CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 30-May-2013

Day Change Summary
	Previous	Current
	29-May-2013	30-May-2013	Change	Change %	Previous Week
Open	717-4	723-6	6-2	0.9%	706-2
High	728-0	726-2	-1-6	-0.2%	728-4
Low	712-4	711-6	-0-6	-0.1%	697-0
Close	727-2	723-4	-3-6	-0.5%	718-0
Range	15-4	14-4	-1-0	-6.5%	31-4
ATR	15-4	15-4	0-0	0.0%	0-0
Volume	22,535	18,682	-3,853	-17.1%	82,223

Daily Pivots for day following 30-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	764-0	758-2	731-4
R3	749-4	743-6	727-4
R2	735-0	735-0	726-1
R1	729-2	729-2	724-7	724-7
PP	720-4	720-4	720-4	718-2
S1	714-6	714-6	722-1	710-3
S2	706-0	706-0	720-7
S3	691-4	700-2	719-4
S4	677-0	685-6	715-4

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	708-6	19-6	2.7%	15-3	2.1%	75%	False	False	19,227
10	728-4	697-0	31-4	4.4%	14-0	1.9%	84%	False	False	17,938
20	758-2	697-0	61-2	8.5%	14-6	2.0%	43%	False	False	17,774

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	3-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	787-7
2.618	764-2
1.618	749-6
1.000	740-6
0.618	735-2
HIGH	726-2
0.618	720-6
0.500	719-0
0.382	717-2
LOW	711-6
0.618	702-6
1.000	697-2
1.618	688-2
2.618	673-6
4.250	650-1

Fisher Pivots for day following 30-May-2013
Pivot	1 day	3 day
R1	722-0	722-1
PP	720-4	720-7
S1	719-0	719-4

Download as Excel Spreadsheet

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

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