CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 652-4 654-4 2-0 0.3% 650-2
High 655-4 658-0 2-4 0.4% 657-0
Low 649-0 646-6 -2-2 -0.3% 646-0
Close 653-6 647-2 -6-4 -1.0% 655-0
Range 6-4 11-2 4-6 73.1% 11-0
ATR 9-0 9-1 0-1 1.8% 0-0
Volume 1,377 1,280 -97 -7.0% 94,614
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 684-3 677-1 653-4
R3 673-1 665-7 650-3
R2 661-7 661-7 649-2
R1 654-5 654-5 648-2 652-5
PP 650-5 650-5 650-5 649-6
S1 643-3 643-3 646-2 641-3
S2 639-3 639-3 645-2
S3 628-1 632-1 644-1
S4 616-7 620-7 641-0
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
5 661-2 646-6 14-4 2.2% 9-4 1.5% 3% False True 7,548
10 661-2 646-0 15-2 2.4% 8-0 1.2% 8% False False 24,578
20 661-2 642-0 19-2 3.0% 8-3 1.3% 27% False False 46,501
40 711-2 642-0 69-2 10.7% 9-7 1.5% 8% False False 47,200
60 711-2 637-2 74-0 11.4% 10-5 1.6% 14% False False 48,886
80 711-2 635-4 75-6 11.7% 11-0 1.7% 16% False False 49,865
100 711-2 635-4 75-6 11.7% 11-2 1.7% 16% False False 47,710
120 730-6 635-4 95-2 14.7% 11-6 1.8% 12% False False 44,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705-6
2.618 687-4
1.618 676-2
1.000 669-2
0.618 665-0
HIGH 658-0
0.618 653-6
0.500 652-3
0.382 651-0
LOW 646-6
0.618 639-6
1.000 635-4
1.618 628-4
2.618 617-2
4.250 599-0
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 652-3 654-0
PP 650-5 651-6
S1 649-0 649-4

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

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