CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 657-0 645-4 -11-4 -1.8% 640-0
High 659-2 656-6 -2-4 -0.4% 662-4
Low 643-6 645-4 1-6 0.3% 638-4
Close 646-2 653-4 7-2 1.1% 646-2
Range 15-4 11-2 -4-2 -27.4% 24-0
ATR 12-4 12-3 -0-1 -0.7% 0-0
Volume 77,256 47,364 -29,892 -38.7% 224,591
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 685-5 680-7 659-6
R3 674-3 669-5 656-5
R2 663-1 663-1 655-4
R1 658-3 658-3 654-4 660-6
PP 651-7 651-7 651-7 653-1
S1 647-1 647-1 652-4 649-4
S2 640-5 640-5 651-4
S3 629-3 635-7 650-3
S4 618-1 624-5 647-2
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
5 662-4 641-2 21-2 3.3% 11-7 1.8% 58% False False 45,945
10 662-4 637-2 25-2 3.9% 11-7 1.8% 64% False False 43,032
20 676-4 636-6 39-6 6.1% 12-3 1.9% 42% False False 45,795
40 679-6 635-4 44-2 6.8% 12-5 1.9% 41% False False 50,154
60 705-6 635-4 70-2 10.7% 12-5 1.9% 26% False False 43,047
80 738-2 635-4 102-6 15.7% 12-6 2.0% 18% False False 38,034
100 758-2 635-4 122-6 18.8% 13-2 2.0% 15% False False 33,982
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 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 704-4
2.618 686-2
1.618 675-0
1.000 668-0
0.618 663-6
HIGH 656-6
0.618 652-4
0.500 651-1
0.382 649-6
LOW 645-4
0.618 638-4
1.000 634-2
1.618 627-2
2.618 616-0
4.250 597-6
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 652-6 653-3
PP 651-7 653-2
S1 651-1 653-1

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

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