CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 702-2 699-4 -2-6 -0.4% 699-0
High 708-6 704-6 -4-0 -0.6% 730-6
Low 699-0 691-0 -8-0 -1.1% 695-0
Close 699-4 692-2 -7-2 -1.0% 717-0
Range 9-6 13-6 4-0 41.0% 35-6
ATR 14-2 14-1 0-0 -0.2% 0-0
Volume 40,383 20,550 -19,833 -49.1% 126,758
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 737-2 728-4 699-6
R3 723-4 714-6 696-0
R2 709-6 709-6 694-6
R1 701-0 701-0 693-4 698-4
PP 696-0 696-0 696-0 694-6
S1 687-2 687-2 691-0 684-6
S2 682-2 682-2 689-6
S3 668-4 673-4 688-4
S4 654-6 659-6 684-6
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
5 726-4 691-0 35-4 5.1% 12-0 1.7% 4% False True 29,285
10 730-6 691-0 39-6 5.7% 13-1 1.9% 3% False True 26,045
20 738-2 691-0 47-2 6.8% 13-4 1.9% 3% False True 22,646
40 758-2 691-0 67-2 9.7% 14-2 2.1% 2% False True 20,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 763-2
2.618 740-6
1.618 727-0
1.000 718-4
0.618 713-2
HIGH 704-6
0.618 699-4
0.500 697-7
0.382 696-2
LOW 691-0
0.618 682-4
1.000 677-2
1.618 668-6
2.618 655-0
4.250 632-4
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 697-7 702-2
PP 696-0 698-7
S1 694-1 695-5

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

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