0.382 649-4
LOW 644-0
0.618 635-0
1.000 629-4
1.618 620-4
2.618 606-0
4.250 582-3
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 651-2 652-2
PP 650-6 651-3
S1 650-2 650-5

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

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