CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 717-2 739-4 22-2 3.1% 730-0
High 742-2 758-6 16-4 2.2% 730-6
Low 716-2 729-4 13-2 1.8% 709-2
Close 739-6 753-6 14-0 1.9% 715-6
Range 26-0 29-2 3-2 12.5% 21-4
ATR 16-3 17-2 0-7 5.6% 0-0
Volume 16,312 21,533 5,221 32.0% 58,548
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 835-1 823-5 769-7
R3 805-7 794-3 761-6
R2 776-5 776-5 759-1
R1 765-1 765-1 756-3 770-7
PP 747-3 747-3 747-3 750-2
S1 735-7 735-7 751-1 741-5
S2 718-1 718-1 748-3
S3 688-7 706-5 745-6
S4 659-5 677-3 737-5
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
5 758-6 709-2 49-4 6.6% 18-4 2.5% 90% True False 14,855
10 758-6 709-2 49-4 6.6% 17-0 2.3% 90% True False 12,347
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 3-4
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 883-0
2.618 835-3
1.618 806-1
1.000 788-0
0.618 776-7
HIGH 758-6
0.618 747-5
0.500 744-1
0.382 740-5
LOW 729-4
0.618 711-3
1.000 700-2
1.618 682-1
2.618 652-7
4.250 605-2
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 750-4 747-6
PP 747-3 741-7
S1 744-1 735-7

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

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