CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	732-2	722-6	-9-4	-1.3%	720-2
High	734-0	727-4	-6-4	-0.9%	731-6
Low	721-6	715-4	-6-2	-0.9%	711-0
Close	722-6	720-4	-2-2	-0.3%	730-0
Range	12-2	12-0	-0-2	-2.0%	20-6
ATR	15-3	15-1	-0-2	-1.6%	0-0
Volume	21,899	18,733	-3,166	-14.5%	70,454

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	757-1	750-7	727-1
R3	745-1	738-7	723-6
R2	733-1	733-1	722-6
R1	726-7	726-7	721-5	724-0
PP	721-1	721-1	721-1	719-6
S1	714-7	714-7	719-3	712-0
S2	709-1	709-1	718-2
S3	697-1	702-7	717-2
S4	685-1	690-7	713-7

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	738-2	715-4	22-6	3.2%	14-3	2.0%	22%	False	True	19,534
10	738-2	708-6	29-4	4.1%	14-7	2.1%	40%	False	False	19,381
20	751-4	697-0	54-4	7.6%	14-7	2.1%	43%	False	False	18,560
40	758-6	697-0	61-6	8.6%	15-4	2.1%	38%	False	False	16,518

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3-7
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	778-4
2.618	758-7
1.618	746-7
1.000	739-4
0.618	734-7
HIGH	727-4
0.618	722-7
0.500	721-4
0.382	720-1
LOW	715-4
0.618	708-1
1.000	703-4
1.618	696-1
2.618	684-1
4.250	664-4

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	721-4	725-5
PP	721-1	723-7
S1	720-7	722-2

Download as Excel Spreadsheet

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

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