CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 686-0 688-0 2-0 0.3% 681-2
High 698-0 692-6 -5-2 -0.8% 698-0
Low 685-0 684-2 -0-6 -0.1% 672-4
Close 689-2 687-0 -2-2 -0.3% 687-0
Range 13-0 8-4 -4-4 -34.6% 25-4
ATR 12-5 12-2 -0-2 -2.3% 0-0
Volume 47,061 65,937 18,876 40.1% 324,658
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 713-4 708-6 691-5
R3 705-0 700-2 689-3
R2 696-4 696-4 688-4
R1 691-6 691-6 687-6 689-7
PP 688-0 688-0 688-0 687-0
S1 683-2 683-2 686-2 681-3
S2 679-4 679-4 685-4
S3 671-0 674-6 684-5
S4 662-4 666-2 682-3
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 762-3 750-1 701-0
R3 736-7 724-5 694-0
R2 711-3 711-3 691-5
R1 699-1 699-1 689-3 705-2
PP 685-7 685-7 685-7 688-7
S1 673-5 673-5 684-5 679-6
S2 660-3 660-3 682-3
S3 634-7 648-1 680-0
S4 609-3 622-5 673-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 698-0 672-4 25-4 3.7% 12-4 1.8% 57% False False 64,931
10 698-0 645-4 52-4 7.6% 12-2 1.8% 79% False False 59,679
20 698-0 637-2 60-6 8.8% 12-1 1.8% 82% False False 51,126
40 698-0 635-4 62-4 9.1% 12-3 1.8% 82% False False 53,716
60 701-2 635-4 65-6 9.6% 12-1 1.8% 78% False False 47,529
80 730-6 635-4 95-2 13.9% 12-5 1.8% 54% False False 42,729
100 738-2 635-4 102-6 15.0% 12-7 1.9% 50% False False 37,845
120 758-6 635-4 123-2 17.9% 13-4 2.0% 42% False False 34,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 728-7
2.618 715-0
1.618 706-4
1.000 701-2
0.618 698-0
HIGH 692-6
0.618 689-4
0.500 688-4
0.382 687-4
LOW 684-2
0.618 679-0
1.000 675-6
1.618 670-4
2.618 662-0
4.250 648-1
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 688-4 688-0
PP 688-0 687-5
S1 687-4 687-3

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

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