CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	1301-0	1312-4	11-4	0.9%	1305-2
High	1314-0	1337-0	23-0	1.8%	1337-0
Low	1291-4	1310-6	19-2	1.5%	1291-4
Close	1310-6	1335-2	24-4	1.9%	1335-2
Range	22-4	26-2	3-6	16.7%	45-4
ATR	19-0	19-4	0-4	2.7%	0-0
Volume	2,482	4,512	2,030	81.8%	27,605

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1406-3	1397-1	1349-6
R3	1380-1	1370-7	1342-4
R2	1353-7	1353-7	1340-0
R1	1344-5	1344-5	1337-5	1349-2
PP	1327-5	1327-5	1327-5	1330-0
S1	1318-3	1318-3	1332-7	1323-0
S2	1301-3	1301-3	1330-4
S3	1275-1	1292-1	1328-0
S4	1248-7	1265-7	1320-6

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1457-6	1442-0	1360-2
R3	1412-2	1396-4	1347-6
R2	1366-6	1366-6	1343-5
R1	1351-0	1351-0	1339-3	1358-7
PP	1321-2	1321-2	1321-2	1325-2
S1	1305-4	1305-4	1331-1	1313-3
S2	1275-6	1275-6	1326-7
S3	1230-2	1260-0	1322-6
S4	1184-6	1214-4	1310-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1337-0	1291-4	45-4	3.4%	23-4	1.8%	96%	True	False	5,521
10	1337-0	1245-4	91-4	6.9%	22-3	1.7%	98%	True	False	5,175
20	1337-0	1207-6	129-2	9.7%	19-3	1.5%	99%	True	False	4,136
40	1337-0	1194-2	142-6	10.7%	17-3	1.3%	99%	True	False	2,779

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	2-1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1448-4
2.618	1405-6
1.618	1379-4
1.000	1363-2
0.618	1353-2
HIGH	1337-0
0.618	1327-0
0.500	1323-7
0.382	1320-6
LOW	1310-6
0.618	1294-4
1.000	1284-4
1.618	1268-2
2.618	1242-0
4.250	1199-2

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	1331-4	1328-2
PP	1327-5	1321-2
S1	1323-7	1314-2

Download as Excel Spreadsheet

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

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