CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 1289-6 1296-0 6-2 0.5% 1231-6
High 1298-0 1301-0 3-0 0.2% 1301-0
Low 1276-6 1259-6 -17-0 -1.3% 1231-6
Close 1295-0 1261-6 -33-2 -2.6% 1261-6
Range 21-2 41-2 20-0 94.1% 69-2
ATR 21-1 22-5 1-3 6.8% 0-0
Volume 9,569 9,191 -378 -4.0% 39,869
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1397-7 1371-1 1284-4
R3 1356-5 1329-7 1273-1
R2 1315-3 1315-3 1269-2
R1 1288-5 1288-5 1265-4 1281-3
PP 1274-1 1274-1 1274-1 1270-4
S1 1247-3 1247-3 1258-0 1240-1
S2 1232-7 1232-7 1254-2
S3 1191-5 1206-1 1250-3
S4 1150-3 1164-7 1239-0
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1472-5 1436-3 1299-7
R3 1403-3 1367-1 1280-6
R2 1334-1 1334-1 1274-4
R1 1297-7 1297-7 1268-1 1316-0
PP 1264-7 1264-7 1264-7 1273-7
S1 1228-5 1228-5 1255-3 1246-6
S2 1195-5 1195-5 1249-0
S3 1126-3 1159-3 1242-6
S4 1057-1 1090-1 1223-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1301-0 1231-6 69-2 5.5% 28-3 2.3% 43% True False 7,973
10 1301-0 1231-6 69-2 5.5% 24-5 1.9% 43% True False 7,549
20 1322-6 1231-6 91-0 7.2% 21-1 1.7% 33% False False 6,452
40 1337-0 1213-2 123-6 9.8% 21-0 1.7% 39% False False 5,676
60 1337-0 1194-2 142-6 11.3% 19-2 1.5% 47% False False 4,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1476-2
2.618 1409-0
1.618 1367-6
1.000 1342-2
0.618 1326-4
HIGH 1301-0
0.618 1285-2
0.500 1280-3
0.382 1275-4
LOW 1259-6
0.618 1234-2
1.000 1218-4
1.618 1193-0
2.618 1151-6
4.250 1084-4
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 1280-3 1280-3
PP 1274-1 1274-1
S1 1268-0 1268-0

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

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