CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 676-0 670-0 -6-0 -0.9% 661-2
High 679-6 679-6 0-0 0.0% 679-6
Low 661-0 669-0 8-0 1.2% 659-2
Close 670-4 673-0 2-4 0.4% 673-0
Range 18-6 10-6 -8-0 -42.7% 20-4
ATR 12-5 12-4 -0-1 -1.0% 0-0
Volume 61,412 55,292 -6,120 -10.0% 203,619
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 706-1 700-3 678-7
R3 695-3 689-5 676-0
R2 684-5 684-5 675-0
R1 678-7 678-7 674-0 681-6
PP 673-7 673-7 673-7 675-3
S1 668-1 668-1 672-0 671-0
S2 663-1 663-1 671-0
S3 652-3 657-3 670-0
S4 641-5 646-5 667-1
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 732-1 723-1 684-2
R3 711-5 702-5 678-5
R2 691-1 691-1 676-6
R1 682-1 682-1 674-7 686-5
PP 670-5 670-5 670-5 673-0
S1 661-5 661-5 671-1 666-1
S2 650-1 650-1 669-2
S3 629-5 641-1 667-3
S4 609-1 620-5 661-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 679-6 659-2 20-4 3.0% 12-5 1.9% 67% True False 40,723
10 679-6 658-2 21-4 3.2% 11-1 1.6% 69% True False 33,349
20 705-6 658-2 47-4 7.1% 12-0 1.8% 31% False False 31,245
40 730-6 658-2 72-4 10.8% 12-6 1.9% 20% False False 28,562
60 751-4 658-2 93-2 13.9% 13-4 2.0% 16% False False 25,228
80 758-6 658-2 100-4 14.9% 14-1 2.1% 15% False False 22,540
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 725-4
2.618 707-7
1.618 697-1
1.000 690-4
0.618 686-3
HIGH 679-6
0.618 675-5
0.500 674-3
0.382 673-1
LOW 669-0
0.618 662-3
1.000 658-2
1.618 651-5
2.618 640-7
4.250 623-2
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 674-3 672-1
PP 673-7 671-2
S1 673-4 670-3

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

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