CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 647-4 657-0 9-4 1.5% 640-0
High 662-4 659-2 -3-2 -0.5% 662-4
Low 646-6 643-6 -3-0 -0.5% 638-4
Close 657-0 646-2 -10-6 -1.6% 646-2
Range 15-6 15-4 -0-2 -1.6% 24-0
ATR 12-2 12-4 0-2 1.9% 0-0
Volume 25,726 77,256 51,530 200.3% 224,591
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 696-2 686-6 654-6
R3 680-6 671-2 650-4
R2 665-2 665-2 649-1
R1 655-6 655-6 647-5 652-6
PP 649-6 649-6 649-6 648-2
S1 640-2 640-2 644-7 637-2
S2 634-2 634-2 643-3
S3 618-6 624-6 642-0
S4 603-2 609-2 637-6
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 721-1 707-5 659-4
R3 697-1 683-5 652-7
R2 673-1 673-1 650-5
R1 659-5 659-5 648-4 666-3
PP 649-1 649-1 649-1 652-4
S1 635-5 635-5 644-0 642-3
S2 625-1 625-1 641-7
S3 601-1 611-5 639-5
S4 577-1 587-5 633-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-4 638-4 24-0 3.7% 11-5 1.8% 32% False False 44,918
10 662-4 637-2 25-2 3.9% 12-0 1.9% 36% False False 42,572
20 676-4 636-6 39-6 6.2% 12-3 1.9% 24% False False 45,959
40 679-6 635-4 44-2 6.8% 12-4 1.9% 24% False False 49,576
60 705-6 635-4 70-2 10.9% 12-5 2.0% 15% False False 42,685
80 738-2 635-4 102-6 15.9% 12-7 2.0% 10% False False 37,675
100 758-2 635-4 122-6 19.0% 13-2 2.1% 9% False False 33,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 725-1
2.618 699-7
1.618 684-3
1.000 674-6
0.618 668-7
HIGH 659-2
0.618 653-3
0.500 651-4
0.382 649-5
LOW 643-6
0.618 634-1
1.000 628-2
1.618 618-5
2.618 603-1
4.250 577-7
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 651-4 652-2
PP 649-6 650-2
S1 648-0 648-2

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

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