CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 652-6 647-0 -5-6 -0.9% 646-6
High 653-4 656-4 3-0 0.5% 654-6
Low 646-0 646-6 0-6 0.1% 642-0
Close 646-4 651-2 4-6 0.7% 649-4
Range 7-4 9-6 2-2 30.0% 12-6
ATR 8-7 9-0 0-1 0.9% 0-0
Volume 32,508 25,526 -6,982 -21.5% 258,663
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 680-6 675-6 656-5
R3 671-0 666-0 653-7
R2 661-2 661-2 653-0
R1 656-2 656-2 652-1 658-6
PP 651-4 651-4 651-4 652-6
S1 646-4 646-4 650-3 649-0
S2 641-6 641-6 649-4
S3 632-0 636-6 648-5
S4 622-2 627-0 645-7
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 687-0 681-0 656-4
R3 674-2 668-2 653-0
R2 661-4 661-4 651-7
R1 655-4 655-4 650-5 658-4
PP 648-6 648-6 648-6 650-2
S1 642-6 642-6 648-3 645-6
S2 636-0 636-0 647-1
S3 623-2 630-0 646-0
S4 610-4 617-2 642-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656-4 646-0 10-4 1.6% 6-5 1.0% 50% True False 36,826
10 656-4 642-0 14-4 2.2% 7-3 1.1% 64% True False 47,227
20 677-0 642-0 35-0 5.4% 8-2 1.3% 26% False False 57,279
40 711-2 642-0 69-2 10.6% 10-0 1.5% 13% False False 52,103
60 711-2 636-6 74-4 11.4% 10-6 1.6% 19% False False 51,240
80 711-2 635-4 75-6 11.6% 11-1 1.7% 21% False False 52,763
100 711-2 635-4 75-6 11.6% 11-3 1.7% 21% False False 48,968
120 730-6 635-4 95-2 14.6% 11-6 1.8% 17% False False 45,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 698-0
2.618 682-0
1.618 672-2
1.000 666-2
0.618 662-4
HIGH 656-4
0.618 652-6
0.500 651-5
0.382 650-4
LOW 646-6
0.618 640-6
1.000 637-0
1.618 631-0
2.618 621-2
4.250 605-2
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 651-5 651-2
PP 651-4 651-2
S1 651-3 651-2

Download as Excel Spreadsheet

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

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