CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 706-4 699-6 -6-6 -1.0% 691-2
High 711-2 704-4 -6-6 -0.9% 706-4
Low 694-0 696-0 2-0 0.3% 678-2
Close 699-6 700-6 1-0 0.1% 705-6
Range 17-2 8-4 -8-6 -50.7% 28-2
ATR 12-4 12-2 -0-2 -2.3% 0-0
Volume 71,336 63,582 -7,754 -10.9% 217,134
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 725-7 721-7 705-3
R3 717-3 713-3 703-1
R2 708-7 708-7 702-2
R1 704-7 704-7 701-4 706-7
PP 700-3 700-3 700-3 701-4
S1 696-3 696-3 700-0 698-3
S2 691-7 691-7 699-2
S3 683-3 687-7 698-3
S4 674-7 679-3 696-1
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 781-5 771-7 721-2
R3 753-3 743-5 713-4
R2 725-1 725-1 710-7
R1 715-3 715-3 708-3 720-2
PP 696-7 696-7 696-7 699-2
S1 687-1 687-1 703-1 692-0
S2 668-5 668-5 700-5
S3 640-3 658-7 698-0
S4 612-1 630-5 690-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711-2 678-2 33-0 4.7% 13-6 2.0% 68% False False 53,692
10 711-2 678-2 33-0 4.7% 12-0 1.7% 68% False False 47,498
20 711-2 657-4 53-6 7.7% 12-1 1.7% 80% False False 53,908
40 711-2 636-6 74-4 10.6% 11-7 1.7% 86% False False 49,902
60 711-2 635-4 75-6 10.8% 12-4 1.8% 86% False False 51,675
80 711-2 635-4 75-6 10.8% 12-3 1.8% 86% False False 46,008
100 738-2 635-4 102-6 14.7% 12-5 1.8% 64% False False 41,487
120 758-2 635-4 122-6 17.5% 13-0 1.9% 53% False False 37,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 740-5
2.618 726-6
1.618 718-2
1.000 713-0
0.618 709-6
HIGH 704-4
0.618 701-2
0.500 700-2
0.382 699-2
LOW 696-0
0.618 690-6
1.000 687-4
1.618 682-2
2.618 673-6
4.250 659-7
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 700-5 700-0
PP 700-3 699-2
S1 700-2 698-4

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

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