CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	703-6	709-0	5-2	0.7%	728-0
High	715-0	728-4	13-4	1.9%	742-6
Low	703-0	708-6	5-6	0.8%	705-0
Close	710-4	723-0	12-4	1.8%	707-4
Range	12-0	19-6	7-6	64.6%	37-6
ATR	15-4	15-6	0-2	2.0%	0-0
Volume	14,688	15,431	743	5.1%	90,646

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	779-3	770-7	733-7
R3	759-5	751-1	728-3
R2	739-7	739-7	726-5
R1	731-3	731-3	724-6	735-5
PP	720-1	720-1	720-1	722-2
S1	711-5	711-5	721-2	715-7
S2	700-3	700-3	719-3
S3	680-5	691-7	717-5
S4	660-7	672-1	712-1

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	728-4	697-0	31-4	4.4%	13-1	1.8%	83%	True	False	16,093
10	748-0	697-0	51-0	7.1%	14-5	2.0%	51%	False	False	17,146
20	758-6	697-0	61-6	8.5%	16-2	2.2%	42%	False	False	17,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-7
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	812-4
2.618	780-2
1.618	760-4
1.000	748-2
0.618	740-6
HIGH	728-4
0.618	721-0
0.500	718-5
0.382	716-2
LOW	708-6
0.618	696-4
1.000	689-0
1.618	676-6
2.618	657-0
4.250	624-6

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	721-4	719-5
PP	720-1	716-1
S1	718-5	712-6

Download as Excel Spreadsheet

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

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