CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 692-6 696-6 4-0 0.6% 669-6
High 705-6 701-2 -4-4 -0.6% 705-6
Low 689-0 692-4 3-4 0.5% 669-0
Close 696-4 693-6 -2-6 -0.4% 693-6
Range 16-6 8-6 -8-0 -47.8% 36-6
ATR 14-6 14-2 -0-3 -2.9% 0-0
Volume 36,248 41,999 5,751 15.9% 167,158
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 722-1 716-5 698-4
R3 713-3 707-7 696-1
R2 704-5 704-5 695-3
R1 699-1 699-1 694-4 697-4
PP 695-7 695-7 695-7 695-0
S1 690-3 690-3 693-0 688-6
S2 687-1 687-1 692-1
S3 678-3 681-5 691-3
S4 669-5 672-7 689-0
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 799-6 783-4 714-0
R3 763-0 746-6 703-7
R2 726-2 726-2 700-4
R1 710-0 710-0 697-1 718-1
PP 689-4 689-4 689-4 693-4
S1 673-2 673-2 690-3 681-3
S2 652-6 652-6 687-0
S3 616-0 636-4 683-5
S4 579-2 599-6 673-4
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% 14-4 2.1% 67% False False 33,431
10 705-6 666-2 39-4 5.7% 15-0 2.2% 70% False False 32,250
20 730-6 666-2 64-4 9.3% 14-0 2.0% 43% False False 29,039
40 738-2 666-2 72-0 10.4% 13-7 2.0% 38% False False 24,044
60 758-6 666-2 92-4 13.3% 14-6 2.1% 30% False False 21,366
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 738-4
2.618 724-1
1.618 715-3
1.000 710-0
0.618 706-5
HIGH 701-2
0.618 697-7
0.500 696-7
0.382 695-7
LOW 692-4
0.618 687-1
1.000 683-6
1.618 678-3
2.618 669-5
4.250 655-2
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 696-7 694-1
PP 695-7 694-0
S1 694-6 693-7

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

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