CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	1310-0	1286-0	-24-0	-1.8%	1290-0
High	1311-0	1288-2	-22-6	-1.7%	1322-6
Low	1286-0	1271-6	-14-2	-1.1%	1271-6
Close	1288-4	1276-4	-12-0	-0.9%	1276-4
Range	25-0	16-4	-8-4	-34.0%	51-0
ATR	21-3	21-1	-0-3	-1.6%	0-0
Volume	5,408	5,481	73	1.3%	25,236

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1328-3	1318-7	1285-5
R3	1311-7	1302-3	1281-0
R2	1295-3	1295-3	1279-4
R1	1285-7	1285-7	1278-0	1282-3
PP	1278-7	1278-7	1278-7	1277-0
S1	1269-3	1269-3	1275-0	1265-7
S2	1262-3	1262-3	1273-4
S3	1245-7	1252-7	1272-0
S4	1229-3	1236-3	1267-3

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1443-3	1410-7	1304-4
R3	1392-3	1359-7	1290-4
R2	1341-3	1341-3	1285-7
R1	1308-7	1308-7	1281-1	1299-5
PP	1290-3	1290-3	1290-3	1285-6
S1	1257-7	1257-7	1271-7	1248-5
S2	1239-3	1239-3	1267-1
S3	1188-3	1206-7	1262-4
S4	1137-3	1155-7	1248-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1322-6	1271-6	51-0	4.0%	20-0	1.6%	9%	False	True	5,047
10	1336-6	1271-6	65-0	5.1%	21-6	1.7%	7%	False	True	5,646
20	1337-0	1245-4	91-4	7.2%	22-0	1.7%	34%	False	False	5,411
40	1337-0	1204-6	132-2	10.4%	19-1	1.5%	54%	False	False	3,857

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1358-3
2.618	1331-4
1.618	1315-0
1.000	1304-6
0.618	1298-4
HIGH	1288-2
0.618	1282-0
0.500	1280-0
0.382	1278-0
LOW	1271-6
0.618	1261-4
1.000	1255-2
1.618	1245-0
2.618	1228-4
4.250	1201-5

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	1280-0	1297-2
PP	1278-7	1290-3
S1	1277-5	1283-3

Download as Excel Spreadsheet

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

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