CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 732-2 722-6 -9-4 -1.3% 720-2
High 734-0 727-4 -6-4 -0.9% 731-6
Low 721-6 715-4 -6-2 -0.9% 711-0
Close 722-6 720-4 -2-2 -0.3% 730-0
Range 12-2 12-0 -0-2 -2.0% 20-6
ATR 15-3 15-1 -0-2 -1.6% 0-0
Volume 21,899 18,733 -3,166 -14.5% 70,454
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 757-1 750-7 727-1
R3 745-1 738-7 723-6
R2 733-1 733-1 722-6
R1 726-7 726-7 721-5 724-0
PP 721-1 721-1 721-1 719-6
S1 714-7 714-7 719-3 712-0
S2 709-1 709-1 718-2
S3 697-1 702-7 717-2
S4 685-1 690-7 713-7
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
5 738-2 715-4 22-6 3.2% 14-3 2.0% 22% False True 19,534
10 738-2 708-6 29-4 4.1% 14-7 2.1% 40% False False 19,381
20 751-4 697-0 54-4 7.6% 14-7 2.1% 43% False False 18,560
40 758-6 697-0 61-6 8.6% 15-4 2.1% 38% False False 16,518
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3-7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 778-4
2.618 758-7
1.618 746-7
1.000 739-4
0.618 734-7
HIGH 727-4
0.618 722-7
0.500 721-4
0.382 720-1
LOW 715-4
0.618 708-1
1.000 703-4
1.618 696-1
2.618 684-1
4.250 664-4
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 721-4 725-5
PP 721-1 723-7
S1 720-7 722-2

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

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