CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 02-May-2013

Day Change Summary
	Previous	Current
	01-May-2013	02-May-2013	Change	Change %	Previous Week
Open	754-6	744-0	-10-6	-1.4%	730-0
High	754-6	753-6	-1-0	-0.1%	730-6
Low	737-0	741-4	4-4	0.6%	709-2
Close	745-0	752-2	7-2	1.0%	715-6
Range	17-6	12-2	-5-4	-31.0%	21-4
ATR	17-2	17-0	-0-3	-2.1%	0-0
Volume	29,791	12,553	-17,238	-57.9%	58,548

Daily Pivots for day following 02-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	785-7	781-3	759-0
R3	773-5	769-1	755-5
R2	761-3	761-3	754-4
R1	756-7	756-7	753-3	759-1
PP	749-1	749-1	749-1	750-2
S1	744-5	744-5	751-1	746-7
S2	736-7	736-7	750-0
S3	724-5	732-3	748-7
S4	712-3	720-1	745-4

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	758-6	713-0	45-6	6.1%	19-5	2.6%	86%	False	False	18,791
10	758-6	709-2	49-4	6.6%	17-0	2.3%	87%	False	False	14,590

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

Fibonacci Retracements and Extensions
4.250	805-6
2.618	785-7
1.618	773-5
1.000	766-0
0.618	761-3
HIGH	753-6
0.618	749-1
0.500	747-5
0.382	746-1
LOW	741-4
0.618	733-7
1.000	729-2
1.618	721-5
2.618	709-3
4.250	689-4

Fisher Pivots for day following 02-May-2013
Pivot	1 day	3 day
R1	750-6	749-4
PP	749-1	746-7
S1	747-5	744-1

Download as Excel Spreadsheet

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

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