CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 645-4 646-6 1-2 0.2% 651-0
High 648-4 650-4 2-0 0.3% 659-4
Low 642-6 642-0 -0-6 -0.1% 642-6
Close 644-4 642-2 -2-2 -0.3% 644-4
Range 5-6 8-4 2-6 47.8% 16-6
ATR 10-0 10-0 -0-1 -1.1% 0-0
Volume 54,064 42,077 -11,987 -22.2% 360,266
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 670-3 664-7 646-7
R3 661-7 656-3 644-5
R2 653-3 653-3 643-6
R1 647-7 647-7 643-0 646-3
PP 644-7 644-7 644-7 644-2
S1 639-3 639-3 641-4 637-7
S2 636-3 636-3 640-6
S3 627-7 630-7 639-7
S4 619-3 622-3 637-5
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
5 653-0 642-0 11-0 1.7% 7-2 1.1% 2% False True 59,705
10 665-2 642-0 23-2 3.6% 8-7 1.4% 1% False True 65,447
20 710-4 642-0 68-4 10.7% 9-5 1.5% 0% False True 57,999
40 711-2 642-0 69-2 10.8% 10-7 1.7% 0% False True 55,404
60 711-2 636-6 74-4 11.6% 11-3 1.8% 7% False False 52,201
80 711-2 635-4 75-6 11.8% 11-6 1.8% 9% False False 52,779
100 711-2 635-4 75-6 11.8% 12-0 1.9% 9% False False 47,990
120 738-2 635-4 102-6 16.0% 12-1 1.9% 7% False False 43,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 686-5
2.618 672-6
1.618 664-2
1.000 659-0
0.618 655-6
HIGH 650-4
0.618 647-2
0.500 646-2
0.382 645-2
LOW 642-0
0.618 636-6
1.000 633-4
1.618 628-2
2.618 619-6
4.250 605-7
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 646-2 647-4
PP 644-7 645-6
S1 643-5 644-0

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

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