CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 1328-0 1325-0 -3-0 -0.2% 1305-2
High 1335-2 1336-4 1-2 0.1% 1337-0
Low 1313-4 1320-6 7-2 0.6% 1291-4
Close 1325-6 1334-0 8-2 0.6% 1335-2
Range 21-6 15-6 -6-0 -27.6% 45-4
ATR 19-5 19-3 -0-2 -1.4% 0-0
Volume 9,777 6,421 -3,356 -34.3% 27,605
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 1377-5 1371-5 1342-5
R3 1361-7 1355-7 1338-3
R2 1346-1 1346-1 1336-7
R1 1340-1 1340-1 1335-4 1343-1
PP 1330-3 1330-3 1330-3 1332-0
S1 1324-3 1324-3 1332-4 1327-3
S2 1314-5 1314-5 1331-1
S3 1298-7 1308-5 1329-5
S4 1283-1 1292-7 1325-3
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1457-6 1442-0 1360-2
R3 1412-2 1396-4 1347-6
R2 1366-6 1366-6 1343-5
R1 1351-0 1351-0 1339-3 1358-7
PP 1321-2 1321-2 1321-2 1325-2
S1 1305-4 1305-4 1331-1 1313-3
S2 1275-6 1275-6 1326-7
S3 1230-2 1260-0 1322-6
S4 1184-6 1214-4 1310-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1337-0 1291-4 45-4 3.4% 21-0 1.6% 93% False False 5,301
10 1337-0 1282-4 54-4 4.1% 21-0 1.6% 94% False False 6,107
20 1337-0 1210-6 126-2 9.5% 19-3 1.5% 98% False False 4,691
40 1337-0 1194-2 142-6 10.7% 17-4 1.3% 98% False False 3,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1403-4
2.618 1377-6
1.618 1362-0
1.000 1352-2
0.618 1346-2
HIGH 1336-4
0.618 1330-4
0.500 1328-5
0.382 1326-6
LOW 1320-6
0.618 1311-0
1.000 1305-0
1.618 1295-2
2.618 1279-4
4.250 1253-6
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 1332-2 1330-5
PP 1330-3 1327-2
S1 1328-5 1323-7

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

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