CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 15-May-2013

Day Change Summary
	Previous	Current
	14-May-2013	15-May-2013	Change	Change %	Previous Week
Open	735-0	735-0	0-0	0.0%	738-0
High	741-2	735-4	-5-6	-0.8%	751-4
Low	732-2	717-4	-14-6	-2.0%	724-2
Close	735-4	718-4	-17-0	-2.3%	730-0
Range	9-0	18-0	9-0	100.0%	27-2
ATR	16-6	16-6	0-1	0.6%	0-0
Volume	19,003	12,973	-6,030	-31.7%	99,320

Daily Pivots for day following 15-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	777-7	766-1	728-3
R3	759-7	748-1	723-4
R2	741-7	741-7	721-6
R1	730-1	730-1	720-1	727-0
PP	723-7	723-7	723-7	722-2
S1	712-1	712-1	716-7	709-0
S2	705-7	705-7	715-2
S3	687-7	694-1	713-4
S4	669-7	676-1	708-5

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	717-4	34-0	4.7%	17-3	2.4%	3%	False	True	18,827
10	758-2	717-4	40-6	5.7%	15-5	2.2%	2%	False	True	17,609
20	758-6	709-2	49-4	6.9%	16-4	2.3%	19%	False	False	16,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	812-0
2.618	782-5
1.618	764-5
1.000	753-4
0.618	746-5
HIGH	735-4
0.618	728-5
0.500	726-4
0.382	724-3
LOW	717-4
0.618	706-3
1.000	699-4
1.618	688-3
2.618	670-3
4.250	641-0

Fisher Pivots for day following 15-May-2013
Pivot	1 day	3 day
R1	726-4	730-1
PP	723-7	726-2
S1	721-1	722-3

Download as Excel Spreadsheet

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

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