CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 1291-4 1296-4 5-0 0.4% 1328-0
High 1301-2 1322-6 21-4 1.7% 1336-6
Low 1289-2 1291-4 2-2 0.2% 1293-6
Close 1295-2 1314-6 19-4 1.5% 1303-6
Range 12-0 31-2 19-2 160.4% 43-0
ATR 20-1 20-7 0-6 4.0% 0-0
Volume 4,542 4,412 -130 -2.9% 31,227
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 1403-3 1390-3 1332-0
R3 1372-1 1359-1 1323-3
R2 1340-7 1340-7 1320-4
R1 1327-7 1327-7 1317-5 1334-3
PP 1309-5 1309-5 1309-5 1313-0
S1 1296-5 1296-5 1311-7 1303-1
S2 1278-3 1278-3 1309-0
S3 1247-1 1265-3 1306-1
S4 1215-7 1234-1 1297-4
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 1323-0 1283-4 39-4 3.0% 21-3 1.6% 79% False False 4,767
10 1337-0 1283-4 53-4 4.1% 22-4 1.7% 58% False False 5,256
20 1337-0 1227-2 109-6 8.3% 21-5 1.6% 80% False False 5,194
40 1337-0 1194-2 142-6 10.9% 18-6 1.4% 84% False False 3,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1455-4
2.618 1404-4
1.618 1373-2
1.000 1354-0
0.618 1342-0
HIGH 1322-6
0.618 1310-6
0.500 1307-1
0.382 1303-4
LOW 1291-4
0.618 1272-2
1.000 1260-2
1.618 1241-0
2.618 1209-6
4.250 1158-6
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 1312-2 1310-7
PP 1309-5 1307-0
S1 1307-1 1303-1

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

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