CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	1278-0	1250-0	-28-0	-2.2%	1269-0
High	1284-0	1264-6	-19-2	-1.5%	1288-0
Low	1255-4	1245-6	-9-6	-0.8%	1255-4
Close	1256-6	1249-2	-7-4	-0.6%	1256-6
Range	28-4	19-0	-9-4	-33.3%	32-4
ATR	20-0	19-7	-0-1	-0.3%	0-0
Volume	5,482	10,337	4,855	88.6%	29,779

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1310-2	1298-6	1259-6
R3	1291-2	1279-6	1254-4
R2	1272-2	1272-2	1252-6
R1	1260-6	1260-6	1251-0	1257-0
PP	1253-2	1253-2	1253-2	1251-3
S1	1241-6	1241-6	1247-4	1238-0
S2	1234-2	1234-2	1245-6
S3	1215-2	1222-6	1244-0
S4	1196-2	1203-6	1238-6

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1364-2	1343-0	1274-5
R3	1331-6	1310-4	1265-6
R2	1299-2	1299-2	1262-6
R1	1278-0	1278-0	1259-6	1272-3
PP	1266-6	1266-6	1266-6	1264-0
S1	1245-4	1245-4	1253-6	1239-7
S2	1234-2	1234-2	1250-6
S3	1201-6	1213-0	1247-6
S4	1169-2	1180-4	1238-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1288-0	1245-6	42-2	3.4%	17-1	1.4%	8%	False	True	6,899
10	1322-6	1245-6	77-0	6.2%	18-7	1.5%	5%	False	True	5,995
20	1337-0	1245-6	91-2	7.3%	20-3	1.6%	4%	False	True	5,636
40	1337-0	1207-6	129-2	10.3%	19-0	1.5%	32%	False	False	4,657

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	1345-4
2.618	1314-4
1.618	1295-4
1.000	1283-6
0.618	1276-4
HIGH	1264-6
0.618	1257-4
0.500	1255-2
0.382	1253-0
LOW	1245-6
0.618	1234-0
1.000	1226-6
1.618	1215-0
2.618	1196-0
4.250	1165-0

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	1255-2	1266-7
PP	1253-2	1261-0
S1	1251-2	1255-1

Download as Excel Spreadsheet

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

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