CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	704-4	725-4	21-0	3.0%	715-6
High	730-6	726-4	-4-2	-0.6%	721-4
Low	702-6	712-6	10-0	1.4%	696-6
Close	727-0	719-6	-7-2	-1.0%	701-4
Range	28-0	13-6	-14-2	-50.9%	24-6
ATR	14-6	14-6	0-0	-0.3%	0-0
Volume	18,794	32,925	14,131	75.2%	106,245

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	760-7	754-1	727-2
R3	747-1	740-3	723-4
R2	733-3	733-3	722-2
R1	726-5	726-5	721-0	723-1
PP	719-5	719-5	719-5	718-0
S1	712-7	712-7	718-4	709-3
S2	705-7	705-7	717-2
S3	692-1	699-1	716-0
S4	678-3	685-3	712-2

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	5.0%	14-7	2.1%	69%	False	False	23,829
10	730-6	695-0	35-6	5.0%	13-5	1.9%	69%	False	False	22,307
20	738-2	695-0	43-2	6.0%	14-2	2.0%	57%	False	False	20,844
40	758-6	695-0	63-6	8.9%	15-1	2.1%	39%	False	False	19,187

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	785-0
2.618	762-4
1.618	748-6
1.000	740-2
0.618	735-0
HIGH	726-4
0.618	721-2
0.500	719-5
0.382	718-0
LOW	712-6
0.618	704-2
1.000	699-0
1.618	690-4
2.618	676-6
4.250	654-2

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	719-6	718-4
PP	719-5	717-1
S1	719-5	715-7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols