CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 730-6 746-0 15-2 2.1% 738-0
High 751-4 748-0 -3-4 -0.5% 751-4
Low 728-6 726-4 -2-2 -0.3% 724-2
Close 748-2 730-0 -18-2 -2.4% 730-0
Range 22-6 21-4 -1-2 -5.5% 27-2
ATR 17-1 17-3 0-3 2.0% 0-0
Volume 21,355 22,622 1,267 5.9% 99,320
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 799-3 786-1 741-7
R3 777-7 764-5 735-7
R2 756-3 756-3 734-0
R1 743-1 743-1 732-0 739-0
PP 734-7 734-7 734-7 732-6
S1 721-5 721-5 728-0 717-4
S2 713-3 713-3 726-0
S3 691-7 700-1 724-1
S4 670-3 678-5 718-1
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 817-0 800-6 745-0
R3 789-6 773-4 737-4
R2 762-4 762-4 735-0
R1 746-2 746-2 732-4 740-6
PP 735-2 735-2 735-2 732-4
S1 719-0 719-0 727-4 713-4
S2 708-0 708-0 725-0
S3 680-6 691-6 722-4
S4 653-4 664-4 715-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 751-4 724-2 27-2 3.7% 16-6 2.3% 21% False False 19,864
10 758-6 716-2 42-4 5.8% 18-6 2.6% 32% False False 19,357
20 758-6 709-2 49-4 6.8% 16-7 2.3% 42% False False 15,082
Crabel Price Patterns
NR True
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 3-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 839-3
2.618 804-2
1.618 782-6
1.000 769-4
0.618 761-2
HIGH 748-0
0.618 739-6
0.500 737-2
0.382 734-6
LOW 726-4
0.618 713-2
1.000 705-0
1.618 691-6
2.618 670-2
4.250 635-1
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 737-2 738-5
PP 734-7 735-6
S1 732-3 732-7

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

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