CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 651-0 647-2 -3-6 -0.6% 665-6
High 659-4 652-0 -7-4 -1.1% 671-4
Low 645-6 644-4 -1-2 -0.2% 644-0
Close 646-2 645-2 -1-0 -0.2% 649-6
Range 13-6 7-4 -6-2 -45.5% 27-4
ATR 11-1 10-7 -0-2 -2.3% 0-0
Volume 103,818 71,324 -32,494 -31.3% 317,549
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 669-6 665-0 649-3
R3 662-2 657-4 647-2
R2 654-6 654-6 646-5
R1 650-0 650-0 646-0 648-5
PP 647-2 647-2 647-2 646-4
S1 642-4 642-4 644-4 641-1
S2 639-6 639-6 643-7
S3 632-2 635-0 643-2
S4 624-6 627-4 641-1
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
5 660-4 644-0 16-4 2.6% 9-7 1.5% 8% False False 77,239
10 688-4 644-0 44-4 6.9% 10-1 1.6% 3% False False 66,761
20 711-2 644-0 67-2 10.4% 11-2 1.7% 2% False False 56,883
40 711-2 642-0 69-2 10.7% 11-3 1.8% 5% False False 54,479
60 711-2 636-6 74-4 11.5% 11-6 1.8% 11% False False 51,776
80 711-2 635-4 75-6 11.7% 11-7 1.8% 13% False False 51,222
100 713-4 635-4 78-0 12.1% 12-1 1.9% 13% False False 46,799
120 738-2 635-4 102-6 15.9% 12-3 1.9% 9% False False 42,603
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 3-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 683-7
2.618 671-5
1.618 664-1
1.000 659-4
0.618 656-5
HIGH 652-0
0.618 649-1
0.500 648-2
0.382 647-3
LOW 644-4
0.618 639-7
1.000 637-0
1.618 632-3
2.618 624-7
4.250 612-5
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 648-2 651-6
PP 647-2 649-5
S1 646-2 647-3

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

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