CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 648-4 641-2 -7-2 -1.1% 663-6
High 651-4 648-2 -3-2 -0.5% 664-0
Low 639-2 640-0 0-6 0.1% 636-6
Close 641-2 646-4 5-2 0.8% 647-6
Range 12-2 8-2 -4-0 -32.7% 27-2
ATR 12-6 12-4 -0-3 -2.5% 0-0
Volume 42,772 29,909 -12,863 -30.1% 159,779
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 669-5 666-3 651-0
R3 661-3 658-1 648-6
R2 653-1 653-1 648-0
R1 649-7 649-7 647-2 651-4
PP 644-7 644-7 644-7 645-6
S1 641-5 641-5 645-6 643-2
S2 636-5 636-5 645-0
S3 628-3 633-3 644-2
S4 620-1 625-1 642-0
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
5 653-0 636-6 16-2 2.5% 10-4 1.6% 60% False False 39,344
10 670-2 636-6 33-4 5.2% 11-2 1.7% 29% False False 47,592
20 676-4 635-4 41-0 6.3% 12-2 1.9% 27% False False 52,802
40 694-0 635-4 58-4 9.0% 12-2 1.9% 19% False False 45,946
60 730-6 635-4 95-2 14.7% 12-6 2.0% 12% False False 40,289
80 738-2 635-4 102-6 15.9% 13-0 2.0% 11% False False 35,043
100 758-6 635-4 123-2 19.1% 13-5 2.1% 9% False False 31,311
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 683-2
2.618 669-7
1.618 661-5
1.000 656-4
0.618 653-3
HIGH 648-2
0.618 645-1
0.500 644-1
0.382 643-1
LOW 640-0
0.618 634-7
1.000 631-6
1.618 626-5
2.618 618-3
4.250 605-0
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 645-6 646-2
PP 644-7 645-7
S1 644-1 645-5

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

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