CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	715-6	713-4	-2-2	-0.3%	733-6
High	716-6	721-4	4-6	0.7%	738-2
Low	703-2	710-4	7-2	1.0%	715-4
Close	713-6	719-4	5-6	0.8%	719-2
Range	13-4	11-0	-2-4	-18.5%	22-6
ATR	14-6	14-4	-0-2	-1.8%	0-0
Volume	17,328	20,097	2,769	16.0%	104,942

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	750-1	745-7	725-4
R3	739-1	734-7	722-4
R2	728-1	728-1	721-4
R1	723-7	723-7	720-4	726-0
PP	717-1	717-1	717-1	718-2
S1	712-7	712-7	718-4	715-0
S2	706-1	706-1	717-4
S3	695-1	701-7	716-4
S4	684-1	690-7	713-4

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	734-0	703-2	30-6	4.3%	11-4	1.6%	53%	False	False	19,819
10	738-2	703-2	35-0	4.9%	13-4	1.9%	46%	False	False	19,735
20	741-2	697-0	44-2	6.2%	13-5	1.9%	51%	False	False	18,375
40	758-6	697-0	61-6	8.6%	15-0	2.1%	36%	False	False	16,937

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

Fibonacci Retracements and Extensions
4.250	768-2
2.618	750-2
1.618	739-2
1.000	732-4
0.618	728-2
HIGH	721-4
0.618	717-2
0.500	716-0
0.382	714-6
LOW	710-4
0.618	703-6
1.000	699-4
1.618	692-6
2.618	681-6
4.250	663-6

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	718-3	717-7
PP	717-1	716-2
S1	716-0	714-5

Download as Excel Spreadsheet

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

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