CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 662-4 655-2 -7-2 -1.1% 661-2
High 665-2 660-2 -5-0 -0.8% 679-6
Low 651-2 652-0 0-6 0.1% 659-2
Close 656-2 653-6 -2-4 -0.4% 673-0
Range 14-0 8-2 -5-6 -41.1% 20-4
ATR 13-1 12-6 -0-3 -2.6% 0-0
Volume 40,165 61,098 20,933 52.1% 203,619
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 680-1 675-1 658-2
R3 671-7 666-7 656-0
R2 663-5 663-5 655-2
R1 658-5 658-5 654-4 657-0
PP 655-3 655-3 655-3 654-4
S1 650-3 650-3 653-0 648-6
S2 647-1 647-1 652-2
S3 638-7 642-1 651-4
S4 630-5 633-7 649-2
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 4.4% 13-2 2.0% 9% False False 51,722
10 679-6 651-2 28-4 4.4% 12-6 2.0% 9% False False 43,117
20 701-2 651-2 50-0 7.6% 11-5 1.8% 5% False False 35,154
40 730-6 651-2 79-4 12.2% 12-7 2.0% 3% False False 31,742
60 738-2 651-2 87-0 13.3% 13-2 2.0% 3% False False 27,264
80 758-6 651-2 107-4 16.4% 14-0 2.1% 2% False False 24,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 695-2
2.618 681-7
1.618 673-5
1.000 668-4
0.618 665-3
HIGH 660-2
0.618 657-1
0.500 656-1
0.382 655-1
LOW 652-0
0.618 646-7
1.000 643-6
1.618 638-5
2.618 630-3
4.250 617-0
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 656-1 658-2
PP 655-3 656-6
S1 654-4 655-2

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

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