CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 669-6 675-0 5-2 0.8% 668-4
High 681-6 695-0 13-2 1.9% 684-4
Low 669-0 674-2 5-2 0.8% 666-2
Close 674-6 690-4 15-6 2.3% 670-4
Range 12-6 20-6 8-0 62.7% 18-2
ATR 14-1 14-5 0-4 3.3% 0-0
Volume 20,459 30,725 10,266 50.2% 133,451
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 748-7 740-3 701-7
R3 728-1 719-5 696-2
R2 707-3 707-3 694-2
R1 698-7 698-7 692-3 703-1
PP 686-5 686-5 686-5 688-6
S1 678-1 678-1 688-5 682-3
S2 665-7 665-7 686-6
S3 645-1 657-3 684-6
S4 624-3 636-5 679-1
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 728-4 717-6 680-4
R3 710-2 699-4 675-4
R2 692-0 692-0 673-7
R1 681-2 681-2 672-1 686-5
PP 673-6 673-6 673-6 676-4
S1 663-0 663-0 668-7 668-3
S2 655-4 655-4 667-1
S3 637-2 644-6 665-4
S4 619-0 626-4 660-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695-0 666-2 28-6 4.2% 15-3 2.2% 84% True False 30,021
10 708-6 666-2 42-4 6.2% 14-3 2.1% 57% False False 29,311
20 730-6 666-2 64-4 9.3% 14-0 2.0% 38% False False 26,519
40 742-6 666-2 76-4 11.1% 13-7 2.0% 32% False False 22,399
60 758-6 666-2 92-4 13.4% 14-7 2.2% 26% False False 19,960
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 783-2
2.618 749-3
1.618 728-5
1.000 715-6
0.618 707-7
HIGH 695-0
0.618 687-1
0.500 684-5
0.382 682-1
LOW 674-2
0.618 661-3
1.000 653-4
1.618 640-5
2.618 619-7
4.250 586-0
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 688-4 687-5
PP 686-5 684-7
S1 684-5 682-0

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

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