CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 684-2 682-6 -1-4 -0.2% 669-6
High 694-0 686-4 -7-4 -1.1% 705-6
Low 678-4 677-0 -1-4 -0.2% 669-0
Close 682-4 677-6 -4-6 -0.7% 693-6
Range 15-4 9-4 -6-0 -38.7% 36-6
ATR 14-3 14-0 -0-3 -2.4% 0-0
Volume 25,003 26,599 1,596 6.4% 167,158
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 708-7 702-7 683-0
R3 699-3 693-3 680-3
R2 689-7 689-7 679-4
R1 683-7 683-7 678-5 682-1
PP 680-3 680-3 680-3 679-4
S1 674-3 674-3 676-7 672-5
S2 670-7 670-7 676-0
S3 661-3 664-7 675-1
S4 651-7 655-3 672-4
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 799-6 783-4 714-0
R3 763-0 746-6 703-7
R2 726-2 726-2 700-4
R1 710-0 710-0 697-1 718-1
PP 689-4 689-4 689-4 693-4
S1 673-2 673-2 690-3 681-3
S2 652-6 652-6 687-0
S3 616-0 636-4 683-5
S4 579-2 599-6 673-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 705-6 677-0 28-6 4.2% 12-2 1.8% 3% False True 30,384
10 705-6 669-0 36-6 5.4% 13-5 2.0% 24% False False 31,578
20 730-6 666-2 64-4 9.5% 14-1 2.1% 18% False False 29,352
40 738-2 666-2 72-0 10.6% 13-6 2.0% 16% False False 24,534
60 758-6 666-2 92-4 13.6% 14-4 2.1% 12% False False 22,135
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 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 726-7
2.618 711-3
1.618 701-7
1.000 696-0
0.618 692-3
HIGH 686-4
0.618 682-7
0.500 681-6
0.382 680-5
LOW 677-0
0.618 671-1
1.000 667-4
1.618 661-5
2.618 652-1
4.250 636-5
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 681-6 685-4
PP 680-3 682-7
S1 679-1 680-3

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

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