CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 746-0 728-0 -18-0 -2.4% 738-0
High 748-0 742-6 -5-2 -0.7% 751-4
Low 726-4 727-0 0-4 0.1% 724-2
Close 730-0 735-0 5-0 0.7% 730-0
Range 21-4 15-6 -5-6 -26.7% 27-2
ATR 17-3 17-2 -0-1 -0.7% 0-0
Volume 22,622 18,186 -4,436 -19.6% 99,320
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 782-1 774-3 743-5
R3 766-3 758-5 739-3
R2 750-5 750-5 737-7
R1 742-7 742-7 736-4 746-6
PP 734-7 734-7 734-7 736-7
S1 727-1 727-1 733-4 731-0
S2 719-1 719-1 732-1
S3 703-3 711-3 730-5
S4 687-5 695-5 726-3
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% 17-2 2.4% 39% False False 20,681
10 758-6 724-2 34-4 4.7% 17-5 2.4% 31% False False 19,544
20 758-6 709-2 49-4 6.7% 16-4 2.2% 52% False False 15,500
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 809-6
2.618 784-0
1.618 768-2
1.000 758-4
0.618 752-4
HIGH 742-6
0.618 736-6
0.500 734-7
0.382 733-0
LOW 727-0
0.618 717-2
1.000 711-2
1.618 701-4
2.618 685-6
4.250 660-0
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 735-0 739-0
PP 734-7 737-5
S1 734-7 736-3

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

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