CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	723-6	722-4	-1-2	-0.2%	720-2
High	726-2	731-6	5-4	0.8%	731-6
Low	711-6	717-0	5-2	0.7%	711-0
Close	723-4	730-0	6-4	0.9%	730-0
Range	14-4	14-6	0-2	1.7%	20-6
ATR	15-4	15-4	0-0	-0.3%	0-0
Volume	18,682	13,772	-4,910	-26.3%	70,454

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	770-4	765-0	738-1
R3	755-6	750-2	734-0
R2	741-0	741-0	732-6
R1	735-4	735-4	731-3	738-2
PP	726-2	726-2	726-2	727-5
S1	720-6	720-6	728-5	723-4
S2	711-4	711-4	727-2
S3	696-6	706-0	726-0
S4	682-0	691-2	721-7

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	786-4	779-0	741-3
R3	765-6	758-2	735-6
R2	745-0	745-0	733-6
R1	737-4	737-4	731-7	741-2
PP	724-2	724-2	724-2	726-1
S1	716-6	716-6	728-1	720-4
S2	703-4	703-4	726-2
S3	682-6	696-0	724-2
S4	662-0	675-2	718-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	731-6	711-0	20-6	2.8%	14-3	2.0%	92%	True	False	18,895
10	731-6	697-0	34-6	4.8%	13-6	1.9%	95%	True	False	17,494
20	758-2	697-0	61-2	8.4%	15-0	2.0%	54%	False	False	17,835

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	3-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	794-4
2.618	770-3
1.618	755-5
1.000	746-4
0.618	740-7
HIGH	731-6
0.618	726-1
0.500	724-3
0.382	722-5
LOW	717-0
0.618	707-7
1.000	702-2
1.618	693-1
2.618	678-3
4.250	654-2

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	728-1	727-2
PP	726-2	724-4
S1	724-3	721-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols