CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 678-2 681-2 3-0 0.4% 645-4
High 683-6 689-6 6-0 0.9% 685-4
Low 672-4 678-0 5-4 0.8% 645-4
Close 681-2 686-0 4-6 0.7% 683-0
Range 11-2 11-6 0-4 4.4% 40-0
ATR 12-5 12-4 0-0 -0.5% 0-0
Volume 83,642 69,331 -14,311 -17.1% 272,134
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 719-7 714-5 692-4
R3 708-1 702-7 689-2
R2 696-3 696-3 688-1
R1 691-1 691-1 687-1 693-6
PP 684-5 684-5 684-5 685-7
S1 679-3 679-3 684-7 682-0
S2 672-7 672-7 683-7
S3 661-1 667-5 682-6
S4 649-3 655-7 679-4
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
5 694-6 668-4 26-2 3.8% 12-2 1.8% 67% False False 68,746
10 694-6 643-6 51-0 7.4% 13-2 1.9% 83% False False 58,677
20 694-6 636-6 58-0 8.5% 12-2 1.8% 85% False False 49,514
40 694-6 635-4 59-2 8.6% 12-3 1.8% 85% False False 53,423
60 705-6 635-4 70-2 10.2% 12-2 1.8% 72% False False 46,878
80 730-6 635-4 95-2 13.9% 12-6 1.9% 53% False False 41,789
100 742-6 635-4 107-2 15.6% 13-0 1.9% 47% False False 37,087
120 758-6 635-4 123-2 18.0% 13-5 2.0% 41% False False 33,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 739-6
2.618 720-4
1.618 708-6
1.000 701-4
0.618 697-0
HIGH 689-6
0.618 685-2
0.500 683-7
0.382 682-4
LOW 678-0
0.618 670-6
1.000 666-2
1.618 659-0
2.618 647-2
4.250 628-0
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 685-2 685-2
PP 684-5 684-3
S1 683-7 683-5

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

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