CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	719-4	712-4	-7-0	-1.0%	699-0
High	723-0	713-4	-9-4	-1.3%	730-6
Low	714-4	699-4	-15-0	-2.1%	695-0
Close	717-0	702-0	-15-0	-2.1%	717-0
Range	8-4	14-0	5-4	64.7%	35-6
ATR	14-2	14-4	0-2	1.6%	0-0
Volume	30,965	21,602	-9,363	-30.2%	126,758

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	747-0	738-4	709-6
R3	733-0	724-4	705-7
R2	719-0	719-0	704-5
R1	710-4	710-4	703-2	707-6
PP	705-0	705-0	705-0	703-5
S1	696-4	696-4	700-6	693-6
S2	691-0	691-0	699-3
S3	677-0	682-4	698-1
S4	663-0	668-4	694-2

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	821-4	805-0	736-5
R3	785-6	769-2	726-7
R2	750-0	750-0	723-4
R1	733-4	733-4	720-2	741-6
PP	714-2	714-2	714-2	718-3
S1	697-6	697-6	713-6	706-0
S2	678-4	678-4	710-4
S3	642-6	662-0	707-1
S4	607-0	626-2	697-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	730-6	699-4	31-2	4.5%	14-6	2.1%	8%	False	True	24,399
10	730-6	695-0	35-6	5.1%	13-5	1.9%	20%	False	False	23,727
20	738-2	695-0	43-2	6.2%	13-7	2.0%	16%	False	False	21,500
40	758-6	695-0	63-6	9.1%	15-0	2.1%	11%	False	False	19,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1-7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	773-0
2.618	750-1
1.618	736-1
1.000	727-4
0.618	722-1
HIGH	713-4
0.618	708-1
0.500	706-4
0.382	704-7
LOW	699-4
0.618	690-7
1.000	685-4
1.618	676-7
2.618	662-7
4.250	640-0

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	706-4	713-0
PP	705-0	709-3
S1	703-4	705-5

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