CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 647-2 650-4 3-2 0.5% 672-4
High 658-0 657-4 -0-4 -0.1% 678-4
Low 643-0 639-4 -3-4 -0.5% 643-4
Close 649-0 641-4 -7-4 -1.2% 647-2
Range 15-0 18-0 3-0 20.0% 35-0
ATR 13-0 13-3 0-3 2.8% 0-0
Volume 81,806 77,201 -4,605 -5.6% 264,300
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 700-1 688-7 651-3
R3 682-1 670-7 646-4
R2 664-1 664-1 644-6
R1 652-7 652-7 643-1 649-4
PP 646-1 646-1 646-1 644-4
S1 634-7 634-7 639-7 631-4
S2 628-1 628-1 638-2
S3 610-1 616-7 636-4
S4 592-1 598-7 631-5
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 761-3 739-3 666-4
R3 726-3 704-3 656-7
R2 691-3 691-3 653-5
R1 669-3 669-3 650-4 662-7
PP 656-3 656-3 656-3 653-2
S1 634-3 634-3 644-0 627-7
S2 621-3 621-3 640-7
S3 586-3 599-3 637-5
S4 551-3 564-3 628-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-2 639-4 25-6 4.0% 13-7 2.2% 8% False True 64,249
10 679-6 639-4 40-2 6.3% 14-5 2.3% 5% False True 57,870
20 686-4 639-4 47-0 7.3% 12-2 1.9% 4% False True 41,699
40 730-6 639-4 91-2 14.2% 13-2 2.1% 2% False True 35,303
60 738-2 639-4 98-6 15.4% 13-2 2.1% 2% False True 30,039
80 758-6 639-4 119-2 18.6% 14-1 2.2% 2% False True 26,814
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 3-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 734-0
2.618 704-5
1.618 686-5
1.000 675-4
0.618 668-5
HIGH 657-4
0.618 650-5
0.500 648-4
0.382 646-3
LOW 639-4
0.618 628-3
1.000 621-4
1.618 610-3
2.618 592-3
4.250 563-0
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 648-4 648-6
PP 646-1 646-3
S1 643-7 643-7

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

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