CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 663-4 660-6 -2-6 -0.4% 677-6
High 667-0 668-6 1-6 0.3% 678-4
Low 658-2 659-4 1-2 0.2% 658-2
Close 660-6 661-4 0-6 0.1% 661-4
Range 8-6 9-2 0-4 5.7% 20-2
ATR 12-4 12-3 -0-2 -1.9% 0-0
Volume 27,818 24,235 -3,583 -12.9% 129,873
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 691-0 685-4 666-5
R3 681-6 676-2 664-0
R2 672-4 672-4 663-2
R1 667-0 667-0 662-3 669-6
PP 663-2 663-2 663-2 664-5
S1 657-6 657-6 660-5 660-4
S2 654-0 654-0 659-6
S3 644-6 648-4 659-0
S4 635-4 639-2 656-3
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 726-7 714-3 672-5
R3 706-5 694-1 667-1
R2 686-3 686-3 665-2
R1 673-7 673-7 663-3 670-0
PP 666-1 666-1 666-1 664-1
S1 653-5 653-5 659-5 649-6
S2 645-7 645-7 657-6
S3 625-5 633-3 655-7
S4 605-3 613-1 650-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 678-4 658-2 20-2 3.1% 9-4 1.4% 16% False False 25,974
10 694-0 658-2 35-6 5.4% 10-5 1.6% 9% False False 25,414
20 705-6 658-2 47-4 7.2% 12-6 1.9% 7% False False 28,832
40 738-2 658-2 80-0 12.1% 13-0 2.0% 4% False False 25,913
60 758-2 658-2 100-0 15.1% 13-5 2.1% 3% False False 23,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 708-0
2.618 693-0
1.618 683-6
1.000 678-0
0.618 674-4
HIGH 668-6
0.618 665-2
0.500 664-1
0.382 663-0
LOW 659-4
0.618 653-6
1.000 650-2
1.618 644-4
2.618 635-2
4.250 620-2
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 664-1 665-2
PP 663-2 664-0
S1 662-3 662-6

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

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