CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 690-0 680-4 -9-4 -1.4% 706-4
High 691-2 684-6 -6-4 -0.9% 711-2
Low 680-6 676-2 -4-4 -0.7% 690-2
Close 681-0 681-2 0-2 0.0% 690-6
Range 10-4 8-4 -2-0 -19.0% 21-0
ATR 12-0 11-6 -0-2 -2.1% 0-0
Volume 41,734 44,543 2,809 6.7% 250,233
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 706-2 702-2 685-7
R3 697-6 693-6 683-5
R2 689-2 689-2 682-6
R1 685-2 685-2 682-0 687-2
PP 680-6 680-6 680-6 681-6
S1 676-6 676-6 680-4 678-6
S2 672-2 672-2 679-6
S3 663-6 668-2 678-7
S4 655-2 659-6 676-5
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 760-3 746-5 702-2
R3 739-3 725-5 696-4
R2 718-3 718-3 694-5
R1 704-5 704-5 692-5 701-0
PP 697-3 697-3 697-3 695-5
S1 683-5 683-5 688-7 680-0
S2 676-3 676-3 686-7
S3 655-3 662-5 685-0
S4 634-3 641-5 679-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 710-4 676-2 34-2 5.0% 10-6 1.6% 15% False True 40,318
10 711-2 676-2 35-0 5.1% 12-2 1.8% 14% False True 47,005
20 711-2 676-2 35-0 5.1% 11-4 1.7% 14% False True 47,713
40 711-2 636-6 74-4 10.9% 11-6 1.7% 60% False False 47,962
60 711-2 635-4 75-6 11.1% 12-0 1.8% 60% False False 51,334
80 711-2 635-4 75-6 11.1% 12-2 1.8% 60% False False 46,604
100 730-6 635-4 95-2 14.0% 12-4 1.8% 48% False False 42,453
120 748-0 635-4 112-4 16.5% 12-6 1.9% 41% False False 38,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 2-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 720-7
2.618 707-0
1.618 698-4
1.000 693-2
0.618 690-0
HIGH 684-6
0.618 681-4
0.500 680-4
0.382 679-4
LOW 676-2
0.618 671-0
1.000 667-6
1.618 662-4
2.618 654-0
4.250 640-1
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 681-0 689-1
PP 680-6 686-4
S1 680-4 683-7

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

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