CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 671-0 671-2 0-2 0.0% 712-4
High 682-0 684-2 2-2 0.3% 713-4
Low 666-2 671-0 4-6 0.7% 670-0
Close 671-2 677-4 6-2 0.9% 671-4
Range 15-6 13-2 -2-4 -15.9% 43-4
ATR 14-3 14-2 -0-1 -0.6% 0-0
Volume 23,968 40,248 16,280 67.9% 130,079
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 717-3 710-5 684-6
R3 704-1 697-3 681-1
R2 690-7 690-7 679-7
R1 684-1 684-1 678-6 687-4
PP 677-5 677-5 677-5 679-2
S1 670-7 670-7 676-2 674-2
S2 664-3 664-3 675-1
S3 651-1 657-5 673-7
S4 637-7 644-3 670-2
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
5 698-0 666-2 31-6 4.7% 14-4 2.1% 35% False False 29,257
10 726-4 666-2 60-2 8.9% 13-2 2.0% 19% False False 29,271
20 730-6 666-2 64-4 9.5% 13-3 2.0% 17% False False 25,079
40 751-4 666-2 85-2 12.6% 14-1 2.1% 13% False False 21,771
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 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 740-4
2.618 719-0
1.618 705-6
1.000 697-4
0.618 692-4
HIGH 684-2
0.618 679-2
0.500 677-5
0.382 676-0
LOW 671-0
0.618 662-6
1.000 657-6
1.618 649-4
2.618 636-2
4.250 614-6
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 677-5 676-6
PP 677-5 676-0
S1 677-4 675-2

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

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