CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 661-2 662-6 1-4 0.2% 677-6
High 666-4 674-4 8-0 1.2% 678-4
Low 659-2 661-6 2-4 0.4% 658-2
Close 663-2 667-6 4-4 0.7% 661-4
Range 7-2 12-6 5-4 75.9% 20-2
ATR 12-0 12-0 0-0 0.5% 0-0
Volume 25,427 22,791 -2,636 -10.4% 129,873
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 706-2 699-6 674-6
R3 693-4 687-0 671-2
R2 680-6 680-6 670-1
R1 674-2 674-2 668-7 677-4
PP 668-0 668-0 668-0 669-5
S1 661-4 661-4 666-5 664-6
S2 655-2 655-2 665-3
S3 642-4 648-6 664-2
S4 629-6 636-0 660-6
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
5 674-4 658-2 16-2 2.4% 9-3 1.4% 58% True False 24,291
10 686-4 658-2 28-2 4.2% 10-0 1.5% 34% False False 25,528
20 705-6 658-2 47-4 7.1% 12-1 1.8% 20% False False 28,422
40 735-6 658-2 77-4 11.6% 12-5 1.9% 12% False False 26,230
60 751-4 658-2 93-2 14.0% 13-3 2.0% 10% False False 23,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 728-6
2.618 707-7
1.618 695-1
1.000 687-2
0.618 682-3
HIGH 674-4
0.618 669-5
0.500 668-1
0.382 666-5
LOW 661-6
0.618 653-7
1.000 649-0
1.618 641-1
2.618 628-3
4.250 607-4
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 668-1 667-4
PP 668-0 667-1
S1 667-7 666-7

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

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