CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	701-0	704-4	3-4	0.5%	715-6
High	710-2	730-6	20-4	2.9%	721-4
Low	701-0	702-6	1-6	0.2%	696-6
Close	708-0	727-0	19-0	2.7%	701-4
Range	9-2	28-0	18-6	202.7%	24-6
ATR	13-6	14-6	1-0	7.4%	0-0
Volume	17,710	18,794	1,084	6.1%	106,245

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	804-1	793-5	742-3
R3	776-1	765-5	734-6
R2	748-1	748-1	732-1
R1	737-5	737-5	729-5	742-7
PP	720-1	720-1	720-1	722-6
S1	709-5	709-5	724-3	714-7
S2	692-1	692-1	721-7
S3	664-1	681-5	719-2
S4	636-1	653-5	711-5

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	730-6	695-0	35-6	4.9%	14-3	2.0%	90%	True	False	22,805
10	730-6	695-0	35-6	4.9%	13-4	1.9%	90%	True	False	20,888
20	738-2	695-0	43-2	5.9%	14-1	1.9%	74%	False	False	19,932
40	758-6	695-0	63-6	8.8%	15-0	2.1%	50%	False	False	18,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	849-6
2.618	804-0
1.618	776-0
1.000	758-6
0.618	748-0
HIGH	730-6
0.618	720-0
0.500	716-6
0.382	713-4
LOW	702-6
0.618	685-4
1.000	674-6
1.618	657-4
2.618	629-4
4.250	583-6

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	723-5	722-2
PP	720-1	717-5
S1	716-6	712-7

Download as Excel Spreadsheet

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

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