CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 735-0 735-0 0-0 0.0% 738-0
High 741-2 735-4 -5-6 -0.8% 751-4
Low 732-2 717-4 -14-6 -2.0% 724-2
Close 735-4 718-4 -17-0 -2.3% 730-0
Range 9-0 18-0 9-0 100.0% 27-2
ATR 16-6 16-6 0-1 0.6% 0-0
Volume 19,003 12,973 -6,030 -31.7% 99,320
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 777-7 766-1 728-3
R3 759-7 748-1 723-4
R2 741-7 741-7 721-6
R1 730-1 730-1 720-1 727-0
PP 723-7 723-7 723-7 722-2
S1 712-1 712-1 716-7 709-0
S2 705-7 705-7 715-2
S3 687-7 694-1 713-4
S4 669-7 676-1 708-5
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
5 751-4 717-4 34-0 4.7% 17-3 2.4% 3% False True 18,827
10 758-2 717-4 40-6 5.7% 15-5 2.2% 2% False True 17,609
20 758-6 709-2 49-4 6.9% 16-4 2.3% 19% False False 16,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 812-0
2.618 782-5
1.618 764-5
1.000 753-4
0.618 746-5
HIGH 735-4
0.618 728-5
0.500 726-4
0.382 724-3
LOW 717-4
0.618 706-3
1.000 699-4
1.618 688-3
2.618 670-3
4.250 641-0
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 726-4 730-1
PP 723-7 726-2
S1 721-1 722-3

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

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