CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	713-2	706-2	-7-0	-1.0%	728-0
High	714-4	711-4	-3-0	-0.4%	742-6
Low	705-0	697-6	-7-2	-1.0%	705-0
Close	707-4	708-4	1-0	0.1%	707-4
Range	9-4	13-6	4-2	44.7%	37-6
ATR	16-2	16-1	-0-1	-1.1%	0-0
Volume	22,270	13,621	-8,649	-38.8%	90,646

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	747-1	741-5	716-0
R3	733-3	727-7	712-2
R2	719-5	719-5	711-0
R1	714-1	714-1	709-6	716-7
PP	705-7	705-7	705-7	707-2
S1	700-3	700-3	707-2	703-1
S2	692-1	692-1	706-0
S3	678-3	686-5	704-6
S4	664-5	672-7	701-0

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	831-5	807-3	728-2
R3	793-7	769-5	717-7
R2	756-1	756-1	714-3
R1	731-7	731-7	711-0	725-1
PP	718-3	718-3	718-3	715-0
S1	694-1	694-1	704-0	687-3
S2	680-5	680-5	700-5
S3	642-7	656-3	697-1
S4	605-1	618-5	686-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	741-2	697-6	43-4	6.1%	13-3	1.9%	25%	False	True	17,216
10	751-4	697-6	53-6	7.6%	15-3	2.2%	20%	False	True	18,948
20	758-6	697-6	61-0	8.6%	16-1	2.3%	18%	False	True	17,338

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	2-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	770-0
2.618	747-4
1.618	733-6
1.000	725-2
0.618	720-0
HIGH	711-4
0.618	706-2
0.500	704-5
0.382	703-0
LOW	697-6
0.618	689-2
1.000	684-0
1.618	675-4
2.618	661-6
4.250	639-2

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	707-2	710-5
PP	705-7	709-7
S1	704-5	709-2

Download as Excel Spreadsheet

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

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