CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 655-0 652-4 -2-4 -0.4% 650-2
High 661-2 655-4 -5-6 -0.9% 657-0
Low 647-2 649-0 1-6 0.3% 646-0
Close 649-6 653-6 4-0 0.6% 655-0
Range 14-0 6-4 -7-4 -53.6% 11-0
ATR 9-1 9-0 -0-2 -2.1% 0-0
Volume 2,767 1,377 -1,390 -50.2% 94,614
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 672-2 669-4 657-3
R3 665-6 663-0 655-4
R2 659-2 659-2 655-0
R1 656-4 656-4 654-3 657-7
PP 652-6 652-6 652-6 653-4
S1 650-0 650-0 653-1 651-3
S2 646-2 646-2 652-4
S3 639-6 643-4 652-0
S4 633-2 637-0 650-1
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 685-5 681-3 661-0
R3 674-5 670-3 658-0
R2 663-5 663-5 657-0
R1 659-3 659-3 656-0 661-4
PP 652-5 652-5 652-5 653-6
S1 648-3 648-3 654-0 650-4
S2 641-5 641-5 653-0
S3 630-5 637-3 652-0
S4 619-5 626-3 649-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661-2 646-0 15-2 2.3% 8-6 1.3% 51% False False 13,793
10 661-2 642-4 18-6 2.9% 7-6 1.2% 60% False False 31,534
20 665-2 642-0 23-2 3.6% 8-2 1.3% 51% False False 48,491
40 711-2 642-0 69-2 10.6% 9-7 1.5% 17% False False 48,219
60 711-2 637-2 74-0 11.3% 10-4 1.6% 22% False False 49,364
80 711-2 635-4 75-6 11.6% 11-0 1.7% 24% False False 50,872
100 711-2 635-4 75-6 11.6% 11-2 1.7% 24% False False 47,918
120 730-6 635-4 95-2 14.6% 11-6 1.8% 19% False False 44,772
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 683-1
2.618 672-4
1.618 666-0
1.000 662-0
0.618 659-4
HIGH 655-4
0.618 653-0
0.500 652-2
0.382 651-4
LOW 649-0
0.618 645-0
1.000 642-4
1.618 638-4
2.618 632-0
4.250 621-3
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 653-2 654-2
PP 652-6 654-1
S1 652-2 653-7

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

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