CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 639-6 639-0 -0-6 -0.1% 655-0
High 640-2 639-0 -1-2 -0.2% 661-2
Low 638-6 626-4 -12-2 -1.9% 637-0
Close 639-0 629-4 -9-4 -1.5% 637-2
Range 1-4 12-4 11-0 733.3% 24-2
ATR 8-2 8-5 0-2 3.6% 0-0
Volume 80 251 171 213.8% 6,347
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 669-1 661-7 636-3
R3 656-5 649-3 633-0
R2 644-1 644-1 631-6
R1 636-7 636-7 630-5 634-2
PP 631-5 631-5 631-5 630-3
S1 624-3 624-3 628-3 621-6
S2 619-1 619-1 627-2
S3 606-5 611-7 626-0
S4 594-1 599-3 622-5
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
5 658-0 626-4 31-4 5.0% 7-4 1.2% 10% False True 506
10 661-2 626-4 34-6 5.5% 8-1 1.3% 9% False True 7,150
20 661-2 626-4 34-6 5.5% 7-4 1.2% 9% False True 30,820
40 711-2 626-4 84-6 13.5% 9-3 1.5% 4% False True 42,892
60 711-2 626-4 84-6 13.5% 10-2 1.6% 4% False True 46,063
80 711-2 626-4 84-6 13.5% 10-5 1.7% 4% False True 46,368
100 711-2 626-4 84-6 13.5% 11-0 1.8% 4% False True 46,701
120 723-0 626-4 96-4 15.3% 11-3 1.8% 3% False True 43,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 692-1
2.618 671-6
1.618 659-2
1.000 651-4
0.618 646-6
HIGH 639-0
0.618 634-2
0.500 632-6
0.382 631-2
LOW 626-4
0.618 618-6
1.000 614-0
1.618 606-2
2.618 593-6
4.250 573-3
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 632-6 633-3
PP 631-5 632-1
S1 630-5 630-6

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

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