CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 652-0 666-4 14-4 2.2% 650-0
High 676-4 670-2 -6-2 -0.9% 658-6
Low 651-2 660-6 9-4 1.5% 638-0
Close 666-6 663-6 -3-0 -0.4% 646-0
Range 25-2 9-4 -15-6 -62.4% 20-6
ATR 13-7 13-4 -0-2 -2.2% 0-0
Volume 39,574 95,225 55,651 140.6% 259,530
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 693-3 688-1 669-0
R3 683-7 678-5 666-3
R2 674-3 674-3 665-4
R1 669-1 669-1 664-5 667-0
PP 664-7 664-7 664-7 663-7
S1 659-5 659-5 662-7 657-4
S2 655-3 655-3 662-0
S3 645-7 650-1 661-1
S4 636-3 640-5 658-4
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% 13-7 2.1% 67% False False 56,718
10 676-4 635-4 41-0 6.2% 12-3 1.9% 69% False False 59,815
20 679-6 635-4 44-2 6.7% 13-4 2.0% 64% False False 58,843
40 705-6 635-4 70-2 10.6% 12-6 1.9% 40% False False 43,632
60 735-6 635-4 100-2 15.1% 12-7 1.9% 28% False False 37,101
80 751-4 635-4 116-0 17.5% 13-4 2.0% 24% False False 32,381
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 710-5
2.618 695-1
1.618 685-5
1.000 679-6
0.618 676-1
HIGH 670-2
0.618 666-5
0.500 665-4
0.382 664-3
LOW 660-6
0.618 654-7
1.000 651-2
1.618 645-3
2.618 635-7
4.250 620-3
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 665-4 661-5
PP 664-7 659-3
S1 664-3 657-2

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

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