CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 647-2 646-2 -1-0 -0.2% 665-6
High 652-0 649-0 -3-0 -0.5% 671-4
Low 644-4 643-2 -1-2 -0.2% 644-0
Close 645-2 645-4 0-2 0.0% 649-6
Range 7-4 5-6 -1-6 -23.3% 27-4
ATR 10-7 10-4 -0-3 -3.4% 0-0
Volume 71,324 59,340 -11,984 -16.8% 317,549
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 663-1 660-1 648-5
R3 657-3 654-3 647-1
R2 651-5 651-5 646-4
R1 648-5 648-5 646-0 647-2
PP 645-7 645-7 645-7 645-2
S1 642-7 642-7 645-0 641-4
S2 640-1 640-1 644-4
S3 634-3 637-1 643-7
S4 628-5 631-3 642-3
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
5 659-4 643-2 16-2 2.5% 9-3 1.4% 14% False True 77,672
10 677-0 643-2 33-6 5.2% 9-2 1.4% 7% False True 67,332
20 711-2 643-2 68-0 10.5% 11-0 1.7% 3% False True 58,112
40 711-2 643-2 68-0 10.5% 11-3 1.8% 3% False True 54,966
60 711-2 636-6 74-4 11.5% 11-5 1.8% 12% False False 51,883
80 711-2 635-4 75-6 11.7% 11-6 1.8% 13% False False 51,596
100 711-2 635-4 75-6 11.7% 12-0 1.9% 13% False False 47,177
120 738-2 635-4 102-6 15.9% 12-3 1.9% 10% False False 42,897
Crabel Price Patterns
NR True
NR4 True
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 3-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 673-4
2.618 664-0
1.618 658-2
1.000 654-6
0.618 652-4
HIGH 649-0
0.618 646-6
0.500 646-1
0.382 645-4
LOW 643-2
0.618 639-6
1.000 637-4
1.618 634-0
2.618 628-2
4.250 618-6
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 646-1 651-3
PP 645-7 649-3
S1 645-6 647-4

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

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