CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 678-0 673-2 -4-6 -0.7% 690-6
High 679-6 680-4 0-6 0.1% 694-0
Low 668-4 669-4 1-0 0.1% 668-4
Close 673-0 675-2 2-2 0.3% 675-2
Range 11-2 11-0 -0-2 -2.2% 25-4
ATR 13-6 13-5 -0-2 -1.4% 0-0
Volume 21,841 28,754 6,913 31.7% 124,268
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 708-1 702-5 681-2
R3 697-1 691-5 678-2
R2 686-1 686-1 677-2
R1 680-5 680-5 676-2 683-3
PP 675-1 675-1 675-1 676-4
S1 669-5 669-5 674-2 672-3
S2 664-1 664-1 673-2
S3 653-1 658-5 672-2
S4 642-1 647-5 669-2
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 755-6 741-0 689-2
R3 730-2 715-4 682-2
R2 704-6 704-6 679-7
R1 690-0 690-0 677-5 684-5
PP 679-2 679-2 679-2 676-4
S1 664-4 664-4 672-7 659-1
S2 653-6 653-6 670-5
S3 628-2 639-0 668-2
S4 602-6 613-4 661-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 694-0 668-4 25-4 3.8% 11-5 1.7% 26% False False 24,853
10 705-6 668-4 37-2 5.5% 13-0 1.9% 18% False False 29,142
20 723-0 666-2 56-6 8.4% 13-2 2.0% 16% False False 29,296
40 738-2 666-2 72-0 10.7% 13-6 2.0% 13% False False 25,070
60 758-6 666-2 92-4 13.7% 14-4 2.1% 10% False False 22,557
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 727-2
2.618 709-2
1.618 698-2
1.000 691-4
0.618 687-2
HIGH 680-4
0.618 676-2
0.500 675-0
0.382 673-6
LOW 669-4
0.618 662-6
1.000 658-4
1.618 651-6
2.618 640-6
4.250 622-6
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 675-1 677-4
PP 675-1 676-6
S1 675-0 676-0

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

View Archives - Comment on this page... - Back to Index of Symbols