CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	1320-6	1301-0	-19-6	-1.5%	1255-0
High	1320-6	1314-0	-6-6	-0.5%	1319-4
Low	1302-2	1291-4	-10-6	-0.8%	1254-6
Close	1305-0	1310-6	5-6	0.4%	1310-0
Range	18-4	22-4	4-0	21.6%	64-6
ATR	18-5	19-0	0-2	1.5%	0-0
Volume	3,313	2,482	-831	-25.1%	20,591

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1372-7	1364-3	1323-1
R3	1350-3	1341-7	1317-0
R2	1327-7	1327-7	1314-7
R1	1319-3	1319-3	1312-6	1323-5
PP	1305-3	1305-3	1305-3	1307-4
S1	1296-7	1296-7	1308-6	1301-1
S2	1282-7	1282-7	1306-5
S3	1260-3	1274-3	1304-4
S4	1237-7	1251-7	1298-3

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	1291-4	45-0	3.4%	23-1	1.8%	43%	False	True	5,820
10	1336-4	1239-2	97-2	7.4%	21-2	1.6%	74%	False	False	5,039
20	1336-4	1207-6	128-6	9.8%	18-4	1.4%	80%	False	False	4,067
40	1336-4	1194-2	142-2	10.9%	17-0	1.3%	82%	False	False	2,706

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1409-5
2.618	1372-7
1.618	1350-3
1.000	1336-4
0.618	1327-7
HIGH	1314-0
0.618	1305-3
0.500	1302-6
0.382	1300-1
LOW	1291-4
0.618	1277-5
1.000	1269-0
1.618	1255-1
2.618	1232-5
4.250	1195-7

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	1308-1	1310-4
PP	1305-3	1310-3
S1	1302-6	1310-1

Download as Excel Spreadsheet

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

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