CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	1281-0	1275-2	-5-6	-0.4%	1290-0
High	1282-0	1288-0	6-0	0.5%	1322-6
Low	1271-4	1274-0	2-4	0.2%	1271-6
Close	1279-0	1278-4	-0-4	0.0%	1276-4
Range	10-4	14-0	3-4	33.3%	51-0
ATR	19-6	19-2	-0-3	-2.1%	0-0
Volume	5,025	6,761	1,736	34.5%	25,236

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1322-1	1314-3	1286-2
R3	1308-1	1300-3	1282-3
R2	1294-1	1294-1	1281-1
R1	1286-3	1286-3	1279-6	1290-2
PP	1280-1	1280-1	1280-1	1282-1
S1	1272-3	1272-3	1277-2	1276-2
S2	1266-1	1266-1	1275-7
S3	1252-1	1258-3	1274-5
S4	1238-1	1244-3	1270-6

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	1288-2	1259-2	29-0	2.3%	14-6	1.1%	66%	False	False	5,955
10	1322-6	1259-2	63-4	5.0%	17-5	1.4%	30%	False	False	5,356
20	1337-0	1259-2	77-6	6.1%	20-6	1.6%	25%	False	False	5,718
40	1337-0	1207-6	129-2	10.1%	18-5	1.5%	55%	False	False	4,329

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1347-4
2.618	1324-5
1.618	1310-5
1.000	1302-0
0.618	1296-5
HIGH	1288-0
0.618	1282-5
0.500	1281-0
0.382	1279-3
LOW	1274-0
0.618	1265-3
1.000	1260-0
1.618	1251-3
2.618	1237-3
4.250	1214-4

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	1281-0	1279-6
PP	1280-1	1279-3
S1	1279-3	1278-7

Download as Excel Spreadsheet

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

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