CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 683-6 669-6 -14-0 -2.0% 668-4
High 684-4 681-6 -2-6 -0.4% 684-4
Low 670-0 669-0 -1-0 -0.1% 666-2
Close 670-4 674-6 4-2 0.6% 670-4
Range 14-4 12-6 -1-6 -12.1% 18-2
ATR 14-2 14-1 -0-1 -0.8% 0-0
Volume 34,707 20,459 -14,248 -41.1% 133,451
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 713-3 706-7 681-6
R3 700-5 694-1 678-2
R2 687-7 687-7 677-1
R1 681-3 681-3 675-7 684-5
PP 675-1 675-1 675-1 676-6
S1 668-5 668-5 673-5 671-7
S2 662-3 662-3 672-3
S3 649-5 655-7 671-2
S4 636-7 643-1 667-6
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 728-4 717-6 680-4
R3 710-2 699-4 675-4
R2 692-0 692-0 673-7
R1 681-2 681-2 672-1 686-5
PP 673-6 673-6 673-6 676-4
S1 663-0 663-0 668-7 668-3
S2 655-4 655-4 667-1
S3 637-2 644-6 665-4
S4 619-0 626-4 660-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 684-4 666-2 18-2 2.7% 13-4 2.0% 47% False False 30,782
10 713-4 666-2 47-2 7.0% 13-6 2.0% 18% False False 28,398
20 730-6 666-2 64-4 9.6% 13-5 2.0% 13% False False 25,849
40 748-0 666-2 81-6 12.1% 14-0 2.1% 10% False False 22,196
60 758-6 666-2 92-4 13.7% 14-7 2.2% 9% False False 19,691
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 2-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 736-0
2.618 715-1
1.618 702-3
1.000 694-4
0.618 689-5
HIGH 681-6
0.618 676-7
0.500 675-3
0.382 673-7
LOW 669-0
0.618 661-1
1.000 656-2
1.618 648-3
2.618 635-5
4.250 614-6
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 675-3 676-6
PP 675-1 676-1
S1 675-0 675-3

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

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