CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 678-0 681-2 3-2 0.5% 645-4
High 685-4 694-6 9-2 1.3% 685-4
Low 675-4 676-6 1-2 0.2% 645-4
Close 683-0 678-4 -4-4 -0.7% 683-0
Range 10-0 18-0 8-0 80.0% 40-0
ATR 12-2 12-6 0-3 3.3% 0-0
Volume 59,338 58,687 -651 -1.1% 272,134
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 737-3 725-7 688-3
R3 719-3 707-7 683-4
R2 701-3 701-3 681-6
R1 689-7 689-7 680-1 686-5
PP 683-3 683-3 683-3 681-6
S1 671-7 671-7 676-7 668-5
S2 665-3 665-3 675-2
S3 647-3 653-7 673-4
S4 629-3 635-7 668-5
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 791-3 777-1 705-0
R3 751-3 737-1 694-0
R2 711-3 711-3 690-3
R1 697-1 697-1 686-5 704-2
PP 671-3 671-3 671-3 674-7
S1 657-1 657-1 679-3 664-2
S2 631-3 631-3 675-5
S3 591-3 617-1 672-0
S4 551-3 577-1 661-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 694-6 649-4 45-2 6.7% 13-2 2.0% 64% True False 56,691
10 694-6 641-2 53-4 7.9% 12-5 1.9% 70% True False 51,318
20 694-6 636-6 58-0 8.5% 12-4 1.8% 72% True False 45,816
40 694-6 635-4 59-2 8.7% 12-5 1.9% 73% True False 52,150
60 705-6 635-4 70-2 10.4% 12-4 1.8% 61% False False 45,182
80 730-6 635-4 95-2 14.0% 12-6 1.9% 45% False False 40,356
100 751-4 635-4 116-0 17.1% 13-1 1.9% 37% False False 35,997
120 758-6 635-4 123-2 18.2% 13-5 2.0% 35% False False 32,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 771-2
2.618 741-7
1.618 723-7
1.000 712-6
0.618 705-7
HIGH 694-6
0.618 687-7
0.500 685-6
0.382 683-5
LOW 676-6
0.618 665-5
1.000 658-6
1.618 647-5
2.618 629-5
4.250 600-2
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 685-6 681-5
PP 683-3 680-5
S1 680-7 679-4

Download as Excel Spreadsheet

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

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