CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	1296-4	1310-0	13-4	1.0%	1328-0
High	1322-6	1311-0	-11-6	-0.9%	1336-6
Low	1291-4	1286-0	-5-4	-0.4%	1293-6
Close	1314-6	1288-4	-26-2	-2.0%	1303-6
Range	31-2	25-0	-6-2	-20.0%	43-0
ATR	20-7	21-3	0-5	2.7%	0-0
Volume	4,412	5,408	996	22.6%	31,227

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1370-1	1354-3	1302-2
R3	1345-1	1329-3	1295-3
R2	1320-1	1320-1	1293-1
R1	1304-3	1304-3	1290-6	1299-6
PP	1295-1	1295-1	1295-1	1292-7
S1	1279-3	1279-3	1286-2	1274-6
S2	1270-1	1270-1	1283-7
S3	1245-1	1254-3	1281-5
S4	1220-1	1229-3	1274-6

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	1322-6	1283-4	39-2	3.0%	20-5	1.6%	13%	False	False	4,756
10	1337-0	1283-4	53-4	4.2%	22-6	1.8%	9%	False	False	5,549
20	1337-0	1239-2	97-6	7.6%	22-0	1.7%	50%	False	False	5,294
40	1337-0	1201-2	135-6	10.5%	19-1	1.5%	64%	False	False	3,747

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	3-5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1417-2
2.618	1376-4
1.618	1351-4
1.000	1336-0
0.618	1326-4
HIGH	1311-0
0.618	1301-4
0.500	1298-4
0.382	1295-4
LOW	1286-0
0.618	1270-4
1.000	1261-0
1.618	1245-4
2.618	1220-4
4.250	1179-6

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	1298-4	1304-3
PP	1295-1	1299-1
S1	1291-7	1293-6

Download as Excel Spreadsheet

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

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