CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	732-6	732-2	-0-4	-0.1%	720-2
High	735-6	734-0	-1-6	-0.2%	731-6
Low	723-2	721-6	-1-4	-0.2%	711-0
Close	731-6	722-6	-9-0	-1.2%	730-0
Range	12-4	12-2	-0-2	-2.0%	20-6
ATR	15-5	15-3	-0-2	-1.5%	0-0
Volume	21,489	21,899	410	1.9%	70,454

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	762-7	755-1	729-4
R3	750-5	742-7	726-1
R2	738-3	738-3	725-0
R1	730-5	730-5	723-7	728-3
PP	726-1	726-1	726-1	725-0
S1	718-3	718-3	721-5	716-1
S2	713-7	713-7	720-4
S3	701-5	706-1	719-3
S4	689-3	693-7	716-0

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	711-6	26-4	3.7%	14-7	2.1%	42%	False	False	19,524
10	738-2	703-0	35-2	4.9%	14-7	2.1%	56%	False	False	18,976
20	751-4	697-0	54-4	7.5%	15-0	2.1%	47%	False	False	18,463

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-3
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	786-0
2.618	766-1
1.618	753-7
1.000	746-2
0.618	741-5
HIGH	734-0
0.618	729-3
0.500	727-7
0.382	726-3
LOW	721-6
0.618	714-1
1.000	709-4
1.618	701-7
2.618	689-5
4.250	669-6

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	727-7	728-0
PP	726-1	726-2
S1	724-4	724-4

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

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