CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	1290-0	1291-4	1-4	0.1%	1328-0
High	1299-0	1301-2	2-2	0.2%	1336-6
Low	1283-4	1289-2	5-6	0.4%	1293-6
Close	1291-2	1295-2	4-0	0.3%	1303-6
Range	15-4	12-0	-3-4	-22.6%	43-0
ATR	20-6	20-1	-0-5	-3.0%	0-0
Volume	5,393	4,542	-851	-15.8%	31,227

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1331-2	1325-2	1301-7
R3	1319-2	1313-2	1298-4
R2	1307-2	1307-2	1297-4
R1	1301-2	1301-2	1296-3	1304-2
PP	1295-2	1295-2	1295-2	1296-6
S1	1289-2	1289-2	1294-1	1292-2
S2	1283-2	1283-2	1293-0
S3	1271-2	1277-2	1292-0
S4	1259-2	1265-2	1288-5

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%	21-3	1.7%	22%	False	False	4,992
10	1337-0	1283-4	53-4	4.1%	21-1	1.6%	22%	False	False	5,146
20	1337-0	1221-4	115-4	8.9%	20-6	1.6%	64%	False	False	5,181
40	1337-0	1194-2	142-6	11.0%	18-3	1.4%	71%	False	False	3,553

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	4-0
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1352-2
2.618	1332-5
1.618	1320-5
1.000	1313-2
0.618	1308-5
HIGH	1301-2
0.618	1296-5
0.500	1295-2
0.382	1293-7
LOW	1289-2
0.618	1281-7
1.000	1277-2
1.618	1269-7
2.618	1257-7
4.250	1238-2

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	1295-2	1298-3
PP	1295-2	1297-3
S1	1295-2	1296-2

Download as Excel Spreadsheet

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

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