CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	1305-2	1328-6	23-4	1.8%	1255-0
High	1336-4	1328-6	-7-6	-0.6%	1319-4
Low	1305-2	1310-0	4-6	0.4%	1254-6
Close	1330-6	1320-6	-10-0	-0.8%	1310-0
Range	31-2	18-6	-12-4	-40.0%	64-6
ATR	18-4	18-6	0-1	0.9%	0-0
Volume	11,450	5,848	-5,602	-48.9%	20,591

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1376-1	1367-1	1331-0
R3	1357-3	1348-3	1325-7
R2	1338-5	1338-5	1324-2
R1	1329-5	1329-5	1322-4	1324-6
PP	1319-7	1319-7	1319-7	1317-3
S1	1310-7	1310-7	1319-0	1306-0
S2	1301-1	1301-1	1317-2
S3	1282-3	1292-1	1315-5
S4	1263-5	1273-3	1310-4

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	1282-4	54-0	4.1%	21-0	1.6%	71%	False	False	6,914
10	1336-4	1221-4	115-0	8.7%	20-3	1.5%	86%	False	False	5,215
20	1336-4	1207-6	128-6	9.7%	17-6	1.3%	88%	False	False	3,928

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1408-4
2.618	1377-7
1.618	1359-1
1.000	1347-4
0.618	1340-3
HIGH	1328-6
0.618	1321-5
0.500	1319-3
0.382	1317-1
LOW	1310-0
0.618	1298-3
1.000	1291-2
1.618	1279-5
2.618	1260-7
4.250	1230-2

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	1320-2	1319-0
PP	1319-7	1317-3
S1	1319-3	1315-5

Download as Excel Spreadsheet

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

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