CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 707-0 703-6 -3-2 -0.5% 728-0
High 707-4 715-0 7-4 1.1% 742-6
Low 697-0 703-0 6-0 0.9% 705-0
Close 703-4 710-4 7-0 1.0% 707-4
Range 10-4 12-0 1-4 14.3% 37-6
ATR 15-6 15-4 -0-2 -1.7% 0-0
Volume 14,458 14,688 230 1.6% 90,646
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 745-4 740-0 717-1
R3 733-4 728-0 713-6
R2 721-4 721-4 712-6
R1 716-0 716-0 711-5 718-6
PP 709-4 709-4 709-4 710-7
S1 704-0 704-0 709-3 706-6
S2 697-4 697-4 708-2
S3 685-4 692-0 707-2
S4 673-4 680-0 703-7
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
5 723-4 697-0 26-4 3.7% 12-4 1.8% 51% False False 16,650
10 751-4 697-0 54-4 7.7% 15-0 2.1% 25% False False 17,739
20 758-6 697-0 61-6 8.7% 16-0 2.3% 22% False False 17,530
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 766-0
2.618 746-3
1.618 734-3
1.000 727-0
0.618 722-3
HIGH 715-0
0.618 710-3
0.500 709-0
0.382 707-5
LOW 703-0
0.618 695-5
1.000 691-0
1.618 683-5
2.618 671-5
4.250 652-0
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 710-0 709-0
PP 709-4 707-4
S1 709-0 706-0

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

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