CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 663-6 647-0 -16-6 -2.5% 652-0
High 664-0 647-4 -16-4 -2.5% 676-4
Low 645-0 640-0 -5-0 -0.8% 650-2
Close 647-2 646-2 -1-0 -0.2% 654-0
Range 19-0 7-4 -11-4 -60.5% 26-2
ATR 13-3 12-7 -0-3 -3.1% 0-0
Volume 35,739 43,273 7,534 21.1% 283,036
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 667-1 664-1 650-3
R3 659-5 656-5 648-2
R2 652-1 652-1 647-5
R1 649-1 649-1 647-0 646-7
PP 644-5 644-5 644-5 643-4
S1 641-5 641-5 645-4 639-3
S2 637-1 637-1 644-7
S3 629-5 634-1 644-2
S4 622-1 626-5 642-1
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 739-0 722-6 668-4
R3 712-6 696-4 661-2
R2 686-4 686-4 658-6
R1 670-2 670-2 656-3 678-3
PP 660-2 660-2 660-2 664-2
S1 644-0 644-0 651-5 652-1
S2 634-0 634-0 649-2
S3 607-6 617-6 646-6
S4 581-4 591-4 639-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 669-4 640-0 29-4 4.6% 11-5 1.8% 21% False True 45,449
10 676-4 638-0 38-4 6.0% 12-6 2.0% 21% False False 51,084
20 676-4 635-4 41-0 6.3% 12-4 1.9% 26% False False 57,332
40 705-6 635-4 70-2 10.9% 12-2 1.9% 15% False False 45,561
60 730-6 635-4 95-2 14.7% 12-7 2.0% 11% False False 39,213
80 742-6 635-4 107-2 16.6% 13-1 2.0% 10% False False 33,980
100 758-6 635-4 123-2 19.1% 13-7 2.1% 9% False False 30,200
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 1-7
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 679-3
2.618 667-1
1.618 659-5
1.000 655-0
0.618 652-1
HIGH 647-4
0.618 644-5
0.500 643-6
0.382 642-7
LOW 640-0
0.618 635-3
1.000 632-4
1.618 627-7
2.618 620-3
4.250 608-1
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 645-3 652-0
PP 644-5 650-1
S1 643-6 648-1

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

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