CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 646-0 638-4 -7-4 -1.2% 655-0
High 646-6 639-6 -7-0 -1.1% 661-2
Low 637-0 637-2 0-2 0.0% 637-0
Close 638-0 637-2 -0-6 -0.1% 637-2
Range 9-6 2-4 -7-2 -74.4% 24-2
ATR 9-1 8-6 -0-4 -5.2% 0-0
Volume 808 115 -693 -85.8% 6,347
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 645-5 643-7 638-5
R3 643-1 641-3 638-0
R2 640-5 640-5 637-6
R1 638-7 638-7 637-4 638-4
PP 638-1 638-1 638-1 637-7
S1 636-3 636-3 637-0 636-0
S2 635-5 635-5 636-6
S3 633-1 633-7 636-4
S4 630-5 631-3 635-7
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 717-7 701-7 650-5
R3 693-5 677-5 643-7
R2 669-3 669-3 641-6
R1 653-3 653-3 639-4 649-2
PP 645-1 645-1 645-1 643-1
S1 629-1 629-1 635-0 625-0
S2 620-7 620-7 632-6
S3 596-5 604-7 630-5
S4 572-3 580-5 623-7
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% 8-6 1.4% 1% False False 1,269
10 661-2 637-0 24-2 3.8% 7-6 1.2% 1% False False 15,136
20 661-2 637-0 24-2 3.8% 8-2 1.3% 1% False False 40,356
40 711-2 637-0 74-2 11.7% 9-5 1.5% 0% False False 45,222
60 711-2 637-0 74-2 11.7% 10-3 1.6% 0% False False 47,661
80 711-2 636-6 74-4 11.7% 10-7 1.7% 1% False False 48,027
100 711-2 635-4 75-6 11.9% 11-1 1.7% 2% False False 47,203
120 730-6 635-4 95-2 14.9% 11-5 1.8% 2% False False 44,228
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Narrowest range in 169 trading days
Fibonacci Retracements and Extensions
4.250 650-3
2.618 646-2
1.618 643-6
1.000 642-2
0.618 641-2
HIGH 639-6
0.618 638-6
0.500 638-4
0.382 638-2
LOW 637-2
0.618 635-6
1.000 634-6
1.618 633-2
2.618 630-6
4.250 626-5
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 638-4 647-4
PP 638-1 644-1
S1 637-5 640-5

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

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