CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 682-6 678-0 -4-6 -0.7% 669-6
High 686-4 679-6 -6-6 -1.0% 705-6
Low 677-0 668-4 -8-4 -1.3% 669-0
Close 677-6 673-0 -4-6 -0.7% 693-6
Range 9-4 11-2 1-6 18.4% 36-6
ATR 14-0 13-6 -0-2 -1.4% 0-0
Volume 26,599 21,841 -4,758 -17.9% 167,158
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 707-4 701-4 679-2
R3 696-2 690-2 676-1
R2 685-0 685-0 675-0
R1 679-0 679-0 674-0 676-3
PP 673-6 673-6 673-6 672-4
S1 667-6 667-6 672-0 665-1
S2 662-4 662-4 671-0
S3 651-2 656-4 669-7
S4 640-0 645-2 666-6
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
5 701-2 668-4 32-6 4.9% 11-1 1.7% 14% False True 27,502
10 705-6 668-4 37-2 5.5% 13-3 2.0% 12% False True 29,737
20 726-4 666-2 60-2 9.0% 13-3 2.0% 11% False False 29,504
40 738-2 666-2 72-0 10.7% 13-6 2.0% 9% False False 24,718
60 758-6 666-2 92-4 13.7% 14-4 2.1% 7% False False 22,291
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
4.250 727-4
2.618 709-2
1.618 698-0
1.000 691-0
0.618 686-6
HIGH 679-6
0.618 675-4
0.500 674-1
0.382 672-6
LOW 668-4
0.618 661-4
1.000 657-2
1.618 650-2
2.618 639-0
4.250 620-6
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 674-1 681-2
PP 673-6 678-4
S1 673-3 675-6

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

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