CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 650-2 647-6 -2-4 -0.4% 651-0
High 654-6 653-4 -1-2 -0.2% 659-4
Low 646-2 647-4 1-2 0.2% 642-6
Close 647-2 648-6 1-4 0.2% 644-4
Range 8-4 6-0 -2-4 -29.4% 16-6
ATR 9-6 9-4 -0-2 -2.6% 0-0
Volume 49,437 45,910 -3,527 -7.1% 360,266
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 667-7 664-3 652-0
R3 661-7 658-3 650-3
R2 655-7 655-7 649-7
R1 652-3 652-3 649-2 654-1
PP 649-7 649-7 649-7 650-6
S1 646-3 646-3 648-2 648-1
S2 643-7 643-7 647-5
S3 637-7 640-3 647-1
S4 631-7 634-3 645-4
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% 7-4 1.2% 53% False False 52,465
10 659-4 642-0 17-4 2.7% 8-6 1.4% 39% False False 65,577
20 702-0 642-0 60-0 9.2% 9-2 1.4% 11% False False 59,463
40 711-2 642-0 69-2 10.7% 10-4 1.6% 10% False False 55,423
60 711-2 636-6 74-4 11.5% 11-0 1.7% 16% False False 51,709
80 711-2 635-4 75-6 11.7% 11-5 1.8% 17% False False 53,770
100 711-2 635-4 75-6 11.7% 11-6 1.8% 17% False False 48,848
120 734-0 635-4 98-4 15.2% 12-0 1.8% 13% False False 44,733
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 679-0
2.618 669-2
1.618 663-2
1.000 659-4
0.618 657-2
HIGH 653-4
0.618 651-2
0.500 650-4
0.382 649-6
LOW 647-4
0.618 643-6
1.000 641-4
1.618 637-6
2.618 631-6
4.250 622-0
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 650-4 648-6
PP 649-7 648-5
S1 649-3 648-5

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

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