CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 704-4 725-4 21-0 3.0% 715-6
High 730-6 726-4 -4-2 -0.6% 721-4
Low 702-6 712-6 10-0 1.4% 696-6
Close 727-0 719-6 -7-2 -1.0% 701-4
Range 28-0 13-6 -14-2 -50.9% 24-6
ATR 14-6 14-6 0-0 -0.3% 0-0
Volume 18,794 32,925 14,131 75.2% 106,245
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 760-7 754-1 727-2
R3 747-1 740-3 723-4
R2 733-3 733-3 722-2
R1 726-5 726-5 721-0 723-1
PP 719-5 719-5 719-5 718-0
S1 712-7 712-7 718-4 709-3
S2 705-7 705-7 717-2
S3 692-1 699-1 716-0
S4 678-3 685-3 712-2
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
5 730-6 695-0 35-6 5.0% 14-7 2.1% 69% False False 23,829
10 730-6 695-0 35-6 5.0% 13-5 1.9% 69% False False 22,307
20 738-2 695-0 43-2 6.0% 14-2 2.0% 57% False False 20,844
40 758-6 695-0 63-6 8.9% 15-1 2.1% 39% False False 19,187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 785-0
2.618 762-4
1.618 748-6
1.000 740-2
0.618 735-0
HIGH 726-4
0.618 721-2
0.500 719-5
0.382 718-0
LOW 712-6
0.618 704-2
1.000 699-0
1.618 690-4
2.618 676-6
4.250 654-2
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 719-6 718-4
PP 719-5 717-1
S1 719-5 715-7

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

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