CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	1321-0	1310-0	-11-0	-0.8%	1328-0
High	1323-0	1313-2	-9-6	-0.7%	1336-6
Low	1294-2	1293-6	-0-4	0.0%	1293-6
Close	1306-6	1303-6	-3-0	-0.2%	1303-6
Range	28-6	19-4	-9-2	-32.2%	43-0
ATR	20-7	20-6	-0-1	-0.5%	0-0
Volume	5,463	4,027	-1,436	-26.3%	31,227

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1362-1	1352-3	1314-4
R3	1342-5	1332-7	1309-1
R2	1323-1	1323-1	1307-3
R1	1313-3	1313-3	1305-4	1308-4
PP	1303-5	1303-5	1303-5	1301-1
S1	1293-7	1293-7	1302-0	1289-0
S2	1284-1	1284-1	1300-1
S3	1264-5	1274-3	1298-3
S4	1245-1	1254-7	1293-0

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1440-3	1415-1	1327-3
R3	1397-3	1372-1	1315-5
R2	1354-3	1354-3	1311-5
R1	1329-1	1329-1	1307-6	1320-2
PP	1311-3	1311-3	1311-3	1307-0
S1	1286-1	1286-1	1299-6	1277-2
S2	1268-3	1268-3	1295-7
S3	1225-3	1243-1	1291-7
S4	1182-3	1200-1	1280-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1336-6	1293-6	43-0	3.3%	23-3	1.8%	23%	False	True	6,245
10	1337-0	1291-4	45-4	3.5%	23-3	1.8%	27%	False	False	5,883
20	1337-0	1217-2	119-6	9.2%	21-1	1.6%	72%	False	False	4,986
40	1337-0	1194-2	142-6	10.9%	18-4	1.4%	77%	False	False	3,372

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1396-1
2.618	1364-2
1.618	1344-6
1.000	1332-6
0.618	1325-2
HIGH	1313-2
0.618	1305-6
0.500	1303-4
0.382	1301-2
LOW	1293-6
0.618	1281-6
1.000	1274-2
1.618	1262-2
2.618	1242-6
4.250	1210-7

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	1303-5	1315-2
PP	1303-5	1311-3
S1	1303-4	1307-5

Download as Excel Spreadsheet

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

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