CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 03-May-2013

Day Change Summary
	Previous	Current
	02-May-2013	03-May-2013	Change	Change %	Previous Week
Open	744-0	752-0	8-0	1.1%	717-2
High	753-6	758-2	4-4	0.6%	758-6
Low	741-4	740-4	-1-0	-0.1%	716-2
Close	752-2	745-2	-7-0	-0.9%	745-2
Range	12-2	17-6	5-4	44.9%	42-4
ATR	17-0	17-0	0-0	0.3%	0-0
Volume	12,553	14,061	1,508	12.0%	94,250

Daily Pivots for day following 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	801-2	791-0	755-0
R3	783-4	773-2	750-1
R2	765-6	765-6	748-4
R1	755-4	755-4	746-7	751-6
PP	748-0	748-0	748-0	746-1
S1	737-6	737-6	743-5	734-0
S2	730-2	730-2	742-0
S3	712-4	720-0	740-3
S4	694-6	702-2	735-4

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	867-5	848-7	768-5
R3	825-1	806-3	757-0
R2	782-5	782-5	753-0
R1	763-7	763-7	749-1	773-2
PP	740-1	740-1	740-1	744-6
S1	721-3	721-3	741-3	730-6
S2	697-5	697-5	737-4
S3	655-1	678-7	733-4
S4	612-5	636-3	721-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	758-6	716-2	42-4	5.7%	20-5	2.8%	68%	False	False	18,850
10	758-6	709-2	49-4	6.6%	17-4	2.4%	73%	False	False	15,279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	833-6
2.618	804-6
1.618	787-0
1.000	776-0
0.618	769-2
HIGH	758-2
0.618	751-4
0.500	749-3
0.382	747-2
LOW	740-4
0.618	729-4
1.000	722-6
1.618	711-6
2.618	694-0
4.250	665-0

Fisher Pivots for day following 03-May-2013
Pivot	1 day	3 day
R1	749-3	747-5
PP	748-0	746-7
S1	746-5	746-0

Download as Excel Spreadsheet

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

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