CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 733-6 732-6 -1-0 -0.1% 720-2
High 738-2 735-6 -2-4 -0.3% 731-6
Low 717-6 723-2 5-4 0.8% 711-0
Close 732-6 731-6 -1-0 -0.1% 730-0
Range 20-4 12-4 -8-0 -39.0% 20-6
ATR 15-7 15-5 -0-2 -1.5% 0-0
Volume 21,781 21,489 -292 -1.3% 70,454
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 767-6 762-2 738-5
R3 755-2 749-6 735-2
R2 742-6 742-6 734-0
R1 737-2 737-2 732-7 733-6
PP 730-2 730-2 730-2 728-4
S1 724-6 724-6 730-5 721-2
S2 717-6 717-6 729-4
S3 705-2 712-2 728-2
S4 692-6 699-6 724-7
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 786-4 779-0 741-3
R3 765-6 758-2 735-6
R2 745-0 745-0 733-6
R1 737-4 737-4 731-7 741-2
PP 724-2 724-2 724-2 726-1
S1 716-6 716-6 728-1 720-4
S2 703-4 703-4 726-2
S3 682-6 696-0 724-2
S4 662-0 675-2 718-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738-2 711-6 26-4 3.6% 15-4 2.1% 75% False False 19,651
10 738-2 697-0 41-2 5.6% 14-6 2.0% 84% False False 18,232
20 751-4 697-0 54-4 7.4% 15-0 2.1% 64% False False 18,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 788-7
2.618 768-4
1.618 756-0
1.000 748-2
0.618 743-4
HIGH 735-6
0.618 731-0
0.500 729-4
0.382 728-0
LOW 723-2
0.618 715-4
1.000 710-6
1.618 703-0
2.618 690-4
4.250 670-1
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 731-0 730-3
PP 730-2 729-0
S1 729-4 727-5

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

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