CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 738-0 728-6 -9-2 -1.3% 717-2
High 739-0 737-4 -1-4 -0.2% 758-6
Low 725-6 724-2 -1-4 -0.2% 716-2
Close 728-6 735-6 7-0 1.0% 745-2
Range 13-2 13-2 0-0 0.0% 42-4
ATR 17-1 16-7 -0-2 -1.6% 0-0
Volume 14,101 24,449 10,348 73.4% 94,250
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 772-2 767-2 743-0
R3 759-0 754-0 739-3
R2 745-6 745-6 738-1
R1 740-6 740-6 737-0 743-2
PP 732-4 732-4 732-4 733-6
S1 727-4 727-4 734-4 730-0
S2 719-2 719-2 733-3
S3 706-0 714-2 732-1
S4 692-6 701-0 728-4
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 867-5 848-7 768-5
R3 825-1 806-3 757-0
R2 782-5 782-5 753-0
R1 763-7 763-7 749-1 773-2
PP 740-1 740-1 740-1 744-6
S1 721-3 721-3 741-3 730-6
S2 697-5 697-5 737-4
S3 655-1 678-7 733-4
S4 612-5 636-3 721-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 758-2 724-2 34-0 4.6% 14-7 2.0% 34% False True 18,991
10 758-6 709-2 49-4 6.7% 16-6 2.3% 54% False False 16,923
Crabel Price Patterns
NR False
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 2-7
Fibonacci Retracements and Extensions
4.250 793-6
2.618 772-2
1.618 759-0
1.000 750-6
0.618 745-6
HIGH 737-4
0.618 732-4
0.500 730-7
0.382 729-2
LOW 724-2
0.618 716-0
1.000 711-0
1.618 702-6
2.618 689-4
4.250 668-0
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 734-1 741-2
PP 732-4 739-3
S1 730-7 737-5

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

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