CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 658-6 662-4 3-6 0.6% 661-2
High 663-4 665-2 1-6 0.3% 679-6
Low 654-4 651-2 -3-2 -0.5% 659-2
Close 662-6 656-2 -6-4 -1.0% 673-0
Range 9-0 14-0 5-0 55.6% 20-4
ATR 13-0 13-1 0-1 0.5% 0-0
Volume 58,171 40,165 -18,006 -31.0% 203,619
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 699-5 691-7 664-0
R3 685-5 677-7 660-1
R2 671-5 671-5 658-7
R1 663-7 663-7 657-4 660-6
PP 657-5 657-5 657-5 656-0
S1 649-7 649-7 655-0 646-6
S2 643-5 643-5 653-5
S3 629-5 635-7 652-3
S4 615-5 621-7 648-4
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 732-1 723-1 684-2
R3 711-5 702-5 678-5
R2 691-1 691-1 676-6
R1 682-1 682-1 674-7 686-5
PP 670-5 670-5 670-5 673-0
S1 661-5 661-5 671-1 666-1
S2 650-1 650-1 669-2
S3 629-5 641-1 667-3
S4 609-1 620-5 661-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 679-6 651-2 28-4 4.3% 15-3 2.3% 18% False True 51,785
10 679-6 651-2 28-4 4.3% 12-7 2.0% 18% False True 39,789
20 705-6 651-2 54-4 8.3% 12-1 1.8% 9% False True 33,911
40 730-6 651-2 79-4 12.1% 13-1 2.0% 6% False True 30,656
60 741-2 651-2 90-0 13.7% 13-2 2.0% 6% False True 26,562
80 758-6 651-2 107-4 16.4% 14-1 2.1% 5% False True 23,797
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 724-6
2.618 701-7
1.618 687-7
1.000 679-2
0.618 673-7
HIGH 665-2
0.618 659-7
0.500 658-2
0.382 656-5
LOW 651-2
0.618 642-5
1.000 637-2
1.618 628-5
2.618 614-5
4.250 591-6
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 658-2 664-7
PP 657-5 662-0
S1 656-7 659-1

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

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