CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	1248-0	1249-0	1-0	0.1%	1269-0
High	1257-6	1264-6	7-0	0.6%	1288-0
Low	1242-0	1248-4	6-4	0.5%	1255-4
Close	1248-4	1256-4	8-0	0.6%	1256-6
Range	15-6	16-2	0-4	3.2%	32-4
ATR	19-5	19-3	-0-2	-1.2%	0-0
Volume	7,332	6,658	-674	-9.2%	29,779

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1305-3	1297-1	1265-4
R3	1289-1	1280-7	1261-0
R2	1272-7	1272-7	1259-4
R1	1264-5	1264-5	1258-0	1268-6
PP	1256-5	1256-5	1256-5	1258-5
S1	1248-3	1248-3	1255-0	1252-4
S2	1240-3	1240-3	1253-4
S3	1224-1	1232-1	1252-0
S4	1207-7	1215-7	1247-4

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	1242-0	46-0	3.7%	18-6	1.5%	32%	False	False	7,314
10	1311-0	1242-0	69-0	5.5%	17-6	1.4%	21%	False	False	6,499
20	1337-0	1242-0	95-0	7.6%	20-1	1.6%	15%	False	False	5,878
40	1337-0	1207-6	129-2	10.3%	19-1	1.5%	38%	False	False	4,965

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	3-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1333-6
2.618	1307-2
1.618	1291-0
1.000	1281-0
0.618	1274-6
HIGH	1264-6
0.618	1258-4
0.500	1256-5
0.382	1254-6
LOW	1248-4
0.618	1238-4
1.000	1232-2
1.618	1222-2
2.618	1206-0
4.250	1179-4

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	1256-5	1255-4
PP	1256-5	1254-3
S1	1256-4	1253-3

Download as Excel Spreadsheet

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

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