CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 14-May-2013

Day Change Summary
	Previous	Current
	13-May-2013	14-May-2013	Change	Change %	Previous Week
Open	728-0	735-0	7-0	1.0%	738-0
High	742-6	741-2	-1-4	-0.2%	751-4
Low	727-0	732-2	5-2	0.7%	724-2
Close	735-0	735-4	0-4	0.1%	730-0
Range	15-6	9-0	-6-6	-42.9%	27-2
ATR	17-2	16-6	-0-5	-3.4%	0-0
Volume	18,186	19,003	817	4.5%	99,320

Daily Pivots for day following 14-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	763-3	758-3	740-4
R3	754-3	749-3	738-0
R2	745-3	745-3	737-1
R1	740-3	740-3	736-3	742-7
PP	736-3	736-3	736-3	737-4
S1	731-3	731-3	734-5	733-7
S2	727-3	727-3	733-7
S3	718-3	722-3	733-0
S4	709-3	713-3	730-4

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	725-6	25-6	3.5%	16-4	2.2%	38%	False	False	19,591
10	758-2	724-2	34-0	4.6%	15-5	2.1%	33%	False	False	19,291
20	758-6	709-2	49-4	6.7%	16-3	2.2%	53%	False	False	15,819

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2-5
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	779-4
2.618	764-6
1.618	755-6
1.000	750-2
0.618	746-6
HIGH	741-2
0.618	737-6
0.500	736-6
0.382	735-6
LOW	732-2
0.618	726-6
1.000	723-2
1.618	717-6
2.618	708-6
4.250	694-0

Fisher Pivots for day following 14-May-2013
Pivot	1 day	3 day
R1	736-6	737-2
PP	736-3	736-5
S1	735-7	736-1

Download as Excel Spreadsheet

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

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