CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 728-6 734-4 5-6 0.8% 717-2
High 737-4 739-0 1-4 0.2% 758-6
Low 724-2 725-6 1-4 0.2% 716-2
Close 735-6 732-6 -3-0 -0.4% 745-2
Range 13-2 13-2 0-0 0.0% 42-4
ATR 16-7 16-5 -0-2 -1.5% 0-0
Volume 24,449 16,793 -7,656 -31.3% 94,250
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 772-2 765-6 740-0
R3 759-0 752-4 736-3
R2 745-6 745-6 735-1
R1 739-2 739-2 734-0 735-7
PP 732-4 732-4 732-4 730-6
S1 726-0 726-0 731-4 722-5
S2 719-2 719-2 730-3
S3 706-0 712-6 729-1
S4 692-6 699-4 725-4
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% 14-0 1.9% 25% False False 16,391
10 758-6 711-6 47-0 6.4% 17-1 2.3% 45% False False 17,322
20 758-6 709-2 49-4 6.8% 16-0 2.2% 47% False False 14,476
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Fibonacci Retracements and Extensions
4.250 795-2
2.618 773-6
1.618 760-4
1.000 752-2
0.618 747-2
HIGH 739-0
0.618 734-0
0.500 732-3
0.382 730-6
LOW 725-6
0.618 717-4
1.000 712-4
1.618 704-2
2.618 691-0
4.250 669-4
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 732-5 732-3
PP 732-4 732-0
S1 732-3 731-5

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

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