CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 688-2 668-4 -19-6 -2.9% 712-4
High 692-6 677-2 -15-4 -2.2% 713-4
Low 670-0 666-2 -3-6 -0.6% 670-0
Close 671-4 669-2 -2-2 -0.3% 671-4
Range 22-6 11-0 -11-6 -51.6% 43-4
ATR 14-4 14-2 -0-2 -1.7% 0-0
Volume 21,895 34,528 12,633 57.7% 130,079
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 703-7 697-5 675-2
R3 692-7 686-5 672-2
R2 681-7 681-7 671-2
R1 675-5 675-5 670-2 678-6
PP 670-7 670-7 670-7 672-4
S1 664-5 664-5 668-2 667-6
S2 659-7 659-7 667-2
S3 648-7 653-5 666-2
S4 637-7 642-5 663-2
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
5 708-6 666-2 42-4 6.4% 13-4 2.0% 7% False True 28,601
10 730-6 666-2 64-4 9.6% 14-1 2.1% 5% False True 26,500
20 735-6 666-2 69-4 10.4% 13-1 2.0% 4% False True 24,038
40 751-4 666-2 85-2 12.7% 14-1 2.1% 4% False True 21,129
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 2-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 724-0
2.618 706-0
1.618 695-0
1.000 688-2
0.618 684-0
HIGH 677-2
0.618 673-0
0.500 671-6
0.382 670-4
LOW 666-2
0.618 659-4
1.000 655-2
1.618 648-4
2.618 637-4
4.250 619-4
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 671-6 682-1
PP 670-7 677-7
S1 670-1 673-4

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

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