CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	709-0	723-4	14-4	2.0%	706-2
High	728-4	728-0	-0-4	-0.1%	728-4
Low	708-6	716-4	7-6	1.1%	697-0
Close	723-0	718-0	-5-0	-0.7%	718-0
Range	19-6	11-4	-8-2	-41.8%	31-4
ATR	15-6	15-4	-0-2	-1.9%	0-0
Volume	15,431	24,025	8,594	55.7%	82,223

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	755-3	748-1	724-3
R3	743-7	736-5	721-1
R2	732-3	732-3	720-1
R1	725-1	725-1	719-0	723-0
PP	720-7	720-7	720-7	719-6
S1	713-5	713-5	717-0	711-4
S2	709-3	709-3	715-7
S3	697-7	702-1	714-7
S4	686-3	690-5	711-5

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	809-0	795-0	735-3
R3	777-4	763-4	726-5
R2	746-0	746-0	723-6
R1	732-0	732-0	720-7	739-0
PP	714-4	714-4	714-4	718-0
S1	700-4	700-4	715-1	707-4
S2	683-0	683-0	712-2
S3	651-4	669-0	709-3
S4	620-0	637-4	700-5

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%	13-4	1.9%	67%	False	False	16,444
10	742-6	697-0	45-6	6.4%	13-5	1.9%	46%	False	False	17,286
20	758-6	697-0	61-6	8.6%	16-1	2.3%	34%	False	False	18,321

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

Fibonacci Retracements and Extensions
4.250	776-7
2.618	758-1
1.618	746-5
1.000	739-4
0.618	735-1
HIGH	728-0
0.618	723-5
0.500	722-2
0.382	720-7
LOW	716-4
0.618	709-3
1.000	705-0
1.618	697-7
2.618	686-3
4.250	667-5

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	722-2	717-2
PP	720-7	716-4
S1	719-3	715-6

Download as Excel Spreadsheet

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

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