CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 639-0 643-6 4-6 0.7% 672-4
High 644-4 653-0 8-4 1.3% 678-4
Low 635-4 640-6 5-2 0.8% 643-4
Close 642-6 649-4 6-6 1.1% 647-2
Range 9-0 12-2 3-2 36.1% 35-0
ATR 13-0 13-0 0-0 -0.4% 0-0
Volume 70,799 62,248 -8,551 -12.1% 264,300
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 684-4 679-2 656-2
R3 672-2 667-0 652-7
R2 660-0 660-0 651-6
R1 654-6 654-6 650-5 657-3
PP 647-6 647-6 647-6 649-0
S1 642-4 642-4 648-3 645-1
S2 635-4 635-4 647-2
S3 623-2 630-2 646-1
S4 611-0 618-0 642-6
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
5 658-0 635-4 22-4 3.5% 13-5 2.1% 62% False False 70,606
10 679-6 635-4 44-2 6.8% 13-4 2.1% 32% False False 61,164
20 680-4 635-4 45-0 6.9% 12-2 1.9% 31% False False 45,930
40 726-4 635-4 91-0 14.0% 12-6 2.0% 15% False False 37,717
60 738-2 635-4 102-6 15.8% 13-2 2.0% 14% False False 31,789
80 758-6 635-4 123-2 19.0% 13-7 2.1% 11% False False 28,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 705-0
2.618 685-1
1.618 672-7
1.000 665-2
0.618 660-5
HIGH 653-0
0.618 648-3
0.500 646-7
0.382 645-3
LOW 640-6
0.618 633-1
1.000 628-4
1.618 620-7
2.618 608-5
4.250 588-6
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 648-5 648-4
PP 647-6 647-4
S1 646-7 646-4

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

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