CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 699-0 701-0 2-0 0.3% 715-6
High 708-6 710-2 1-4 0.2% 721-4
Low 695-0 701-0 6-0 0.9% 696-6
Close 701-0 708-0 7-0 1.0% 701-4
Range 13-6 9-2 -4-4 -32.7% 24-6
ATR 14-1 13-6 -0-3 -2.5% 0-0
Volume 26,364 17,710 -8,654 -32.8% 106,245
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 734-1 730-3 713-1
R3 724-7 721-1 710-4
R2 715-5 715-5 709-6
R1 711-7 711-7 708-7 713-6
PP 706-3 706-3 706-3 707-3
S1 702-5 702-5 707-1 704-4
S2 697-1 697-1 706-2
S3 687-7 693-3 705-4
S4 678-5 684-1 702-7
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
5 718-4 695-0 23-4 3.3% 12-2 1.7% 55% False False 22,578
10 734-0 695-0 39-0 5.5% 11-7 1.7% 33% False False 21,199
20 738-2 695-0 43-2 6.1% 13-2 1.9% 30% False False 19,715
40 758-6 695-0 63-6 9.0% 14-6 2.1% 20% False False 18,527
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 749-4
2.618 734-4
1.618 725-2
1.000 719-4
0.618 716-0
HIGH 710-2
0.618 706-6
0.500 705-5
0.382 704-4
LOW 701-0
0.618 695-2
1.000 691-6
1.618 686-0
2.618 676-6
4.250 661-6
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 707-2 706-2
PP 706-3 704-3
S1 705-5 702-5

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

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