CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 1249-0 1256-4 7-4 0.6% 1250-0
High 1264-6 1257-2 -7-4 -0.6% 1264-6
Low 1248-4 1233-0 -15-4 -1.2% 1233-0
Close 1256-4 1233-6 -22-6 -1.8% 1233-6
Range 16-2 24-2 8-0 49.2% 31-6
ATR 19-3 19-6 0-3 1.8% 0-0
Volume 6,658 5,819 -839 -12.6% 30,146
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1314-1 1298-1 1247-1
R3 1289-7 1273-7 1240-3
R2 1265-5 1265-5 1238-2
R1 1249-5 1249-5 1236-0 1245-4
PP 1241-3 1241-3 1241-3 1239-2
S1 1225-3 1225-3 1231-4 1221-2
S2 1217-1 1217-1 1229-2
S3 1192-7 1201-1 1227-1
S4 1168-5 1176-7 1220-3
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1339-1 1318-1 1251-2
R3 1307-3 1286-3 1242-4
R2 1275-5 1275-5 1239-5
R1 1254-5 1254-5 1236-5 1249-2
PP 1243-7 1243-7 1243-7 1241-1
S1 1222-7 1222-7 1230-7 1217-4
S2 1212-1 1212-1 1227-7
S3 1180-3 1191-1 1225-0
S4 1148-5 1159-3 1216-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1284-0 1233-0 51-0 4.1% 20-6 1.7% 1% False True 7,125
10 1288-2 1233-0 55-2 4.5% 17-6 1.4% 1% False True 6,540
20 1337-0 1233-0 104-0 8.4% 20-2 1.6% 1% False True 6,045
40 1337-0 1207-6 129-2 10.5% 19-3 1.6% 20% False False 5,056
60 1337-0 1194-2 142-6 11.6% 18-0 1.5% 28% False False 3,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1360-2
2.618 1320-6
1.618 1296-4
1.000 1281-4
0.618 1272-2
HIGH 1257-2
0.618 1248-0
0.500 1245-1
0.382 1242-2
LOW 1233-0
0.618 1218-0
1.000 1208-6
1.618 1193-6
2.618 1169-4
4.250 1130-0
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 1245-1 1248-7
PP 1241-3 1243-7
S1 1237-4 1238-6

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

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