CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 689-4 692-6 3-2 0.5% 668-4
High 696-0 705-6 9-6 1.4% 684-4
Low 682-4 689-0 6-4 1.0% 666-2
Close 692-6 696-4 3-6 0.5% 670-4
Range 13-4 16-6 3-2 24.1% 18-2
ATR 14-5 14-6 0-1 1.1% 0-0
Volume 37,727 36,248 -1,479 -3.9% 133,451
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 747-3 738-5 705-6
R3 730-5 721-7 701-1
R2 713-7 713-7 699-5
R1 705-1 705-1 698-0 709-4
PP 697-1 697-1 697-1 699-2
S1 688-3 688-3 695-0 692-6
S2 680-3 680-3 693-3
S3 663-5 671-5 691-7
S4 646-7 654-7 687-2
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
5 705-6 669-0 36-6 5.3% 15-5 2.2% 75% True False 31,973
10 705-6 666-2 39-4 5.7% 15-1 2.2% 77% True False 30,615
20 730-6 666-2 64-4 9.3% 14-1 2.0% 47% False False 28,330
40 738-2 666-2 72-0 10.3% 14-1 2.0% 42% False False 23,319
60 758-6 666-2 92-4 13.3% 14-7 2.1% 33% False False 20,819
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 2-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 777-0
2.618 749-5
1.618 732-7
1.000 722-4
0.618 716-1
HIGH 705-6
0.618 699-3
0.500 697-3
0.382 695-3
LOW 689-0
0.618 678-5
1.000 672-2
1.618 661-7
2.618 645-1
4.250 617-6
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 697-3 694-3
PP 697-1 692-1
S1 696-6 690-0

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

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