CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 677-6 671-2 -6-4 -1.0% 690-6
High 678-4 671-2 -7-2 -1.1% 694-0
Low 666-6 662-0 -4-6 -0.7% 668-4
Close 671-2 665-4 -5-6 -0.9% 675-2
Range 11-6 9-2 -2-4 -21.3% 25-4
ATR 13-4 13-1 -0-2 -2.2% 0-0
Volume 27,260 29,374 2,114 7.8% 124,268
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 694-0 689-0 670-5
R3 684-6 679-6 668-0
R2 675-4 675-4 667-2
R1 670-4 670-4 666-3 668-3
PP 666-2 666-2 666-2 665-2
S1 661-2 661-2 664-5 659-1
S2 657-0 657-0 663-6
S3 647-6 652-0 663-0
S4 638-4 642-6 660-3
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
5 686-4 662-0 24-4 3.7% 10-4 1.6% 14% False True 26,765
10 705-6 662-0 43-6 6.6% 11-6 1.8% 8% False True 29,687
20 708-6 662-0 46-6 7.0% 13-1 2.0% 7% False True 29,499
40 738-2 662-0 76-2 11.5% 13-4 2.0% 5% False True 25,499
60 758-6 662-0 96-6 14.5% 14-3 2.2% 4% False True 23,107
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 710-4
2.618 695-4
1.618 686-2
1.000 680-4
0.618 677-0
HIGH 671-2
0.618 667-6
0.500 666-5
0.382 665-4
LOW 662-0
0.618 656-2
1.000 652-6
1.618 647-0
2.618 637-6
4.250 622-6
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 666-5 671-2
PP 666-2 669-3
S1 665-7 667-3

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

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