CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 699-4 692-4 -7-0 -1.0% 699-0
High 704-6 698-0 -6-6 -1.0% 730-6
Low 691-0 688-0 -3-0 -0.4% 695-0
Close 692-2 689-0 -3-2 -0.5% 717-0
Range 13-6 10-0 -3-6 -27.3% 35-6
ATR 14-1 13-7 -0-2 -2.1% 0-0
Volume 20,550 25,649 5,099 24.8% 126,758
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 721-5 715-3 694-4
R3 711-5 705-3 691-6
R2 701-5 701-5 690-7
R1 695-3 695-3 689-7 693-4
PP 691-5 691-5 691-5 690-6
S1 685-3 685-3 688-1 683-4
S2 681-5 681-5 687-1
S3 671-5 675-3 686-2
S4 661-5 665-3 683-4
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
5 723-0 688-0 35-0 5.1% 11-2 1.6% 3% False True 27,829
10 730-6 688-0 42-6 6.2% 13-0 1.9% 2% False True 25,829
20 738-2 688-0 50-2 7.3% 13-2 1.9% 2% False True 22,995
40 758-2 688-0 70-2 10.2% 14-0 2.0% 1% False True 20,384
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 2-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 740-4
2.618 724-1
1.618 714-1
1.000 708-0
0.618 704-1
HIGH 698-0
0.618 694-1
0.500 693-0
0.382 691-7
LOW 688-0
0.618 681-7
1.000 678-0
1.618 671-7
2.618 661-7
4.250 645-4
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 693-0 698-3
PP 691-5 695-2
S1 690-3 692-1

Download as Excel Spreadsheet

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

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