CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	1312-4	1328-0	15-4	1.2%	1305-2
High	1337-0	1335-2	-1-6	-0.1%	1337-0
Low	1310-6	1313-4	2-6	0.2%	1291-4
Close	1335-2	1325-6	-9-4	-0.7%	1335-2
Range	26-2	21-6	-4-4	-17.1%	45-4
ATR	19-4	19-5	0-1	0.8%	0-0
Volume	4,512	9,777	5,265	116.7%	27,605

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1390-1	1379-5	1337-6
R3	1368-3	1357-7	1331-6
R2	1346-5	1346-5	1329-6
R1	1336-1	1336-1	1327-6	1330-4
PP	1324-7	1324-7	1324-7	1322-0
S1	1314-3	1314-3	1323-6	1308-6
S2	1303-1	1303-1	1321-6
S3	1281-3	1292-5	1319-6
S4	1259-5	1270-7	1313-6

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%	21-4	1.6%	75%	False	False	5,186
10	1337-0	1254-6	82-2	6.2%	23-3	1.8%	86%	False	False	5,797
20	1337-0	1208-0	129-0	9.7%	19-2	1.5%	91%	False	False	4,524
40	1337-0	1194-2	142-6	10.8%	17-5	1.3%	92%	False	False	2,977

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	2-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1427-6
2.618	1392-2
1.618	1370-4
1.000	1357-0
0.618	1348-6
HIGH	1335-2
0.618	1327-0
0.500	1324-3
0.382	1321-6
LOW	1313-4
0.618	1300-0
1.000	1291-6
1.618	1278-2
2.618	1256-4
4.250	1221-0

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	1325-2	1321-7
PP	1324-7	1318-1
S1	1324-3	1314-2

Download as Excel Spreadsheet

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

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