CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 650-2 652-6 2-4 0.4% 646-6
High 655-0 653-4 -1-4 -0.2% 654-6
Low 650-2 646-0 -4-2 -0.7% 642-0
Close 652-4 646-4 -6-0 -0.9% 649-4
Range 4-6 7-4 2-6 57.9% 12-6
ATR 9-0 8-7 -0-1 -1.2% 0-0
Volume 29,790 32,508 2,718 9.1% 258,663
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 671-1 666-3 650-5
R3 663-5 658-7 648-4
R2 656-1 656-1 647-7
R1 651-3 651-3 647-2 650-0
PP 648-5 648-5 648-5 648-0
S1 643-7 643-7 645-6 642-4
S2 641-1 641-1 645-1
S3 633-5 636-3 644-4
S4 626-1 628-7 642-3
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
5 655-0 646-0 9-0 1.4% 6-3 1.0% 6% False True 41,608
10 655-0 642-0 13-0 2.0% 7-0 1.1% 35% False False 50,608
20 688-4 642-0 46-4 7.2% 8-4 1.3% 10% False False 58,684
40 711-2 642-0 69-2 10.7% 10-0 1.5% 6% False False 53,199
60 711-2 636-6 74-4 11.5% 10-6 1.7% 13% False False 51,536
80 711-2 635-4 75-6 11.7% 11-1 1.7% 15% False False 53,171
100 711-2 635-4 75-6 11.7% 11-4 1.8% 15% False False 49,020
120 730-6 635-4 95-2 14.7% 11-7 1.8% 12% False False 45,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 685-3
2.618 673-1
1.618 665-5
1.000 661-0
0.618 658-1
HIGH 653-4
0.618 650-5
0.500 649-6
0.382 648-7
LOW 646-0
0.618 641-3
1.000 638-4
1.618 633-7
2.618 626-3
4.250 614-1
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 649-6 650-4
PP 648-5 649-1
S1 647-5 647-7

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

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