CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 696-6 690-6 -6-0 -0.9% 669-6
High 701-2 691-0 -10-2 -1.5% 705-6
Low 692-4 680-2 -12-2 -1.8% 669-0
Close 693-6 682-2 -11-4 -1.7% 693-6
Range 8-6 10-6 2-0 22.9% 36-6
ATR 14-2 14-2 0-0 -0.4% 0-0
Volume 41,999 22,071 -19,928 -47.4% 167,158
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 716-6 710-2 688-1
R3 706-0 699-4 685-2
R2 695-2 695-2 684-2
R1 688-6 688-6 683-2 686-5
PP 684-4 684-4 684-4 683-4
S1 678-0 678-0 681-2 675-7
S2 673-6 673-6 680-2
S3 663-0 667-2 679-2
S4 652-2 656-4 676-3
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
5 705-6 674-2 31-4 4.6% 14-1 2.1% 25% False False 33,754
10 705-6 666-2 39-4 5.8% 13-6 2.0% 41% False False 32,268
20 730-6 666-2 64-4 9.5% 14-0 2.1% 25% False False 28,975
40 738-2 666-2 72-0 10.6% 13-6 2.0% 22% False False 24,141
60 758-6 666-2 92-4 13.6% 14-5 2.1% 17% False False 21,555
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 2-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 736-6
2.618 719-1
1.618 708-3
1.000 701-6
0.618 697-5
HIGH 691-0
0.618 686-7
0.500 685-5
0.382 684-3
LOW 680-2
0.618 673-5
1.000 669-4
1.618 662-7
2.618 652-1
4.250 634-4
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 685-5 693-0
PP 684-4 689-3
S1 683-3 685-7

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

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