CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 645-4 645-4 0-0 0.0% 651-0
High 653-0 648-4 -4-4 -0.7% 659-4
Low 644-2 642-6 -1-4 -0.2% 642-6
Close 644-6 644-4 -0-2 0.0% 644-4
Range 8-6 5-6 -3-0 -34.3% 16-6
ATR 10-3 10-0 -0-3 -3.2% 0-0
Volume 71,720 54,064 -17,656 -24.6% 360,266
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 662-4 659-2 647-5
R3 656-6 653-4 646-1
R2 651-0 651-0 645-4
R1 647-6 647-6 645-0 646-4
PP 645-2 645-2 645-2 644-5
S1 642-0 642-0 644-0 640-6
S2 639-4 639-4 643-4
S3 633-6 636-2 642-7
S4 628-0 630-4 641-3
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 699-1 688-5 653-6
R3 682-3 671-7 649-1
R2 665-5 665-5 647-5
R1 655-1 655-1 646-0 652-0
PP 648-7 648-7 648-7 647-3
S1 638-3 638-3 643-0 635-2
S2 632-1 632-1 641-3
S3 615-3 621-5 639-7
S4 598-5 604-7 635-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 659-4 642-6 16-6 2.6% 8-2 1.3% 10% False True 72,053
10 671-4 642-6 28-6 4.5% 8-7 1.4% 6% False True 67,781
20 711-2 642-6 68-4 10.6% 10-0 1.6% 3% False True 59,462
40 711-2 642-6 68-4 10.6% 11-0 1.7% 3% False True 55,536
60 711-2 636-6 74-4 11.6% 11-4 1.8% 10% False False 52,344
80 711-2 635-4 75-6 11.8% 11-6 1.8% 12% False False 52,556
100 711-2 635-4 75-6 11.8% 12-0 1.9% 12% False False 47,825
120 738-2 635-4 102-6 15.9% 12-2 1.9% 9% False False 43,629
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 673-0
2.618 663-4
1.618 657-6
1.000 654-2
0.618 652-0
HIGH 648-4
0.618 646-2
0.500 645-5
0.382 645-0
LOW 642-6
0.618 639-2
1.000 637-0
1.618 633-4
2.618 627-6
4.250 618-2
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 645-5 647-7
PP 645-2 646-6
S1 644-7 645-5

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

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