CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 703-6 709-0 5-2 0.7% 728-0
High 715-0 728-4 13-4 1.9% 742-6
Low 703-0 708-6 5-6 0.8% 705-0
Close 710-4 723-0 12-4 1.8% 707-4
Range 12-0 19-6 7-6 64.6% 37-6
ATR 15-4 15-6 0-2 2.0% 0-0
Volume 14,688 15,431 743 5.1% 90,646
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 779-3 770-7 733-7
R3 759-5 751-1 728-3
R2 739-7 739-7 726-5
R1 731-3 731-3 724-6 735-5
PP 720-1 720-1 720-1 722-2
S1 711-5 711-5 721-2 715-7
S2 700-3 700-3 719-3
S3 680-5 691-7 717-5
S4 660-7 672-1 712-1
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
5 728-4 697-0 31-4 4.4% 13-1 1.8% 83% True False 16,093
10 748-0 697-0 51-0 7.1% 14-5 2.0% 51% False False 17,146
20 758-6 697-0 61-6 8.5% 16-2 2.2% 42% False False 17,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 812-4
2.618 780-2
1.618 760-4
1.000 748-2
0.618 740-6
HIGH 728-4
0.618 721-0
0.500 718-5
0.382 716-2
LOW 708-6
0.618 696-4
1.000 689-0
1.618 676-6
2.618 657-0
4.250 624-6
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 721-4 719-5
PP 720-1 716-1
S1 718-5 712-6

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

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