CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 715-6 713-4 -2-2 -0.3% 733-6
High 716-6 721-4 4-6 0.7% 738-2
Low 703-2 710-4 7-2 1.0% 715-4
Close 713-6 719-4 5-6 0.8% 719-2
Range 13-4 11-0 -2-4 -18.5% 22-6
ATR 14-6 14-4 -0-2 -1.8% 0-0
Volume 17,328 20,097 2,769 16.0% 104,942
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 750-1 745-7 725-4
R3 739-1 734-7 722-4
R2 728-1 728-1 721-4
R1 723-7 723-7 720-4 726-0
PP 717-1 717-1 717-1 718-2
S1 712-7 712-7 718-4 715-0
S2 706-1 706-1 717-4
S3 695-1 701-7 716-4
S4 684-1 690-7 713-4
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
5 734-0 703-2 30-6 4.3% 11-4 1.6% 53% False False 19,819
10 738-2 703-2 35-0 4.9% 13-4 1.9% 46% False False 19,735
20 741-2 697-0 44-2 6.2% 13-5 1.9% 51% False False 18,375
40 758-6 697-0 61-6 8.6% 15-0 2.1% 36% False False 16,937
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 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 768-2
2.618 750-2
1.618 739-2
1.000 732-4
0.618 728-2
HIGH 721-4
0.618 717-2
0.500 716-0
0.382 714-6
LOW 710-4
0.618 703-6
1.000 699-4
1.618 692-6
2.618 681-6
4.250 663-6
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 718-3 717-7
PP 717-1 716-2
S1 716-0 714-5

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

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