CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 723-4 720-2 -3-2 -0.4% 706-2
High 728-0 726-6 -1-2 -0.2% 728-4
Low 716-4 711-0 -5-4 -0.8% 697-0
Close 718-0 717-6 -0-2 0.0% 718-0
Range 11-4 15-6 4-2 37.0% 31-4
ATR 15-4 15-4 0-0 0.1% 0-0
Volume 24,025 15,465 -8,560 -35.6% 82,223
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 765-6 757-4 726-3
R3 750-0 741-6 722-1
R2 734-2 734-2 720-5
R1 726-0 726-0 719-2 722-2
PP 718-4 718-4 718-4 716-5
S1 710-2 710-2 716-2 706-4
S2 702-6 702-6 714-7
S3 687-0 694-4 713-3
S4 671-2 678-6 709-1
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% 13-7 1.9% 66% False False 16,813
10 741-2 697-0 44-2 6.2% 13-5 1.9% 47% False False 17,014
20 758-6 697-0 61-6 8.6% 15-5 2.2% 34% False False 18,279
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 2 trading days
Fibonacci Retracements and Extensions
4.250 793-6
2.618 768-0
1.618 752-2
1.000 742-4
0.618 736-4
HIGH 726-6
0.618 720-6
0.500 718-7
0.382 717-0
LOW 711-0
0.618 701-2
1.000 695-2
1.618 685-4
2.618 669-6
4.250 644-0
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 718-7 718-5
PP 718-4 718-3
S1 718-1 718-0

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

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