CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 706-2 707-0 0-6 0.1% 728-0
High 711-4 707-4 -4-0 -0.6% 742-6
Low 697-6 697-0 -0-6 -0.1% 705-0
Close 708-4 703-4 -5-0 -0.7% 707-4
Range 13-6 10-4 -3-2 -23.6% 37-6
ATR 16-1 15-6 -0-3 -2.0% 0-0
Volume 13,621 14,458 837 6.1% 90,646
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 734-1 729-3 709-2
R3 723-5 718-7 706-3
R2 713-1 713-1 705-3
R1 708-3 708-3 704-4 705-4
PP 702-5 702-5 702-5 701-2
S1 697-7 697-7 702-4 695-0
S2 692-1 692-1 701-5
S3 681-5 687-3 700-5
S4 671-1 676-7 697-6
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
5 735-4 697-0 38-4 5.5% 13-6 1.9% 17% False True 16,307
10 751-4 697-0 54-4 7.7% 15-1 2.1% 12% False True 17,949
20 758-6 697-0 61-6 8.8% 15-7 2.3% 11% False True 17,436
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 752-1
2.618 735-0
1.618 724-4
1.000 718-0
0.618 714-0
HIGH 707-4
0.618 703-4
0.500 702-2
0.382 701-0
LOW 697-0
0.618 690-4
1.000 686-4
1.618 680-0
2.618 669-4
4.250 652-3
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 703-1 705-6
PP 702-5 705-0
S1 702-2 704-2

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

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