CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 638-4 639-6 1-2 0.2% 655-0
High 639-6 640-2 0-4 0.1% 661-2
Low 637-2 638-6 1-4 0.2% 637-0
Close 637-2 639-0 1-6 0.3% 637-2
Range 2-4 1-4 -1-0 -40.0% 24-2
ATR 8-6 8-2 -0-3 -4.7% 0-0
Volume 115 80 -35 -30.4% 6,347
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 643-7 642-7 639-7
R3 642-3 641-3 639-3
R2 640-7 640-7 639-2
R1 639-7 639-7 639-1 639-5
PP 639-3 639-3 639-3 639-2
S1 638-3 638-3 638-7 638-1
S2 637-7 637-7 638-6
S3 636-3 636-7 638-5
S4 634-7 635-3 638-1
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 717-7 701-7 650-5
R3 693-5 677-5 643-7
R2 669-3 669-3 641-6
R1 653-3 653-3 639-4 649-2
PP 645-1 645-1 645-1 643-1
S1 629-1 629-1 635-0 625-0
S2 620-7 620-7 632-6
S3 596-5 604-7 630-5
S4 572-3 580-5 623-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-0 637-0 21-0 3.3% 6-2 1.0% 10% False False 732
10 661-2 637-0 24-2 3.8% 7-3 1.2% 8% False False 10,104
20 661-2 637-0 24-2 3.8% 7-5 1.2% 8% False False 35,998
40 711-2 637-0 74-2 11.6% 9-3 1.5% 3% False False 44,152
60 711-2 637-0 74-2 11.6% 10-1 1.6% 3% False False 46,762
80 711-2 636-6 74-4 11.7% 10-6 1.7% 3% False False 47,250
100 711-2 635-4 75-6 11.9% 11-0 1.7% 5% False False 46,986
120 726-4 635-4 91-0 14.2% 11-3 1.8% 4% False False 44,072
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 170 trading days
Fibonacci Retracements and Extensions
4.250 646-5
2.618 644-1
1.618 642-5
1.000 641-6
0.618 641-1
HIGH 640-2
0.618 639-5
0.500 639-4
0.382 639-3
LOW 638-6
0.618 637-7
1.000 637-2
1.618 636-3
2.618 634-7
4.250 632-3
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 639-4 641-7
PP 639-3 640-7
S1 639-1 640-0

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

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