CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 692-4 688-2 -4-2 -0.6% 712-4
High 698-0 692-6 -5-2 -0.8% 713-4
Low 688-0 670-0 -18-0 -2.6% 670-0
Close 689-0 671-4 -17-4 -2.5% 671-4
Range 10-0 22-6 12-6 127.5% 43-4
ATR 13-7 14-4 0-5 4.6% 0-0
Volume 25,649 21,895 -3,754 -14.6% 130,079
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 746-3 731-5 684-0
R3 723-5 708-7 677-6
R2 700-7 700-7 675-5
R1 686-1 686-1 673-5 682-1
PP 678-1 678-1 678-1 676-0
S1 663-3 663-3 669-3 659-3
S2 655-3 655-3 667-3
S3 632-5 640-5 665-2
S4 609-7 617-7 659-0
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 815-4 787-0 695-3
R3 772-0 743-4 683-4
R2 728-4 728-4 679-4
R1 700-0 700-0 675-4 692-4
PP 685-0 685-0 685-0 681-2
S1 656-4 656-4 667-4 649-0
S2 641-4 641-4 663-4
S3 598-0 613-0 659-4
S4 554-4 569-4 647-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 713-4 670-0 43-4 6.5% 14-0 2.1% 3% False True 26,015
10 730-6 670-0 60-6 9.0% 14-3 2.1% 2% False True 25,683
20 738-2 670-0 68-2 10.2% 13-5 2.0% 2% False True 23,401
40 758-2 670-0 88-2 13.1% 14-2 2.1% 2% False True 20,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 789-4
2.618 752-2
1.618 729-4
1.000 715-4
0.618 706-6
HIGH 692-6
0.618 684-0
0.500 681-3
0.382 678-6
LOW 670-0
0.618 656-0
1.000 647-2
1.618 633-2
2.618 610-4
4.250 573-2
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 681-3 687-3
PP 678-1 682-1
S1 674-6 676-6

Download as Excel Spreadsheet

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

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