CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 722-6 719-2 -3-4 -0.5% 733-6
High 727-4 726-0 -1-4 -0.2% 738-2
Low 715-4 717-2 1-6 0.2% 715-4
Close 720-4 719-2 -1-2 -0.2% 719-2
Range 12-0 8-6 -3-2 -27.1% 22-6
ATR 15-1 14-5 -0-4 -3.0% 0-0
Volume 18,733 21,040 2,307 12.3% 104,942
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 747-1 741-7 724-0
R3 738-3 733-1 721-5
R2 729-5 729-5 720-7
R1 724-3 724-3 720-0 723-5
PP 720-7 720-7 720-7 720-4
S1 715-5 715-5 718-4 714-7
S2 712-1 712-1 717-5
S3 703-3 706-7 716-7
S4 694-5 698-1 714-4
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 792-5 778-5 731-6
R3 769-7 755-7 725-4
R2 747-1 747-1 723-3
R1 733-1 733-1 721-3 728-6
PP 724-3 724-3 724-3 722-1
S1 710-3 710-3 717-1 706-0
S2 701-5 701-5 715-1
S3 678-7 687-5 713-0
S4 656-1 664-7 706-6
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% 13-2 1.8% 16% False False 20,988
10 738-2 711-0 27-2 3.8% 13-6 1.9% 30% False False 19,942
20 748-0 697-0 51-0 7.1% 14-2 2.0% 44% False False 18,544
40 758-6 697-0 61-6 8.6% 15-3 2.1% 36% False False 16,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4-0
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 763-2
2.618 748-7
1.618 740-1
1.000 734-6
0.618 731-3
HIGH 726-0
0.618 722-5
0.500 721-5
0.382 720-5
LOW 717-2
0.618 711-7
1.000 708-4
1.618 703-1
2.618 694-3
4.250 680-0
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 721-5 724-6
PP 720-7 722-7
S1 720-0 721-1

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

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