CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	705-0	706-4	1-4	0.2%	715-6
High	708-0	706-6	-1-2	-0.2%	721-4
Low	696-6	697-0	0-2	0.0%	696-6
Close	706-6	701-4	-5-2	-0.7%	701-4
Range	11-2	9-6	-1-4	-13.3%	24-6
ATR	14-4	14-1	-0-3	-2.3%	0-0
Volume	27,806	23,352	-4,454	-16.0%	106,245

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	731-0	726-0	706-7
R3	721-2	716-2	704-1
R2	711-4	711-4	703-2
R1	706-4	706-4	702-3	704-1
PP	701-6	701-6	701-6	700-4
S1	696-6	696-6	700-5	694-3
S2	692-0	692-0	699-6
S3	682-2	687-0	698-7
S4	672-4	677-2	696-1

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	780-7	765-7	715-1
R3	756-1	741-1	708-2
R2	731-3	731-3	706-0
R1	716-3	716-3	703-6	711-4
PP	706-5	706-5	706-5	704-1
S1	691-5	691-5	699-2	686-6
S2	681-7	681-7	697-0
S3	657-1	666-7	694-6
S4	632-3	642-1	687-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	721-4	696-6	24-6	3.5%	12-4	1.8%	19%	False	False	21,249
10	738-2	696-6	41-4	5.9%	12-7	1.8%	11%	False	False	21,118
20	738-2	696-6	41-4	5.9%	13-2	1.9%	11%	False	False	19,306
40	758-6	696-6	62-0	8.8%	15-0	2.1%	8%	False	False	17,844

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

Fibonacci Retracements and Extensions
4.250	748-2
2.618	732-2
1.618	722-4
1.000	716-4
0.618	712-6
HIGH	706-6
0.618	703-0
0.500	701-7
0.382	700-6
LOW	697-0
0.618	691-0
1.000	687-2
1.618	681-2
2.618	671-4
4.250	655-4

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	701-7	707-5
PP	701-6	705-5
S1	701-5	703-4

Download as Excel Spreadsheet

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

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