CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	1286-0	1269-0	-17-0	-1.3%	1290-0
High	1288-2	1278-0	-10-2	-0.8%	1322-6
Low	1271-6	1259-2	-12-4	-1.0%	1271-6
Close	1276-4	1276-6	0-2	0.0%	1276-4
Range	16-4	18-6	2-2	13.6%	51-0
ATR	21-1	20-7	-0-1	-0.8%	0-0
Volume	5,481	5,621	140	2.6%	25,236

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1327-5	1320-7	1287-0
R3	1308-7	1302-1	1281-7
R2	1290-1	1290-1	1280-2
R1	1283-3	1283-3	1278-4	1286-6
PP	1271-3	1271-3	1271-3	1273-0
S1	1264-5	1264-5	1275-0	1268-0
S2	1252-5	1252-5	1273-2
S3	1233-7	1245-7	1271-5
S4	1215-1	1227-1	1266-4

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	1259-2	63-4	5.0%	20-6	1.6%	28%	False	True	5,092
10	1336-6	1259-2	77-4	6.1%	21-3	1.7%	23%	False	True	5,230
20	1337-0	1254-6	82-2	6.4%	22-3	1.8%	27%	False	False	5,514
40	1337-0	1207-6	129-2	10.1%	19-2	1.5%	53%	False	False	3,969

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1357-6
2.618	1327-1
1.618	1308-3
1.000	1296-6
0.618	1289-5
HIGH	1278-0
0.618	1270-7
0.500	1268-5
0.382	1266-3
LOW	1259-2
0.618	1247-5
1.000	1240-4
1.618	1228-7
2.618	1210-1
4.250	1179-4

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	1274-0	1285-1
PP	1271-3	1282-3
S1	1268-5	1279-4

Download as Excel Spreadsheet

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

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