CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 665-6 676-0 10-2 1.5% 677-6
High 679-2 679-6 0-4 0.1% 678-4
Low 665-6 661-0 -4-6 -0.7% 658-2
Close 677-0 670-4 -6-4 -1.0% 661-4
Range 13-4 18-6 5-2 38.9% 20-2
ATR 12-1 12-5 0-4 3.9% 0-0
Volume 38,697 61,412 22,715 58.7% 129,873
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 726-5 717-3 680-6
R3 707-7 698-5 675-5
R2 689-1 689-1 674-0
R1 679-7 679-7 672-2 675-1
PP 670-3 670-3 670-3 668-0
S1 661-1 661-1 668-6 656-3
S2 651-5 651-5 667-0
S3 632-7 642-3 665-3
S4 614-1 623-5 660-2
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 726-7 714-3 672-5
R3 706-5 694-1 667-1
R2 686-3 686-3 665-2
R1 673-7 673-7 663-3 670-0
PP 666-1 666-1 666-1 664-1
S1 653-5 653-5 659-5 649-6
S2 645-7 645-7 657-6
S3 625-5 633-3 655-7
S4 605-3 613-1 650-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 679-6 659-2 20-4 3.1% 12-2 1.8% 55% True False 34,512
10 680-4 658-2 22-2 3.3% 11-1 1.7% 55% False False 30,695
20 705-6 658-2 47-4 7.1% 12-2 1.8% 26% False False 30,216
40 730-6 658-2 72-4 10.8% 12-6 1.9% 17% False False 27,648
60 751-4 658-2 93-2 13.9% 13-4 2.0% 13% False False 24,586
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 17 trading days
Fibonacci Retracements and Extensions
4.250 759-4
2.618 728-7
1.618 710-1
1.000 698-4
0.618 691-3
HIGH 679-6
0.618 672-5
0.500 670-3
0.382 668-1
LOW 661-0
0.618 649-3
1.000 642-2
1.618 630-5
2.618 611-7
4.250 581-2
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 670-4 670-4
PP 670-3 670-3
S1 670-3 670-3

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

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