CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 07-May-2013

Day Change Summary
	Previous	Current
	06-May-2013	07-May-2013	Change	Change %	Previous Week
Open	738-0	728-6	-9-2	-1.3%	717-2
High	739-0	737-4	-1-4	-0.2%	758-6
Low	725-6	724-2	-1-4	-0.2%	716-2
Close	728-6	735-6	7-0	1.0%	745-2
Range	13-2	13-2	0-0	0.0%	42-4
ATR	17-1	16-7	-0-2	-1.6%	0-0
Volume	14,101	24,449	10,348	73.4%	94,250

Daily Pivots for day following 07-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	772-2	767-2	743-0
R3	759-0	754-0	739-3
R2	745-6	745-6	738-1
R1	740-6	740-6	737-0	743-2
PP	732-4	732-4	732-4	733-6
S1	727-4	727-4	734-4	730-0
S2	719-2	719-2	733-3
S3	706-0	714-2	732-1
S4	692-6	701-0	728-4

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	758-2	724-2	34-0	4.6%	14-7	2.0%	34%	False	True	18,991
10	758-6	709-2	49-4	6.7%	16-6	2.3%	54%	False	False	16,923

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-7

Fibonacci Retracements and Extensions
4.250	793-6
2.618	772-2
1.618	759-0
1.000	750-6
0.618	745-6
HIGH	737-4
0.618	732-4
0.500	730-7
0.382	729-2
LOW	724-2
0.618	716-0
1.000	711-0
1.618	702-6
2.618	689-4
4.250	668-0

Fisher Pivots for day following 07-May-2013
Pivot	1 day	3 day
R1	734-1	741-2
PP	732-4	739-3
S1	730-7	737-5

Download as Excel Spreadsheet

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

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