CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 630-2 626-6 -3-4 -0.6% 655-0
High 633-0 626-6 -6-2 -1.0% 661-2
Low 624-2 622-4 -1-6 -0.3% 637-0
Close 630-2 622-4 -7-6 -1.2% 637-2
Range 8-6 4-2 -4-4 -51.4% 24-2
ATR 8-5 8-4 0-0 -0.7% 0-0
Volume 162 16 -146 -90.1% 6,347
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 636-5 633-7 624-7
R3 632-3 629-5 623-5
R2 628-1 628-1 623-2
R1 625-3 625-3 622-7 624-5
PP 623-7 623-7 623-7 623-4
S1 621-1 621-1 622-1 620-3
S2 619-5 619-5 621-6
S3 615-3 616-7 621-3
S4 611-1 612-5 620-1
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
5 640-2 622-4 17-6 2.9% 5-7 0.9% 0% False True 124
10 661-2 622-4 38-6 6.2% 7-6 1.2% 0% False True 1,364
20 661-2 622-4 38-6 6.2% 7-4 1.2% 0% False True 24,295
40 711-2 622-4 88-6 14.3% 9-2 1.5% 0% False True 41,204
60 711-2 622-4 88-6 14.3% 10-1 1.6% 0% False True 44,742
80 711-2 622-4 88-6 14.3% 10-5 1.7% 0% False True 44,986
100 711-2 622-4 88-6 14.3% 11-0 1.8% 0% False True 46,136
120 711-2 622-4 88-6 14.3% 11-2 1.8% 0% False True 43,363
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 2-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 644-6
2.618 637-7
1.618 633-5
1.000 631-0
0.618 629-3
HIGH 626-6
0.618 625-1
0.500 624-5
0.382 624-1
LOW 622-4
0.618 619-7
1.000 618-2
1.618 615-5
2.618 611-3
4.250 604-4
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 624-5 630-6
PP 623-7 628-0
S1 623-2 625-2

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

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