CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 705-0 706-4 1-4 0.2% 715-6
High 708-0 706-6 -1-2 -0.2% 721-4
Low 696-6 697-0 0-2 0.0% 696-6
Close 706-6 701-4 -5-2 -0.7% 701-4
Range 11-2 9-6 -1-4 -13.3% 24-6
ATR 14-4 14-1 -0-3 -2.3% 0-0
Volume 27,806 23,352 -4,454 -16.0% 106,245
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 731-0 726-0 706-7
R3 721-2 716-2 704-1
R2 711-4 711-4 703-2
R1 706-4 706-4 702-3 704-1
PP 701-6 701-6 701-6 700-4
S1 696-6 696-6 700-5 694-3
S2 692-0 692-0 699-6
S3 682-2 687-0 698-7
S4 672-4 677-2 696-1
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 780-7 765-7 715-1
R3 756-1 741-1 708-2
R2 731-3 731-3 706-0
R1 716-3 716-3 703-6 711-4
PP 706-5 706-5 706-5 704-1
S1 691-5 691-5 699-2 686-6
S2 681-7 681-7 697-0
S3 657-1 666-7 694-6
S4 632-3 642-1 687-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 721-4 696-6 24-6 3.5% 12-4 1.8% 19% False False 21,249
10 738-2 696-6 41-4 5.9% 12-7 1.8% 11% False False 21,118
20 738-2 696-6 41-4 5.9% 13-2 1.9% 11% False False 19,306
40 758-6 696-6 62-0 8.8% 15-0 2.1% 8% False False 17,844
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 748-2
2.618 732-2
1.618 722-4
1.000 716-4
0.618 712-6
HIGH 706-6
0.618 703-0
0.500 701-7
0.382 700-6
LOW 697-0
0.618 691-0
1.000 687-2
1.618 681-2
2.618 671-4
4.250 655-4
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 701-7 707-5
PP 701-6 705-5
S1 701-5 703-4

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

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