CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 638-0 652-0 14-0 2.2% 650-0
High 648-0 676-4 28-4 4.4% 658-6
Low 638-0 651-2 13-2 2.1% 638-0
Close 646-0 666-6 20-6 3.2% 646-0
Range 10-0 25-2 15-2 152.5% 20-6
ATR 12-4 13-7 1-2 10.2% 0-0
Volume 50,644 39,574 -11,070 -21.9% 259,530
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 740-5 728-7 680-5
R3 715-3 703-5 673-6
R2 690-1 690-1 671-3
R1 678-3 678-3 669-1 684-2
PP 664-7 664-7 664-7 667-6
S1 653-1 653-1 664-3 659-0
S2 639-5 639-5 662-1
S3 614-3 627-7 659-6
S4 589-1 602-5 652-7
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 709-7 698-5 657-3
R3 689-1 677-7 651-6
R2 668-3 668-3 649-6
R1 657-1 657-1 647-7 652-3
PP 647-5 647-5 647-5 645-2
S1 636-3 636-3 644-1 631-5
S2 626-7 626-7 642-2
S3 606-1 615-5 640-2
S4 585-3 594-7 634-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676-4 638-0 38-4 5.8% 14-0 2.1% 75% True False 48,258
10 676-4 635-4 41-0 6.1% 13-2 2.0% 76% True False 58,012
20 679-6 635-4 44-2 6.6% 13-5 2.0% 71% False False 55,221
40 705-6 635-4 70-2 10.5% 12-7 1.9% 44% False False 42,115
60 738-2 635-4 102-6 15.4% 13-1 2.0% 30% False False 35,877
80 758-2 635-4 122-6 18.4% 13-4 2.0% 25% False False 31,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 783-6
2.618 742-5
1.618 717-3
1.000 701-6
0.618 692-1
HIGH 676-4
0.618 666-7
0.500 663-7
0.382 660-7
LOW 651-2
0.618 635-5
1.000 626-0
1.618 610-3
2.618 585-1
4.250 544-0
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 665-6 663-5
PP 664-7 660-3
S1 663-7 657-2

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

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