CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 718-4 713-2 -5-2 -0.7% 728-0
High 723-4 714-4 -9-0 -1.2% 742-6
Low 706-6 705-0 -1-6 -0.2% 705-0
Close 713-0 707-4 -5-4 -0.8% 707-4
Range 16-6 9-4 -7-2 -43.3% 37-6
ATR 16-6 16-2 -0-4 -3.1% 0-0
Volume 18,214 22,270 4,056 22.3% 90,646
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 737-4 732-0 712-6
R3 728-0 722-4 710-1
R2 718-4 718-4 709-2
R1 713-0 713-0 708-3 711-0
PP 709-0 709-0 709-0 708-0
S1 703-4 703-4 706-5 701-4
S2 699-4 699-4 705-6
S3 690-0 694-0 704-7
S4 680-4 684-4 702-2
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 831-5 807-3 728-2
R3 793-7 769-5 717-7
R2 756-1 756-1 714-3
R1 731-7 731-7 711-0 725-1
PP 718-3 718-3 718-3 715-0
S1 694-1 694-1 704-0 687-3
S2 680-5 680-5 700-5
S3 642-7 656-3 697-1
S4 605-1 618-5 686-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 742-6 705-0 37-6 5.3% 13-6 2.0% 7% False True 18,129
10 751-4 705-0 46-4 6.6% 15-2 2.2% 5% False True 18,996
20 758-6 705-0 53-6 7.6% 16-3 2.3% 5% False True 17,138
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 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 754-7
2.618 739-3
1.618 729-7
1.000 724-0
0.618 720-3
HIGH 714-4
0.618 710-7
0.500 709-6
0.382 708-5
LOW 705-0
0.618 699-1
1.000 695-4
1.618 689-5
2.618 680-1
4.250 664-5
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 709-6 720-2
PP 709-0 716-0
S1 708-2 711-6

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

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