CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 706-4 699-0 -7-4 -1.1% 715-6
High 706-6 708-6 2-0 0.3% 721-4
Low 697-0 695-0 -2-0 -0.3% 696-6
Close 701-4 701-0 -0-4 -0.1% 701-4
Range 9-6 13-6 4-0 41.0% 24-6
ATR 14-1 14-1 0-0 -0.2% 0-0
Volume 23,352 26,364 3,012 12.9% 106,245
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 742-7 735-5 708-4
R3 729-1 721-7 704-6
R2 715-3 715-3 703-4
R1 708-1 708-1 702-2 711-6
PP 701-5 701-5 701-5 703-3
S1 694-3 694-3 699-6 698-0
S2 687-7 687-7 698-4
S3 674-1 680-5 697-2
S4 660-3 666-7 693-4
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
5 721-4 695-0 26-4 3.8% 12-5 1.8% 23% False True 23,056
10 735-6 695-0 40-6 5.8% 12-2 1.7% 15% False True 21,577
20 738-2 695-0 43-2 6.2% 13-4 1.9% 14% False True 19,511
40 758-6 695-0 63-6 9.1% 15-0 2.1% 9% False True 18,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 767-2
2.618 744-6
1.618 731-0
1.000 722-4
0.618 717-2
HIGH 708-6
0.618 703-4
0.500 701-7
0.382 700-2
LOW 695-0
0.618 686-4
1.000 681-2
1.618 672-6
2.618 659-0
4.250 636-4
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 701-7 701-7
PP 701-5 701-5
S1 701-2 701-2

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

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