CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 26-Apr-2013

Day Change Summary
	Previous	Current
	25-Apr-2013	26-Apr-2013	Change	Change %	Previous Week
Open	714-2	726-0	11-6	1.6%	730-0
High	727-6	726-0	-1-6	-0.2%	730-6
Low	711-6	713-0	1-2	0.2%	709-2
Close	726-0	715-6	-10-2	-1.4%	715-6
Range	16-0	13-0	-3-0	-18.8%	21-4
ATR
Volume	9,863	13,768	3,905	39.6%	58,548

Daily Pivots for day following 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	757-2	749-4	722-7
R3	744-2	736-4	719-3
R2	731-2	731-2	718-1
R1	723-4	723-4	717-0	720-7
PP	718-2	718-2	718-2	717-0
S1	710-4	710-4	714-4	707-7
S2	705-2	705-2	713-3
S3	692-2	697-4	712-1
S4	679-2	684-4	708-5

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	783-1	770-7	727-5
R3	761-5	749-3	721-5
R2	740-1	740-1	719-6
R1	727-7	727-7	717-6	723-2
PP	718-5	718-5	718-5	716-2
S1	706-3	706-3	713-6	701-6
S2	697-1	697-1	711-6
S3	675-5	684-7	709-7
S4	654-1	663-3	703-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	730-6	709-2	21-4	3.0%	14-4	2.0%	30%	False	False	11,709
10	737-6	709-2	28-4	4.0%	15-0	2.1%	23%	False	False	10,807

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	781-2
2.618	760-0
1.618	747-0
1.000	739-0
0.618	734-0
HIGH	726-0
0.618	721-0
0.500	719-4
0.382	718-0
LOW	713-0
0.618	705-0
1.000	700-0
1.618	692-0
2.618	679-0
4.250	657-6

Fisher Pivots for day following 26-Apr-2013
Pivot	1 day	3 day
R1	719-4	718-4
PP	718-2	717-5
S1	717-0	716-5

Download as Excel Spreadsheet

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

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