CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 655-0 655-0 0-0 0.0% 650-2
High 657-0 661-2 4-2 0.6% 657-0
Low 650-6 647-2 -3-4 -0.5% 646-0
Close 655-0 649-6 -5-2 -0.8% 655-0
Range 6-2 14-0 7-6 124.0% 11-0
ATR 8-6 9-1 0-3 4.3% 0-0
Volume 6,790 2,767 -4,023 -59.2% 94,614
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 694-6 686-2 657-4
R3 680-6 672-2 653-5
R2 666-6 666-6 652-3
R1 658-2 658-2 651-0 655-4
PP 652-6 652-6 652-6 651-3
S1 644-2 644-2 648-4 641-4
S2 638-6 638-6 647-1
S3 624-6 630-2 645-7
S4 610-6 616-2 642-0
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
5 661-2 646-0 15-2 2.3% 8-4 1.3% 25% True False 19,476
10 661-2 642-0 19-2 3.0% 8-0 1.2% 40% True False 35,604
20 671-4 642-0 29-4 4.5% 8-4 1.3% 26% False False 51,692
40 711-2 642-0 69-2 10.7% 9-7 1.5% 11% False False 49,517
60 711-2 637-2 74-0 11.4% 10-5 1.6% 17% False False 50,053
80 711-2 635-4 75-6 11.7% 11-1 1.7% 19% False False 51,617
100 711-2 635-4 75-6 11.7% 11-2 1.7% 19% False False 48,324
120 730-6 635-4 95-2 14.7% 11-6 1.8% 15% False False 44,992
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 720-6
2.618 697-7
1.618 683-7
1.000 675-2
0.618 669-7
HIGH 661-2
0.618 655-7
0.500 654-2
0.382 652-5
LOW 647-2
0.618 638-5
1.000 633-2
1.618 624-5
2.618 610-5
4.250 587-6
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 654-2 654-0
PP 652-6 652-5
S1 651-2 651-1

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

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