CME Pit-Traded Wheat Future December 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 686-4 680-2 -6-2 -0.9% 699-0
High 693-4 682-0 -11-4 -1.7% 723-4
Low 686-0 676-0 -10-0 -1.5% 667-4
Close 687-6 676-0 -11-6 -1.7% 676-0
Range 7-4 6-0 -1-4 -20.0% 56-0
ATR 18-5 18-1 -0-4 -2.6% 0-0
Volume 29,533 14,400 -15,133 -51.2% 105,132
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 696-0 692-0 679-2
R3 690-0 686-0 677-5
R2 684-0 684-0 677-1
R1 680-0 680-0 676-4 679-0
PP 678-0 678-0 678-0 677-4
S1 674-0 674-0 675-4 673-0
S2 672-0 672-0 674-7
S3 666-0 668-0 674-3
S4 660-0 662-0 672-6
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 857-0 822-4 706-6
R3 801-0 766-4 691-3
R2 745-0 745-0 686-2
R1 710-4 710-4 681-1 699-6
PP 689-0 689-0 689-0 683-5
S1 654-4 654-4 670-7 643-6
S2 633-0 633-0 665-6
S3 577-0 598-4 660-5
S4 521-0 542-4 645-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 723-4 667-4 56-0 8.3% 17-2 2.6% 15% False False 21,026
10 723-4 651-0 72-4 10.7% 14-4 2.1% 34% False False 17,289
20 723-4 622-0 101-4 15.0% 13-2 2.0% 53% False False 13,411
40 723-4 565-6 157-6 23.3% 10-6 1.6% 70% False False 9,827
60 723-4 565-6 157-6 23.3% 10-4 1.6% 70% False False 8,957
80 723-4 557-6 165-6 24.5% 9-2 1.4% 71% False False 7,509
100 723-4 557-6 165-6 24.5% 8-5 1.3% 71% False False 6,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 707-4
2.618 697-6
1.618 691-6
1.000 688-0
0.618 685-6
HIGH 682-0
0.618 679-6
0.500 679-0
0.382 678-2
LOW 676-0
0.618 672-2
1.000 670-0
1.618 666-2
2.618 660-2
4.250 650-4
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 679-0 685-6
PP 678-0 682-4
S1 677-0 679-2

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

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