CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 690-6 684-2 -6-4 -0.9% 669-6
High 691-0 694-0 3-0 0.4% 705-6
Low 680-2 678-4 -1-6 -0.3% 669-0
Close 682-2 682-4 0-2 0.0% 693-6
Range 10-6 15-4 4-6 44.2% 36-6
ATR 14-2 14-3 0-1 0.6% 0-0
Volume 22,071 25,003 2,932 13.3% 167,158
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 731-4 722-4 691-0
R3 716-0 707-0 686-6
R2 700-4 700-4 685-3
R1 691-4 691-4 683-7 688-2
PP 685-0 685-0 685-0 683-3
S1 676-0 676-0 681-1 672-6
S2 669-4 669-4 679-5
S3 654-0 660-4 678-2
S4 638-4 645-0 674-0
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
5 705-6 678-4 27-2 4.0% 13-0 1.9% 15% False True 32,609
10 705-6 666-2 39-4 5.8% 14-2 2.1% 41% False False 31,315
20 730-6 666-2 64-4 9.5% 14-1 2.1% 25% False False 28,907
40 738-2 666-2 72-0 10.5% 13-7 2.0% 23% False False 24,209
60 758-6 666-2 92-4 13.6% 14-6 2.2% 18% False False 21,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 759-7
2.618 734-5
1.618 719-1
1.000 709-4
0.618 703-5
HIGH 694-0
0.618 688-1
0.500 686-2
0.382 684-3
LOW 678-4
0.618 668-7
1.000 663-0
1.618 653-3
2.618 637-7
4.250 612-5
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 686-2 689-7
PP 685-0 687-3
S1 683-6 685-0

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

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