CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 662-6 665-6 3-0 0.5% 677-6
High 674-4 679-2 4-6 0.7% 678-4
Low 661-6 665-6 4-0 0.6% 658-2
Close 667-6 677-0 9-2 1.4% 661-4
Range 12-6 13-4 0-6 5.9% 20-2
ATR 12-0 12-1 0-1 0.9% 0-0
Volume 22,791 38,697 15,906 69.8% 129,873
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 714-4 709-2 684-3
R3 701-0 695-6 680-6
R2 687-4 687-4 679-4
R1 682-2 682-2 678-2 684-7
PP 674-0 674-0 674-0 675-2
S1 668-6 668-6 675-6 671-3
S2 660-4 660-4 674-4
S3 647-0 655-2 673-2
S4 633-4 641-6 669-5
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 726-7 714-3 672-5
R3 706-5 694-1 667-1
R2 686-3 686-3 665-2
R1 673-7 673-7 663-3 670-0
PP 666-1 666-1 666-1 664-1
S1 653-5 653-5 659-5 649-6
S2 645-7 645-7 657-6
S3 625-5 633-3 655-7
S4 605-3 613-1 650-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 679-2 658-2 21-0 3.1% 10-2 1.5% 89% True False 27,793
10 680-4 658-2 22-2 3.3% 10-3 1.5% 84% False False 26,738
20 705-6 658-2 47-4 7.0% 12-0 1.8% 39% False False 29,158
40 734-0 658-2 75-6 11.2% 12-5 1.9% 25% False False 26,660
60 751-4 658-2 93-2 13.8% 13-4 2.0% 20% False False 23,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 736-5
2.618 714-5
1.618 701-1
1.000 692-6
0.618 687-5
HIGH 679-2
0.618 674-1
0.500 672-4
0.382 670-7
LOW 665-6
0.618 657-3
1.000 652-2
1.618 643-7
2.618 630-3
4.250 608-3
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 675-4 674-3
PP 674-0 671-7
S1 672-4 669-2

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

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