CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 699-6 701-2 1-4 0.2% 691-2
High 704-4 710-4 6-0 0.9% 706-4
Low 696-0 699-4 3-4 0.5% 678-2
Close 700-6 701-6 1-0 0.1% 705-6
Range 8-4 11-0 2-4 29.4% 28-2
ATR 12-2 12-1 -0-1 -0.7% 0-0
Volume 63,582 32,966 -30,616 -48.2% 217,134
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 736-7 730-3 707-6
R3 725-7 719-3 704-6
R2 714-7 714-7 703-6
R1 708-3 708-3 702-6 711-5
PP 703-7 703-7 703-7 705-4
S1 697-3 697-3 700-6 700-5
S2 692-7 692-7 699-6
S3 681-7 686-3 698-6
S4 670-7 675-3 695-6
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
5 711-2 680-4 30-6 4.4% 14-0 2.0% 69% False False 53,335
10 711-2 678-2 33-0 4.7% 12-3 1.8% 71% False False 46,648
20 711-2 668-4 42-6 6.1% 11-6 1.7% 78% False False 53,002
40 711-2 636-6 74-4 10.6% 12-0 1.7% 87% False False 48,346
60 711-2 635-4 75-6 10.8% 12-4 1.8% 87% False False 51,845
80 711-2 635-4 75-6 10.8% 12-3 1.8% 87% False False 45,989
100 735-6 635-4 100-2 14.3% 12-4 1.8% 66% False False 41,599
120 751-4 635-4 116-0 16.5% 13-0 1.8% 57% False False 37,702
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 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 757-2
2.618 739-2
1.618 728-2
1.000 721-4
0.618 717-2
HIGH 710-4
0.618 706-2
0.500 705-0
0.382 703-6
LOW 699-4
0.618 692-6
1.000 688-4
1.618 681-6
2.618 670-6
4.250 652-6
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 705-0 702-5
PP 703-7 702-3
S1 702-7 702-0

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

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