CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 10-May-2013

Day Change Summary
	Previous	Current
	09-May-2013	10-May-2013	Change	Change %	Previous Week
Open	730-6	746-0	15-2	2.1%	738-0
High	751-4	748-0	-3-4	-0.5%	751-4
Low	728-6	726-4	-2-2	-0.3%	724-2
Close	748-2	730-0	-18-2	-2.4%	730-0
Range	22-6	21-4	-1-2	-5.5%	27-2
ATR	17-1	17-3	0-3	2.0%	0-0
Volume	21,355	22,622	1,267	5.9%	99,320

Daily Pivots for day following 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	799-3	786-1	741-7
R3	777-7	764-5	735-7
R2	756-3	756-3	734-0
R1	743-1	743-1	732-0	739-0
PP	734-7	734-7	734-7	732-6
S1	721-5	721-5	728-0	717-4
S2	713-3	713-3	726-0
S3	691-7	700-1	724-1
S4	670-3	678-5	718-1

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	817-0	800-6	745-0
R3	789-6	773-4	737-4
R2	762-4	762-4	735-0
R1	746-2	746-2	732-4	740-6
PP	735-2	735-2	735-2	732-4
S1	719-0	719-0	727-4	713-4
S2	708-0	708-0	725-0
S3	680-6	691-6	722-4
S4	653-4	664-4	715-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	751-4	724-2	27-2	3.7%	16-6	2.3%	21%	False	False	19,864
10	758-6	716-2	42-4	5.8%	18-6	2.6%	32%	False	False	19,357
20	758-6	709-2	49-4	6.8%	16-7	2.3%	42%	False	False	15,082

Crabel Price Patterns
NR	True
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	3-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	839-3
2.618	804-2
1.618	782-6
1.000	769-4
0.618	761-2
HIGH	748-0
0.618	739-6
0.500	737-2
0.382	734-6
LOW	726-4
0.618	713-2
1.000	705-0
1.618	691-6
2.618	670-2
4.250	635-1

Fisher Pivots for day following 10-May-2013
Pivot	1 day	3 day
R1	737-2	738-5
PP	734-7	735-6
S1	732-3	732-7

Download as Excel Spreadsheet

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

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