CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 660-6 661-2 0-4 0.1% 677-6
High 668-6 666-4 -2-2 -0.3% 678-4
Low 659-4 659-2 -0-2 0.0% 658-2
Close 661-4 663-2 1-6 0.3% 661-4
Range 9-2 7-2 -2-0 -21.6% 20-2
ATR 12-3 12-0 -0-3 -2.9% 0-0
Volume 24,235 25,427 1,192 4.9% 129,873
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 684-6 681-2 667-2
R3 677-4 674-0 665-2
R2 670-2 670-2 664-5
R1 666-6 666-6 663-7 668-4
PP 663-0 663-0 663-0 663-7
S1 659-4 659-4 662-5 661-2
S2 655-6 655-6 661-7
S3 648-4 652-2 661-2
S4 641-2 645-0 659-2
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
5 672-2 658-2 14-0 2.1% 8-5 1.3% 36% False False 25,608
10 694-0 658-2 35-6 5.4% 10-2 1.5% 14% False False 25,749
20 705-6 658-2 47-4 7.2% 12-0 1.8% 11% False False 29,008
40 738-2 658-2 80-0 12.1% 12-6 1.9% 6% False False 26,205
60 758-2 658-2 100-0 15.1% 13-4 2.0% 5% False False 23,415
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 697-2
2.618 685-4
1.618 678-2
1.000 673-6
0.618 671-0
HIGH 666-4
0.618 663-6
0.500 662-7
0.382 662-0
LOW 659-2
0.618 654-6
1.000 652-0
1.618 647-4
2.618 640-2
4.250 628-4
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 663-1 663-4
PP 663-0 663-3
S1 662-7 663-3

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

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