CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 668-4 671-0 2-4 0.4% 712-4
High 677-2 682-0 4-6 0.7% 713-4
Low 666-2 666-2 0-0 0.0% 670-0
Close 669-2 671-2 2-0 0.3% 671-4
Range 11-0 15-6 4-6 43.2% 43-4
ATR 14-2 14-3 0-1 0.8% 0-0
Volume 34,528 23,968 -10,560 -30.6% 130,079
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 720-3 711-5 679-7
R3 704-5 695-7 675-5
R2 688-7 688-7 674-1
R1 680-1 680-1 672-6 684-4
PP 673-1 673-1 673-1 675-3
S1 664-3 664-3 669-6 668-6
S2 657-3 657-3 668-3
S3 641-5 648-5 666-7
S4 625-7 632-7 662-5
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 815-4 787-0 695-3
R3 772-0 743-4 683-4
R2 728-4 728-4 679-4
R1 700-0 700-0 675-4 692-4
PP 685-0 685-0 685-0 681-2
S1 656-4 656-4 667-4 649-0
S2 641-4 641-4 663-4
S3 598-0 613-0 659-4
S4 554-4 569-4 647-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 704-6 666-2 38-4 5.7% 14-5 2.2% 13% False True 25,318
10 730-6 666-2 64-4 9.6% 14-6 2.2% 8% False True 27,125
20 734-0 666-2 67-6 10.1% 13-2 2.0% 7% False True 24,162
40 751-4 666-2 85-2 12.7% 14-1 2.1% 6% False True 21,376
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 3-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 749-0
2.618 723-2
1.618 707-4
1.000 697-6
0.618 691-6
HIGH 682-0
0.618 676-0
0.500 674-1
0.382 672-2
LOW 666-2
0.618 656-4
1.000 650-4
1.618 640-6
2.618 625-0
4.250 599-2
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 674-1 679-4
PP 673-1 676-6
S1 672-2 674-0

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.