CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	707-0	703-6	-3-2	-0.5%	728-0
High	707-4	715-0	7-4	1.1%	742-6
Low	697-0	703-0	6-0	0.9%	705-0
Close	703-4	710-4	7-0	1.0%	707-4
Range	10-4	12-0	1-4	14.3%	37-6
ATR	15-6	15-4	-0-2	-1.7%	0-0
Volume	14,458	14,688	230	1.6%	90,646

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	745-4	740-0	717-1
R3	733-4	728-0	713-6
R2	721-4	721-4	712-6
R1	716-0	716-0	711-5	718-6
PP	709-4	709-4	709-4	710-7
S1	704-0	704-0	709-3	706-6
S2	697-4	697-4	708-2
S3	685-4	692-0	707-2
S4	673-4	680-0	703-7

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	723-4	697-0	26-4	3.7%	12-4	1.8%	51%	False	False	16,650
10	751-4	697-0	54-4	7.7%	15-0	2.1%	25%	False	False	17,739
20	758-6	697-0	61-6	8.7%	16-0	2.3%	22%	False	False	17,530

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	766-0
2.618	746-3
1.618	734-3
1.000	727-0
0.618	722-3
HIGH	715-0
0.618	710-3
0.500	709-0
0.382	707-5
LOW	703-0
0.618	695-5
1.000	691-0
1.618	683-5
2.618	671-5
4.250	652-0

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	710-0	709-0
PP	709-4	707-4
S1	709-0	706-0

Download as Excel Spreadsheet

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

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