CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 732-6 732-2 -0-4 -0.1% 720-2
High 735-6 734-0 -1-6 -0.2% 731-6
Low 723-2 721-6 -1-4 -0.2% 711-0
Close 731-6 722-6 -9-0 -1.2% 730-0
Range 12-4 12-2 -0-2 -2.0% 20-6
ATR 15-5 15-3 -0-2 -1.5% 0-0
Volume 21,489 21,899 410 1.9% 70,454
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 762-7 755-1 729-4
R3 750-5 742-7 726-1
R2 738-3 738-3 725-0
R1 730-5 730-5 723-7 728-3
PP 726-1 726-1 726-1 725-0
S1 718-3 718-3 721-5 716-1
S2 713-7 713-7 720-4
S3 701-5 706-1 719-3
S4 689-3 693-7 716-0
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 3.7% 14-7 2.1% 42% False False 19,524
10 738-2 703-0 35-2 4.9% 14-7 2.1% 56% False False 18,976
20 751-4 697-0 54-4 7.5% 15-0 2.1% 47% False False 18,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 786-0
2.618 766-1
1.618 753-7
1.000 746-2
0.618 741-5
HIGH 734-0
0.618 729-3
0.500 727-7
0.382 726-3
LOW 721-6
0.618 714-1
1.000 709-4
1.618 701-7
2.618 689-5
4.250 669-6
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 727-7 728-0
PP 726-1 726-2
S1 724-4 724-4

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

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