CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	1328-0	1325-0	-3-0	-0.2%	1305-2
High	1335-2	1336-4	1-2	0.1%	1337-0
Low	1313-4	1320-6	7-2	0.6%	1291-4
Close	1325-6	1334-0	8-2	0.6%	1335-2
Range	21-6	15-6	-6-0	-27.6%	45-4
ATR	19-5	19-3	-0-2	-1.4%	0-0
Volume	9,777	6,421	-3,356	-34.3%	27,605

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1377-5	1371-5	1342-5
R3	1361-7	1355-7	1338-3
R2	1346-1	1346-1	1336-7
R1	1340-1	1340-1	1335-4	1343-1
PP	1330-3	1330-3	1330-3	1332-0
S1	1324-3	1324-3	1332-4	1327-3
S2	1314-5	1314-5	1331-1
S3	1298-7	1308-5	1329-5
S4	1283-1	1292-7	1325-3

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%	21-0	1.6%	93%	False	False	5,301
10	1337-0	1282-4	54-4	4.1%	21-0	1.6%	94%	False	False	6,107
20	1337-0	1210-6	126-2	9.5%	19-3	1.5%	98%	False	False	4,691
40	1337-0	1194-2	142-6	10.7%	17-4	1.3%	98%	False	False	3,113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	3-2
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1403-4
2.618	1377-6
1.618	1362-0
1.000	1352-2
0.618	1346-2
HIGH	1336-4
0.618	1330-4
0.500	1328-5
0.382	1326-6
LOW	1320-6
0.618	1311-0
1.000	1305-0
1.618	1295-2
2.618	1279-4
4.250	1253-6

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	1332-2	1330-5
PP	1330-3	1327-2
S1	1328-5	1323-7

Download as Excel Spreadsheet

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

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