CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 647-0 655-0 8-0 1.2% 650-2
High 656-4 657-0 0-4 0.1% 657-0
Low 646-6 650-6 4-0 0.6% 646-0
Close 651-2 655-0 3-6 0.6% 655-0
Range 9-6 6-2 -3-4 -35.9% 11-0
ATR 9-0 8-6 -0-2 -2.2% 0-0
Volume 25,526 6,790 -18,736 -73.4% 94,614
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 673-0 670-2 658-4
R3 666-6 664-0 656-6
R2 660-4 660-4 656-1
R1 657-6 657-6 655-5 658-1
PP 654-2 654-2 654-2 654-4
S1 651-4 651-4 654-3 651-7
S2 648-0 648-0 653-7
S3 641-6 645-2 653-2
S4 635-4 639-0 651-4
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 685-5 681-3 661-0
R3 674-5 670-3 658-0
R2 663-5 663-5 657-0
R1 659-3 659-3 656-0 661-4
PP 652-5 652-5 652-5 653-6
S1 648-3 648-3 654-0 650-4
S2 641-5 641-5 653-0
S3 630-5 637-3 652-0
S4 619-5 626-3 649-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-0 646-0 11-0 1.7% 6-6 1.0% 82% True False 29,002
10 657-0 642-0 15-0 2.3% 7-1 1.1% 87% True False 40,734
20 672-2 642-0 30-2 4.6% 8-1 1.2% 43% False False 55,429
40 711-2 642-0 69-2 10.6% 9-6 1.5% 19% False False 51,097
60 711-2 637-2 74-0 11.3% 10-5 1.6% 24% False False 50,660
80 711-2 635-4 75-6 11.6% 11-1 1.7% 26% False False 52,346
100 711-2 635-4 75-6 11.6% 11-2 1.7% 26% False False 48,659
120 730-6 635-4 95-2 14.5% 11-6 1.8% 20% False False 45,116
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 False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 683-4
2.618 673-3
1.618 667-1
1.000 663-2
0.618 660-7
HIGH 657-0
0.618 654-5
0.500 653-7
0.382 653-1
LOW 650-6
0.618 646-7
1.000 644-4
1.618 640-5
2.618 634-3
4.250 624-2
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 654-5 653-7
PP 654-2 652-5
S1 653-7 651-4

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

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