CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 648-0 647-6 -0-2 0.0% 663-6
High 652-4 655-0 2-4 0.4% 664-0
Low 642-0 637-2 -4-6 -0.7% 636-6
Close 648-0 653-0 5-0 0.8% 647-6
Range 10-4 17-6 7-2 69.0% 27-2
ATR 12-3 12-6 0-3 3.1% 0-0
Volume 31,355 43,089 11,734 37.4% 159,779
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 701-5 695-1 662-6
R3 683-7 677-3 657-7
R2 666-1 666-1 656-2
R1 659-5 659-5 654-5 662-7
PP 648-3 648-3 648-3 650-0
S1 641-7 641-7 651-3 645-1
S2 630-5 630-5 649-6
S3 612-7 624-1 648-1
S4 595-1 606-3 643-2
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
5 655-0 637-2 17-6 2.7% 12-6 1.9% 89% True True 37,254
10 664-0 636-6 27-2 4.2% 12-0 1.8% 60% False False 39,422
20 676-4 636-6 39-6 6.1% 12-2 1.9% 41% False False 49,124
40 680-4 635-4 45-0 6.9% 12-2 1.9% 39% False False 46,517
60 730-6 635-4 95-2 14.6% 12-7 2.0% 18% False False 40,795
80 738-2 635-4 102-6 15.7% 13-0 2.0% 17% False False 35,525
100 758-6 635-4 123-2 18.9% 13-5 2.1% 14% False False 31,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 730-4
2.618 701-4
1.618 683-6
1.000 672-6
0.618 666-0
HIGH 655-0
0.618 648-2
0.500 646-1
0.382 644-0
LOW 637-2
0.618 626-2
1.000 619-4
1.618 608-4
2.618 590-6
4.250 561-6
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 650-6 650-6
PP 648-3 648-3
S1 646-1 646-1

Download as Excel Spreadsheet

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

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