CME Wheat Future December 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	699-4	692-4	-7-0	-1.0%	699-0
High	704-6	698-0	-6-6	-1.0%	730-6
Low	691-0	688-0	-3-0	-0.4%	695-0
Close	692-2	689-0	-3-2	-0.5%	717-0
Range	13-6	10-0	-3-6	-27.3%	35-6
ATR	14-1	13-7	-0-2	-2.1%	0-0
Volume	20,550	25,649	5,099	24.8%	126,758

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	721-5	715-3	694-4
R3	711-5	705-3	691-6
R2	701-5	701-5	690-7
R1	695-3	695-3	689-7	693-4
PP	691-5	691-5	691-5	690-6
S1	685-3	685-3	688-1	683-4
S2	681-5	681-5	687-1
S3	671-5	675-3	686-2
S4	661-5	665-3	683-4

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	723-0	688-0	35-0	5.1%	11-2	1.6%	3%	False	True	27,829
10	730-6	688-0	42-6	6.2%	13-0	1.9%	2%	False	True	25,829
20	738-2	688-0	50-2	7.3%	13-2	1.9%	2%	False	True	22,995
40	758-2	688-0	70-2	10.2%	14-0	2.0%	1%	False	True	20,384

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	2-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	740-4
2.618	724-1
1.618	714-1
1.000	708-0
0.618	704-1
HIGH	698-0
0.618	694-1
0.500	693-0
0.382	691-7
LOW	688-0
0.618	681-7
1.000	678-0
1.618	671-7
2.618	661-7
4.250	645-4

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	693-0	698-3
PP	691-5	695-2
S1	690-3	692-1

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