CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 639-0 630-2 -8-6 -1.4% 655-0
High 639-0 633-0 -6-0 -0.9% 661-2
Low 626-4 624-2 -2-2 -0.4% 637-0
Close 629-4 630-2 0-6 0.1% 637-2
Range 12-4 8-6 -3-6 -30.0% 24-2
ATR 8-5 8-5 0-0 0.1% 0-0
Volume 251 162 -89 -35.5% 6,347
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 655-3 651-5 635-0
R3 646-5 642-7 632-5
R2 637-7 637-7 631-7
R1 634-1 634-1 631-0 634-5
PP 629-1 629-1 629-1 629-4
S1 625-3 625-3 629-4 625-7
S2 620-3 620-3 628-5
S3 611-5 616-5 627-7
S4 602-7 607-7 625-4
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
5 646-6 624-2 22-4 3.6% 7-0 1.1% 27% False True 283
10 661-2 624-2 37-0 5.9% 8-2 1.3% 16% False True 3,915
20 661-2 624-2 37-0 5.9% 7-5 1.2% 16% False True 27,262
40 711-2 624-2 87-0 13.8% 9-3 1.5% 7% False True 42,072
60 711-2 624-2 87-0 13.8% 10-1 1.6% 7% False True 45,406
80 711-2 624-2 87-0 13.8% 10-5 1.7% 7% False True 45,648
100 711-2 624-2 87-0 13.8% 11-0 1.7% 7% False True 46,430
120 713-4 624-2 89-2 14.2% 11-3 1.8% 7% False True 43,543
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 670-2
2.618 655-7
1.618 647-1
1.000 641-6
0.618 638-3
HIGH 633-0
0.618 629-5
0.500 628-5
0.382 627-5
LOW 624-2
0.618 618-7
1.000 615-4
1.618 610-1
2.618 601-3
4.250 587-0
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 629-6 632-2
PP 629-1 631-5
S1 628-5 630-7

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

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