CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 734-4 730-6 -3-6 -0.5% 717-2
High 739-0 751-4 12-4 1.7% 758-6
Low 725-6 728-6 3-0 0.4% 716-2
Close 732-6 748-2 15-4 2.1% 745-2
Range 13-2 22-6 9-4 71.7% 42-4
ATR 16-5 17-1 0-3 2.6% 0-0
Volume 16,793 21,355 4,562 27.2% 94,250
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 811-1 802-3 760-6
R3 788-3 779-5 754-4
R2 765-5 765-5 752-3
R1 756-7 756-7 750-3 761-2
PP 742-7 742-7 742-7 745-0
S1 734-1 734-1 746-1 738-4
S2 720-1 720-1 744-1
S3 697-3 711-3 742-0
S4 674-5 688-5 735-6
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 4.5% 16-0 2.1% 71% False False 18,151
10 758-6 713-0 45-6 6.1% 17-7 2.4% 77% False False 18,471
20 758-6 709-2 49-4 6.6% 16-5 2.2% 79% False False 14,680
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 3-1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 848-2
2.618 811-0
1.618 788-2
1.000 774-2
0.618 765-4
HIGH 751-4
0.618 742-6
0.500 740-1
0.382 737-4
LOW 728-6
0.618 714-6
1.000 706-0
1.618 692-0
2.618 669-2
4.250 632-0
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 745-4 744-6
PP 742-7 741-3
S1 740-1 737-7

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

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