CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 643-0 650-2 7-2 1.1% 651-0
High 651-4 654-6 3-2 0.5% 659-4
Low 642-4 646-2 3-6 0.6% 642-6
Close 650-2 647-2 -3-0 -0.5% 644-4
Range 9-0 8-4 -0-4 -5.6% 16-6
ATR 9-7 9-6 -0-1 -1.0% 0-0
Volume 70,840 49,437 -21,403 -30.2% 360,266
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 674-7 669-5 651-7
R3 666-3 661-1 649-5
R2 657-7 657-7 648-6
R1 652-5 652-5 648-0 651-0
PP 649-3 649-3 649-3 648-5
S1 644-1 644-1 646-4 642-4
S2 640-7 640-7 645-6
S3 632-3 635-5 644-7
S4 623-7 627-1 642-5
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 699-1 688-5 653-6
R3 682-3 671-7 649-1
R2 665-5 665-5 647-5
R1 655-1 655-1 646-0 652-0
PP 648-7 648-7 648-7 647-3
S1 638-3 638-3 643-0 635-2
S2 632-1 632-1 641-3
S3 615-3 621-5 639-7
S4 598-5 604-7 635-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 654-6 642-0 12-6 2.0% 8-1 1.3% 41% True False 57,627
10 659-4 642-0 17-4 2.7% 8-6 1.3% 30% False False 67,649
20 708-0 642-0 66-0 10.2% 9-4 1.5% 8% False False 59,185
40 711-2 642-0 69-2 10.7% 10-5 1.6% 8% False False 56,093
60 711-2 636-6 74-4 11.5% 11-1 1.7% 14% False False 51,959
80 711-2 635-4 75-6 11.7% 11-6 1.8% 16% False False 53,680
100 711-2 635-4 75-6 11.7% 11-6 1.8% 16% False False 48,628
120 735-6 635-4 100-2 15.5% 12-0 1.9% 12% False False 44,530
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 True
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 690-7
2.618 677-0
1.618 668-4
1.000 663-2
0.618 660-0
HIGH 654-6
0.618 651-4
0.500 650-4
0.382 649-4
LOW 646-2
0.618 641-0
1.000 637-6
1.618 632-4
2.618 624-0
4.250 610-1
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 650-4 648-3
PP 649-3 648-0
S1 648-3 647-5

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

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