CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	1310-0	1290-0	-20-0	-1.5%	1328-0
High	1313-2	1299-0	-14-2	-1.1%	1336-6
Low	1293-6	1283-4	-10-2	-0.8%	1293-6
Close	1303-6	1291-2	-12-4	-1.0%	1303-6
Range	19-4	15-4	-4-0	-20.5%	43-0
ATR	20-6	20-6	0-0	-0.2%	0-0
Volume	4,027	5,393	1,366	33.9%	31,227

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1337-6	1330-0	1299-6
R3	1322-2	1314-4	1295-4
R2	1306-6	1306-6	1294-1
R1	1299-0	1299-0	1292-5	1302-7
PP	1291-2	1291-2	1291-2	1293-2
S1	1283-4	1283-4	1289-7	1287-3
S2	1275-6	1275-6	1288-3
S3	1260-2	1268-0	1287-0
S4	1244-6	1252-4	1282-6

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	1283-4	53-2	4.1%	22-1	1.7%	15%	False	True	5,368
10	1337-0	1283-4	53-4	4.1%	21-7	1.7%	14%	False	True	5,277
20	1337-0	1217-2	119-6	9.3%	21-0	1.6%	62%	False	False	5,094
40	1337-0	1194-2	142-6	11.1%	18-4	1.4%	68%	False	False	3,457

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	3-6
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1364-7
2.618	1339-5
1.618	1324-1
1.000	1314-4
0.618	1308-5
HIGH	1299-0
0.618	1293-1
0.500	1291-2
0.382	1289-3
LOW	1283-4
0.618	1273-7
1.000	1268-0
1.618	1258-3
2.618	1242-7
4.250	1217-5

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	1291-2	1303-2
PP	1291-2	1299-2
S1	1291-2	1295-2

Download as Excel Spreadsheet

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

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