CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 1294-6 1305-2 10-4 0.8% 1255-0
High 1319-4 1336-4 17-0 1.3% 1319-4
Low 1294-6 1305-2 10-4 0.8% 1254-6
Close 1310-0 1330-6 20-6 1.6% 1310-0
Range 24-6 31-2 6-4 26.3% 64-6
ATR 17-4 18-4 1-0 5.6% 0-0
Volume 6,009 11,450 5,441 90.5% 20,591
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 1417-7 1405-5 1348-0
R3 1386-5 1374-3 1339-3
R2 1355-3 1355-3 1336-4
R1 1343-1 1343-1 1333-5 1349-2
PP 1324-1 1324-1 1324-1 1327-2
S1 1311-7 1311-7 1327-7 1318-0
S2 1292-7 1292-7 1325-0
S3 1261-5 1280-5 1322-1
S4 1230-3 1249-3 1313-4
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1489-0 1464-2 1345-5
R3 1424-2 1399-4 1327-6
R2 1359-4 1359-4 1321-7
R1 1334-6 1334-6 1315-7 1347-1
PP 1294-6 1294-6 1294-6 1301-0
S1 1270-0 1270-0 1304-1 1282-3
S2 1230-0 1230-0 1298-1
S3 1165-2 1205-2 1292-2
S4 1100-4 1140-4 1274-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1336-4 1254-6 81-6 6.1% 25-2 1.9% 93% True False 6,408
10 1336-4 1217-2 119-2 9.0% 20-2 1.5% 95% True False 4,911
20 1336-4 1207-6 128-6 9.7% 17-6 1.3% 96% True False 3,678
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 2-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1469-2
2.618 1418-2
1.618 1387-0
1.000 1367-6
0.618 1355-6
HIGH 1336-4
0.618 1324-4
0.500 1320-7
0.382 1317-2
LOW 1305-2
0.618 1286-0
1.000 1274-0
1.618 1254-6
2.618 1223-4
4.250 1172-4
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 1327-4 1323-5
PP 1324-1 1316-5
S1 1320-7 1309-4

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

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