CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 649-2 650-2 1-0 0.2% 646-6
High 653-6 655-0 1-2 0.2% 654-6
Low 648-4 650-2 1-6 0.3% 642-0
Close 649-4 652-4 3-0 0.5% 649-4
Range 5-2 4-6 -0-4 -9.5% 12-6
ATR 9-2 9-0 -0-2 -2.9% 0-0
Volume 50,399 29,790 -20,609 -40.9% 258,663
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 666-7 664-3 655-1
R3 662-1 659-5 653-6
R2 657-3 657-3 653-3
R1 654-7 654-7 652-7 656-1
PP 652-5 652-5 652-5 653-2
S1 650-1 650-1 652-1 651-3
S2 647-7 647-7 651-5
S3 643-1 645-3 651-2
S4 638-3 640-5 649-7
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
5 655-0 642-4 12-4 1.9% 6-6 1.0% 80% True False 49,275
10 655-0 642-0 13-0 2.0% 7-0 1.1% 81% True False 54,490
20 688-4 642-0 46-4 7.1% 8-5 1.3% 23% False False 59,286
40 711-2 642-0 69-2 10.6% 10-1 1.5% 15% False False 54,477
60 711-2 636-6 74-4 11.4% 10-7 1.7% 21% False False 51,590
80 711-2 635-4 75-6 11.6% 11-3 1.7% 22% False False 53,314
100 711-2 635-4 75-6 11.6% 11-4 1.8% 22% False False 48,900
120 730-6 635-4 95-2 14.6% 11-7 1.8% 18% False False 45,063
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 161 trading days
Fibonacci Retracements and Extensions
4.250 675-2
2.618 667-3
1.618 662-5
1.000 659-6
0.618 657-7
HIGH 655-0
0.618 653-1
0.500 652-5
0.382 652-1
LOW 650-2
0.618 647-3
1.000 645-4
1.618 642-5
2.618 637-7
4.250 630-0
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 652-5 652-1
PP 652-5 651-5
S1 652-4 651-2

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

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