CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 720-2 717-4 -2-6 -0.4% 706-2
High 726-6 728-0 1-2 0.2% 728-4
Low 711-0 712-4 1-4 0.2% 697-0
Close 717-6 727-2 9-4 1.3% 718-0
Range 15-6 15-4 -0-2 -1.6% 31-4
ATR 15-4 15-4 0-0 0.0% 0-0
Volume 15,465 22,535 7,070 45.7% 82,223
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 769-1 763-5 735-6
R3 753-5 748-1 731-4
R2 738-1 738-1 730-1
R1 732-5 732-5 728-5 735-3
PP 722-5 722-5 722-5 724-0
S1 717-1 717-1 725-7 719-7
S2 707-1 707-1 724-3
S3 691-5 701-5 723-0
S4 676-1 686-1 718-6
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 809-0 795-0 735-3
R3 777-4 763-4 726-5
R2 746-0 746-0 723-6
R1 732-0 732-0 720-7 739-0
PP 714-4 714-4 714-4 718-0
S1 700-4 700-4 715-1 707-4
S2 683-0 683-0 712-2
S3 651-4 669-0 709-3
S4 620-0 637-4 700-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 728-4 703-0 25-4 3.5% 14-7 2.0% 95% False False 18,428
10 735-4 697-0 38-4 5.3% 14-2 2.0% 79% False False 17,368
20 758-2 697-0 61-2 8.4% 15-0 2.1% 49% False False 18,329
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 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793-7
2.618 768-5
1.618 753-1
1.000 743-4
0.618 737-5
HIGH 728-0
0.618 722-1
0.500 720-2
0.382 718-3
LOW 712-4
0.618 702-7
1.000 697-0
1.618 687-3
2.618 671-7
4.250 646-5
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 724-7 724-5
PP 722-5 722-1
S1 720-2 719-4

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

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