CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	1325-0	1334-0	9-0	0.7%	1305-2
High	1336-4	1336-6	0-2	0.0%	1337-0
Low	1320-6	1305-4	-15-2	-1.2%	1291-4
Close	1334-0	1320-4	-13-4	-1.0%	1335-2
Range	15-6	31-2	15-4	98.4%	45-4
ATR	19-3	20-2	0-7	4.4%	0-0
Volume	6,421	5,539	-882	-13.7%	27,605

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1414-5	1398-7	1337-6
R3	1383-3	1367-5	1329-1
R2	1352-1	1352-1	1326-2
R1	1336-3	1336-3	1323-3	1328-5
PP	1320-7	1320-7	1320-7	1317-0
S1	1305-1	1305-1	1317-5	1297-3
S2	1289-5	1289-5	1314-6
S3	1258-3	1273-7	1311-7
S4	1227-1	1242-5	1303-2

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%	64%	False	False	5,746
10	1337-0	1282-4	54-4	4.1%	22-5	1.7%	70%	False	False	6,000
20	1337-0	1213-0	124-0	9.4%	20-2	1.5%	87%	False	False	4,878
40	1337-0	1194-2	142-6	10.8%	17-7	1.4%	88%	False	False	3,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-0
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1469-4
2.618	1418-4
1.618	1387-2
1.000	1368-0
0.618	1356-0
HIGH	1336-6
0.618	1324-6
0.500	1321-1
0.382	1317-4
LOW	1305-4
0.618	1286-2
1.000	1274-2
1.618	1255-0
2.618	1223-6
4.250	1172-6

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	1321-1	1321-1
PP	1320-7	1320-7
S1	1320-6	1320-6

Download as Excel Spreadsheet

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

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