CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 25-Jun-2013
Day Change Summary
Previous Current
24-Jun-2013 25-Jun-2013 Change Change % Previous Week
Open 712-4 702-2 -10-2 -1.4% 699-0
High 713-4 708-6 -4-6 -0.7% 730-6
Low 699-4 699-0 -0-4 -0.1% 695-0
Close 702-0 699-4 -2-4 -0.4% 717-0
Range 14-0 9-6 -4-2 -30.4% 35-6
ATR 14-4 14-2 -0-3 -2.4% 0-0
Volume 21,602 40,383 18,781 86.9% 126,758
Daily Pivots for day following 25-Jun-2013
Classic Woodie Camarilla DeMark
R4 731-5 725-3 704-7
R3 721-7 715-5 702-1
R2 712-1 712-1 701-2
R1 705-7 705-7 700-3 704-1
PP 702-3 702-3 702-3 701-4
S1 696-1 696-1 698-5 694-3
S2 692-5 692-5 697-6
S3 682-7 686-3 696-7
S4 673-1 676-5 694-1
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 821-4 805-0 736-5
R3 785-6 769-2 726-7
R2 750-0 750-0 723-4
R1 733-4 733-4 720-2 741-6
PP 714-2 714-2 714-2 718-3
S1 697-6 697-6 713-6 706-0
S2 678-4 678-4 710-4
S3 642-6 662-0 707-1
S4 607-0 626-2 697-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 730-6 699-0 31-6 4.5% 14-6 2.1% 2% False True 28,933
10 730-6 695-0 35-6 5.1% 13-4 1.9% 13% False False 25,756
20 738-2 695-0 43-2 6.2% 13-4 1.9% 10% False False 22,745
40 758-6 695-0 63-6 9.1% 14-5 2.1% 7% False False 20,512
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 750-2
2.618 734-2
1.618 724-4
1.000 718-4
0.618 714-6
HIGH 708-6
0.618 705-0
0.500 703-7
0.382 702-6
LOW 699-0
0.618 693-0
1.000 689-2
1.618 683-2
2.618 673-4
4.250 657-4
Fisher Pivots for day following 25-Jun-2013
Pivot 1 day 3 day
R1 703-7 711-0
PP 702-3 707-1
S1 701-0 703-3

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

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