CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 25-Jun-2013

Day Change Summary
	Previous	Current
	24-Jun-2013	25-Jun-2013	Change	Change %	Previous Week
Open	712-4	702-2	-10-2	-1.4%	699-0
High	713-4	708-6	-4-6	-0.7%	730-6
Low	699-4	699-0	-0-4	-0.1%	695-0
Close	702-0	699-4	-2-4	-0.4%	717-0
Range	14-0	9-6	-4-2	-30.4%	35-6
ATR	14-4	14-2	-0-3	-2.4%	0-0
Volume	21,602	40,383	18,781	86.9%	126,758

Daily Pivots for day following 25-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	731-5	725-3	704-7
R3	721-7	715-5	702-1
R2	712-1	712-1	701-2
R1	705-7	705-7	700-3	704-1
PP	702-3	702-3	702-3	701-4
S1	696-1	696-1	698-5	694-3
S2	692-5	692-5	697-6
S3	682-7	686-3	696-7
S4	673-1	676-5	694-1

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	699-0	31-6	4.5%	14-6	2.1%	2%	False	True	28,933
10	730-6	695-0	35-6	5.1%	13-4	1.9%	13%	False	False	25,756
20	738-2	695-0	43-2	6.2%	13-4	1.9%	10%	False	False	22,745
40	758-6	695-0	63-6	9.1%	14-5	2.1%	7%	False	False	20,512

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	2-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	750-2
2.618	734-2
1.618	724-4
1.000	718-4
0.618	714-6
HIGH	708-6
0.618	705-0
0.500	703-7
0.382	702-6
LOW	699-0
0.618	693-0
1.000	689-2
1.618	683-2
2.618	673-4
4.250	657-4

Fisher Pivots for day following 25-Jun-2013
Pivot	1 day	3 day
R1	703-7	711-0
PP	702-3	707-1
S1	701-0	703-3

Download as Excel Spreadsheet

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

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