CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 25-Jun-2013

Day Change Summary
	Previous	Current
	24-Jun-2013	25-Jun-2013	Change	Change %	Previous Week
Open	1269-0	1277-4	8-4	0.7%	1290-0
High	1278-0	1286-4	8-4	0.7%	1322-6
Low	1259-2	1272-6	13-4	1.1%	1271-6
Close	1276-6	1281-6	5-0	0.4%	1276-4
Range	18-6	13-6	-5-0	-26.7%	51-0
ATR	20-7	20-3	-0-4	-2.5%	0-0
Volume	5,621	6,890	1,269	22.6%	25,236

Daily Pivots for day following 25-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1321-5	1315-3	1289-2
R3	1307-7	1301-5	1285-4
R2	1294-1	1294-1	1284-2
R1	1287-7	1287-7	1283-0	1291-0
PP	1280-3	1280-3	1280-3	1281-7
S1	1274-1	1274-1	1280-4	1277-2
S2	1266-5	1266-5	1279-2
S3	1252-7	1260-3	1278-0
S4	1239-1	1246-5	1274-2

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%	21-0	1.6%	35%	False	False	5,562
10	1336-6	1259-2	77-4	6.0%	21-2	1.7%	29%	False	False	5,277
20	1337-0	1259-2	77-6	6.1%	21-1	1.6%	29%	False	False	5,692
40	1337-0	1207-6	129-2	10.1%	19-0	1.5%	57%	False	False	4,105

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3-7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1345-0
2.618	1322-4
1.618	1308-6
1.000	1300-2
0.618	1295-0
HIGH	1286-4
0.618	1281-2
0.500	1279-5
0.382	1278-0
LOW	1272-6
0.618	1264-2
1.000	1259-0
1.618	1250-4
2.618	1236-6
4.250	1214-2

Fisher Pivots for day following 25-Jun-2013
Pivot	1 day	3 day
R1	1281-0	1279-1
PP	1280-3	1276-3
S1	1279-5	1273-6

Download as Excel Spreadsheet

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

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