CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 675-0 689-4 14-4 2.1% 668-4
High 695-0 696-0 1-0 0.1% 684-4
Low 674-2 682-4 8-2 1.2% 666-2
Close 690-4 692-6 2-2 0.3% 670-4
Range 20-6 13-4 -7-2 -34.9% 18-2
ATR 14-5 14-5 -0-1 -0.6% 0-0
Volume 30,725 37,727 7,002 22.8% 133,451
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 730-7 725-3 700-1
R3 717-3 711-7 696-4
R2 703-7 703-7 695-2
R1 698-3 698-3 694-0 701-1
PP 690-3 690-3 690-3 691-6
S1 684-7 684-7 691-4 687-5
S2 676-7 676-7 690-2
S3 663-3 671-3 689-0
S4 649-7 657-7 685-3
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
5 696-0 669-0 27-0 3.9% 15-0 2.2% 88% True False 32,773
10 704-6 666-2 38-4 5.6% 14-6 2.1% 69% False False 29,045
20 730-6 666-2 64-4 9.3% 14-1 2.0% 41% False False 27,400
40 741-2 666-2 75-0 10.8% 13-7 2.0% 35% False False 22,888
60 758-6 666-2 92-4 13.4% 14-6 2.1% 29% False False 20,425
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 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 753-3
2.618 731-3
1.618 717-7
1.000 709-4
0.618 704-3
HIGH 696-0
0.618 690-7
0.500 689-2
0.382 687-5
LOW 682-4
0.618 674-1
1.000 669-0
1.618 660-5
2.618 647-1
4.250 625-1
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 691-5 689-3
PP 690-3 685-7
S1 689-2 682-4

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

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