CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 649-6 650-0 0-2 0.0% 647-2
High 653-4 654-6 1-2 0.2% 658-0
Low 638-2 647-2 9-0 1.4% 635-4
Close 643-4 653-4 10-0 1.6% 643-4
Range 15-2 7-4 -7-6 -50.8% 22-4
ATR 13-1 13-0 -0-1 -1.0% 0-0
Volume 70,777 57,810 -12,967 -18.3% 362,831
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 674-3 671-3 657-5
R3 666-7 663-7 655-4
R2 659-3 659-3 654-7
R1 656-3 656-3 654-2 657-7
PP 651-7 651-7 651-7 652-4
S1 648-7 648-7 652-6 650-3
S2 644-3 644-3 652-1
S3 636-7 641-3 651-4
S4 629-3 633-7 649-3
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
5 657-4 635-4 22-0 3.4% 12-3 1.9% 82% False False 67,767
10 665-2 635-4 29-6 4.6% 12-2 1.9% 61% False False 64,105
20 679-6 635-4 44-2 6.8% 12-2 1.9% 41% False False 49,558
40 713-4 635-4 78-0 11.9% 12-7 2.0% 23% False False 39,334
60 738-2 635-4 102-6 15.7% 13-1 2.0% 18% False False 33,430
80 758-6 635-4 123-2 18.9% 13-7 2.1% 15% False False 29,524
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3-6
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 686-5
2.618 674-3
1.618 666-7
1.000 662-2
0.618 659-3
HIGH 654-6
0.618 651-7
0.500 651-0
0.382 650-1
LOW 647-2
0.618 642-5
1.000 639-6
1.618 635-1
2.618 627-5
4.250 615-3
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 652-5 651-1
PP 651-7 648-7
S1 651-0 646-4

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

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