CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 726-0 717-2 -8-6 -1.2% 730-0
High 726-0 742-2 16-2 2.2% 730-6
Low 713-0 716-2 3-2 0.5% 709-2
Close 715-6 739-6 24-0 3.4% 715-6
Range 13-0 26-0 13-0 100.0% 21-4
ATR 0-0 16-3 16-3 0-0
Volume 13,768 16,312 2,544 18.5% 58,548
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 810-6 801-2 754-0
R3 784-6 775-2 746-7
R2 758-6 758-6 744-4
R1 749-2 749-2 742-1 754-0
PP 732-6 732-6 732-6 735-1
S1 723-2 723-2 737-3 728-0
S2 706-6 706-6 735-0
S3 680-6 697-2 732-5
S4 654-6 671-2 725-4
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 783-1 770-7 727-5
R3 761-5 749-3 721-5
R2 740-1 740-1 719-6
R1 727-7 727-7 717-6 723-2
PP 718-5 718-5 718-5 716-2
S1 706-3 706-3 713-6 701-6
S2 697-1 697-1 711-6
S3 675-5 684-7 709-7
S4 654-1 663-3 703-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 742-2 709-2 33-0 4.5% 15-7 2.1% 92% True False 13,048
10 742-2 709-2 33-0 4.5% 15-3 2.1% 92% True False 11,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 852-6
2.618 810-3
1.618 784-3
1.000 768-2
0.618 758-3
HIGH 742-2
0.618 732-3
0.500 729-2
0.382 726-1
LOW 716-2
0.618 700-1
1.000 690-2
1.618 674-1
2.618 648-1
4.250 605-6
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 736-2 735-4
PP 732-6 731-2
S1 729-2 727-0

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

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