CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 639-0 648-4 9-4 1.5% 663-6
High 653-0 651-4 -1-4 -0.2% 664-0
Low 638-2 639-2 1-0 0.2% 636-6
Close 647-6 641-2 -6-4 -1.0% 647-6
Range 14-6 12-2 -2-4 -16.9% 27-2
ATR 12-7 12-6 0-0 -0.3% 0-0
Volume 39,146 42,772 3,626 9.3% 159,779
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 680-6 673-2 648-0
R3 668-4 661-0 644-5
R2 656-2 656-2 643-4
R1 648-6 648-6 642-3 646-3
PP 644-0 644-0 644-0 642-6
S1 636-4 636-4 640-1 634-1
S2 631-6 631-6 639-0
S3 619-4 624-2 637-7
S4 607-2 612-0 634-4
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 731-2 716-6 662-6
R3 704-0 689-4 655-2
R2 676-6 676-6 652-6
R1 662-2 662-2 650-2 655-7
PP 649-4 649-4 649-4 646-2
S1 635-0 635-0 645-2 628-5
S2 622-2 622-2 642-6
S3 595-0 607-6 640-2
S4 567-6 580-4 632-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 664-0 636-6 27-2 4.2% 12-5 2.0% 17% False False 40,510
10 676-4 636-6 39-6 6.2% 13-0 2.0% 11% False False 48,558
20 676-4 635-4 41-0 6.4% 12-5 2.0% 14% False False 55,397
40 694-0 635-4 58-4 9.1% 12-2 1.9% 10% False False 45,750
60 730-6 635-4 95-2 14.9% 12-7 2.0% 6% False False 40,180
80 738-2 635-4 102-6 16.0% 13-0 2.0% 6% False False 34,897
100 758-6 635-4 123-2 19.2% 13-6 2.1% 5% False False 31,119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 703-4
2.618 683-5
1.618 671-3
1.000 663-6
0.618 659-1
HIGH 651-4
0.618 646-7
0.500 645-3
0.382 643-7
LOW 639-2
0.618 631-5
1.000 627-0
1.618 619-3
2.618 607-1
4.250 587-2
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 645-3 644-7
PP 644-0 643-5
S1 642-5 642-4

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

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