CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 654-4 646-0 -8-4 -1.3% 650-2
High 658-0 646-6 -11-2 -1.7% 657-0
Low 646-6 637-0 -9-6 -1.5% 646-0
Close 647-2 638-0 -9-2 -1.4% 655-0
Range 11-2 9-6 -1-4 -13.3% 11-0
ATR 9-1 9-1 0-1 0.9% 0-0
Volume 1,280 808 -472 -36.9% 94,614
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 669-7 663-5 643-3
R3 660-1 653-7 640-5
R2 650-3 650-3 639-6
R1 644-1 644-1 638-7 642-3
PP 640-5 640-5 640-5 639-6
S1 634-3 634-3 637-1 632-5
S2 630-7 630-7 636-2
S3 621-1 624-5 635-3
S4 611-3 614-7 632-5
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
5 661-2 637-0 24-2 3.8% 9-4 1.5% 4% False True 2,604
10 661-2 637-0 24-2 3.8% 8-1 1.3% 4% False True 19,715
20 661-2 637-0 24-2 3.8% 8-3 1.3% 4% False True 43,682
40 711-2 637-0 74-2 11.6% 9-7 1.5% 1% False True 46,183
60 711-2 637-0 74-2 11.6% 10-5 1.7% 1% False True 48,377
80 711-2 635-4 75-6 11.9% 10-7 1.7% 3% False False 48,910
100 711-2 635-4 75-6 11.9% 11-1 1.8% 3% False False 47,468
120 730-6 635-4 95-2 14.9% 11-5 1.8% 3% False False 44,375
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688-2
2.618 672-2
1.618 662-4
1.000 656-4
0.618 652-6
HIGH 646-6
0.618 643-0
0.500 641-7
0.382 640-6
LOW 637-0
0.618 631-0
1.000 627-2
1.618 621-2
2.618 611-4
4.250 595-4
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 641-7 647-4
PP 640-5 644-3
S1 639-2 641-1

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

View Archives - Comment on this page... - Back to Index of Symbols