CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 647-6 649-2 1-4 0.2% 646-6
High 653-4 653-6 0-2 0.0% 654-6
Low 647-4 648-4 1-0 0.2% 642-0
Close 648-6 649-4 0-6 0.1% 649-4
Range 6-0 5-2 -0-6 -12.5% 12-6
ATR 9-4 9-2 -0-2 -3.2% 0-0
Volume 45,910 50,399 4,489 9.8% 258,663
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 666-3 663-1 652-3
R3 661-1 657-7 651-0
R2 655-7 655-7 650-4
R1 652-5 652-5 650-0 654-2
PP 650-5 650-5 650-5 651-3
S1 647-3 647-3 649-0 649-0
S2 645-3 645-3 648-4
S3 640-1 642-1 648-0
S4 634-7 636-7 646-5
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 687-0 681-0 656-4
R3 674-2 668-2 653-0
R2 661-4 661-4 651-7
R1 655-4 655-4 650-5 658-4
PP 648-6 648-6 648-6 650-2
S1 642-6 642-6 648-3 645-6
S2 636-0 636-0 647-1
S3 623-2 630-0 646-0
S4 610-4 617-2 642-4
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 1.1% 59% False False 51,732
10 659-4 642-0 17-4 2.7% 7-7 1.2% 43% False False 61,892
20 691-2 642-0 49-2 7.6% 8-7 1.4% 15% False False 59,883
40 711-2 642-0 69-2 10.7% 10-3 1.6% 11% False False 55,199
60 711-2 636-6 74-4 11.5% 11-0 1.7% 17% False False 51,891
80 711-2 635-4 75-6 11.7% 11-4 1.8% 18% False False 53,632
100 711-2 635-4 75-6 11.7% 11-5 1.8% 18% False False 48,949
120 730-6 635-4 95-2 14.7% 11-7 1.8% 15% False False 44,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 676-0
2.618 667-4
1.618 662-2
1.000 659-0
0.618 657-0
HIGH 653-6
0.618 651-6
0.500 651-1
0.382 650-4
LOW 648-4
0.618 645-2
1.000 643-2
1.618 640-0
2.618 634-6
4.250 626-2
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 651-1 650-4
PP 650-5 650-1
S1 650-0 649-7

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

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