CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 673-2 677-6 4-4 0.7% 690-6
High 680-4 678-4 -2-0 -0.3% 694-0
Low 669-4 666-6 -2-6 -0.4% 668-4
Close 675-2 671-2 -4-0 -0.6% 675-2
Range 11-0 11-6 0-6 6.8% 25-4
ATR 13-5 13-4 -0-1 -1.0% 0-0
Volume 28,754 27,260 -1,494 -5.2% 124,268
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 707-3 701-1 677-6
R3 695-5 689-3 674-4
R2 683-7 683-7 673-3
R1 677-5 677-5 672-3 674-7
PP 672-1 672-1 672-1 670-6
S1 665-7 665-7 670-1 663-1
S2 660-3 660-3 669-1
S3 648-5 654-1 668-0
S4 636-7 642-3 664-6
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
5 694-0 666-6 27-2 4.1% 11-6 1.8% 17% False True 25,891
10 705-6 666-6 39-0 5.8% 13-0 1.9% 12% False True 29,822
20 713-4 666-2 47-2 7.0% 13-3 2.0% 11% False False 29,110
40 738-2 666-2 72-0 10.7% 13-4 2.0% 7% False False 25,366
60 758-6 666-2 92-4 13.8% 14-3 2.2% 5% False False 22,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 728-4
2.618 709-2
1.618 697-4
1.000 690-2
0.618 685-6
HIGH 678-4
0.618 674-0
0.500 672-5
0.382 671-2
LOW 666-6
0.618 659-4
1.000 655-0
1.618 647-6
2.618 636-0
4.250 616-6
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 672-5 673-5
PP 672-1 672-7
S1 671-6 672-0

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

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