CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	719-2	715-6	-3-4	-0.5%	733-6
High	726-0	716-6	-9-2	-1.3%	738-2
Low	717-2	703-2	-14-0	-2.0%	715-4
Close	719-2	713-6	-5-4	-0.8%	719-2
Range	8-6	13-4	4-6	54.3%	22-6
ATR	14-5	14-6	0-1	0.7%	0-0
Volume	21,040	17,328	-3,712	-17.6%	104,942

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	751-6	746-2	721-1
R3	738-2	732-6	717-4
R2	724-6	724-6	716-2
R1	719-2	719-2	715-0	715-2
PP	711-2	711-2	711-2	709-2
S1	705-6	705-6	712-4	701-6
S2	697-6	697-6	711-2
S3	684-2	692-2	710-0
S4	670-6	678-6	706-3

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	735-6	703-2	32-4	4.6%	11-6	1.7%	32%	False	True	20,097
10	738-2	703-2	35-0	4.9%	14-0	2.0%	30%	False	True	19,272
20	742-6	697-0	45-6	6.4%	13-7	1.9%	37%	False	False	18,279
40	758-6	697-0	61-6	8.7%	15-3	2.2%	27%	False	False	16,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	774-1
2.618	752-1
1.618	738-5
1.000	730-2
0.618	725-1
HIGH	716-6
0.618	711-5
0.500	710-0
0.382	708-3
LOW	703-2
0.618	694-7
1.000	689-6
1.618	681-3
2.618	667-7
4.250	645-7

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	712-4	715-3
PP	711-2	714-7
S1	710-0	714-2

Download as Excel Spreadsheet

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

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