CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 643-6 649-6 6-0 0.9% 647-2
High 653-0 653-4 0-4 0.1% 658-0
Low 640-6 638-2 -2-4 -0.4% 635-4
Close 649-4 643-4 -6-0 -0.9% 643-4
Range 12-2 15-2 3-0 24.5% 22-4
ATR 13-0 13-1 0-1 1.3% 0-0
Volume 62,248 70,777 8,529 13.7% 362,831
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 690-7 682-3 651-7
R3 675-5 667-1 647-6
R2 660-3 660-3 646-2
R1 651-7 651-7 644-7 648-4
PP 645-1 645-1 645-1 643-3
S1 636-5 636-5 642-1 633-2
S2 629-7 629-7 640-6
S3 614-5 621-3 639-2
S4 599-3 606-1 635-1
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 713-1 700-7 655-7
R3 690-5 678-3 649-6
R2 668-1 668-1 647-5
R1 655-7 655-7 645-4 650-6
PP 645-5 645-5 645-5 643-1
S1 633-3 633-3 641-4 628-2
S2 623-1 623-1 639-3
S3 600-5 610-7 637-2
S4 578-1 588-3 631-1
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% 13-7 2.2% 36% False False 72,566
10 678-4 635-4 43-0 6.7% 13-7 2.2% 19% False False 62,713
20 679-6 635-4 44-2 6.9% 12-4 1.9% 18% False False 48,031
40 723-0 635-4 87-4 13.6% 12-7 2.0% 9% False False 38,663
60 738-2 635-4 102-6 16.0% 13-3 2.1% 8% False False 32,723
80 758-6 635-4 123-2 19.2% 14-0 2.2% 6% False False 28,925
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 4-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 718-2
2.618 693-3
1.618 678-1
1.000 668-6
0.618 662-7
HIGH 653-4
0.618 647-5
0.500 645-7
0.382 644-1
LOW 638-2
0.618 628-7
1.000 623-0
1.618 613-5
2.618 598-3
4.250 573-4
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 645-7 644-4
PP 645-1 644-1
S1 644-2 643-7

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

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