CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 650-4 639-0 -11-4 -1.8% 672-4
High 657-4 644-4 -13-0 -2.0% 678-4
Low 639-4 635-4 -4-0 -0.6% 643-4
Close 641-4 642-6 1-2 0.2% 647-2
Range 18-0 9-0 -9-0 -50.0% 35-0
ATR 13-3 13-0 -0-2 -2.3% 0-0
Volume 77,201 70,799 -6,402 -8.3% 264,300
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 667-7 664-3 647-6
R3 658-7 655-3 645-2
R2 649-7 649-7 644-3
R1 646-3 646-3 643-5 648-1
PP 640-7 640-7 640-7 641-6
S1 637-3 637-3 641-7 639-1
S2 631-7 631-7 641-1
S3 622-7 628-3 640-2
S4 613-7 619-3 637-6
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
5 660-2 635-4 24-6 3.9% 12-7 2.0% 29% False True 70,376
10 679-6 635-4 44-2 6.9% 14-1 2.2% 16% False True 61,081
20 680-4 635-4 45-0 7.0% 12-2 1.9% 16% False True 43,909
40 730-6 635-4 95-2 14.8% 13-2 2.1% 8% False True 36,630
60 738-2 635-4 102-6 16.0% 13-2 2.1% 7% False True 30,992
80 758-6 635-4 123-2 19.2% 14-0 2.2% 6% False True 27,579
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 3-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 682-6
2.618 668-0
1.618 659-0
1.000 653-4
0.618 650-0
HIGH 644-4
0.618 641-0
0.500 640-0
0.382 639-0
LOW 635-4
0.618 630-0
1.000 626-4
1.618 621-0
2.618 612-0
4.250 597-2
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 641-7 646-6
PP 640-7 645-3
S1 640-0 644-1

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

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