CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	722-6	719-2	-3-4	-0.5%	733-6
High	727-4	726-0	-1-4	-0.2%	738-2
Low	715-4	717-2	1-6	0.2%	715-4
Close	720-4	719-2	-1-2	-0.2%	719-2
Range	12-0	8-6	-3-2	-27.1%	22-6
ATR	15-1	14-5	-0-4	-3.0%	0-0
Volume	18,733	21,040	2,307	12.3%	104,942

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	747-1	741-7	724-0
R3	738-3	733-1	721-5
R2	729-5	729-5	720-7
R1	724-3	724-3	720-0	723-5
PP	720-7	720-7	720-7	720-4
S1	715-5	715-5	718-4	714-7
S2	712-1	712-1	717-5
S3	703-3	706-7	716-7
S4	694-5	698-1	714-4

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	792-5	778-5	731-6
R3	769-7	755-7	725-4
R2	747-1	747-1	723-3
R1	733-1	733-1	721-3	728-6
PP	724-3	724-3	724-3	722-1
S1	710-3	710-3	717-1	706-0
S2	701-5	701-5	715-1
S3	678-7	687-5	713-0
S4	656-1	664-7	706-6

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%	13-2	1.8%	16%	False	False	20,988
10	738-2	711-0	27-2	3.8%	13-6	1.9%	30%	False	False	19,942
20	748-0	697-0	51-0	7.1%	14-2	2.0%	44%	False	False	18,544
40	758-6	697-0	61-6	8.6%	15-3	2.1%	36%	False	False	16,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4-0
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	763-2
2.618	748-7
1.618	740-1
1.000	734-6
0.618	731-3
HIGH	726-0
0.618	722-5
0.500	721-5
0.382	720-5
LOW	717-2
0.618	711-7
1.000	708-4
1.618	703-1
2.618	694-3
4.250	680-0

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	721-5	724-6
PP	720-7	722-7
S1	720-0	721-1

Download as Excel Spreadsheet

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

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