CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	722-4	733-6	11-2	1.6%	720-2
High	731-6	738-2	6-4	0.9%	731-6
Low	717-0	717-6	0-6	0.1%	711-0
Close	730-0	732-6	2-6	0.4%	730-0
Range	14-6	20-4	5-6	39.0%	20-6
ATR	15-4	15-7	0-3	2.3%	0-0
Volume	13,772	21,781	8,009	58.2%	70,454

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	791-1	782-3	744-0
R3	770-5	761-7	738-3
R2	750-1	750-1	736-4
R1	741-3	741-3	734-5	735-4
PP	729-5	729-5	729-5	726-5
S1	720-7	720-7	730-7	715-0
S2	709-1	709-1	729-0
S3	688-5	700-3	727-1
S4	668-1	679-7	721-4

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	738-2	711-0	27-2	3.7%	16-2	2.2%	80%	True	False	18,447
10	738-2	697-0	41-2	5.6%	14-7	2.0%	87%	True	False	17,445
20	751-4	697-0	54-4	7.4%	15-1	2.1%	66%	False	False	18,221

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	3-4
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	825-3
2.618	791-7
1.618	771-3
1.000	758-6
0.618	750-7
HIGH	738-2
0.618	730-3
0.500	728-0
0.382	725-5
LOW	717-6
0.618	705-1
1.000	697-2
1.618	684-5
2.618	664-1
4.250	630-5

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	731-1	730-1
PP	729-5	727-5
S1	728-0	725-0

Download as Excel Spreadsheet

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

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