CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 1296-4 1310-0 13-4 1.0% 1328-0
High 1322-6 1311-0 -11-6 -0.9% 1336-6
Low 1291-4 1286-0 -5-4 -0.4% 1293-6
Close 1314-6 1288-4 -26-2 -2.0% 1303-6
Range 31-2 25-0 -6-2 -20.0% 43-0
ATR 20-7 21-3 0-5 2.7% 0-0
Volume 4,412 5,408 996 22.6% 31,227
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 1370-1 1354-3 1302-2
R3 1345-1 1329-3 1295-3
R2 1320-1 1320-1 1293-1
R1 1304-3 1304-3 1290-6 1299-6
PP 1295-1 1295-1 1295-1 1292-7
S1 1279-3 1279-3 1286-2 1274-6
S2 1270-1 1270-1 1283-7
S3 1245-1 1254-3 1281-5
S4 1220-1 1229-3 1274-6
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1440-3 1415-1 1327-3
R3 1397-3 1372-1 1315-5
R2 1354-3 1354-3 1311-5
R1 1329-1 1329-1 1307-6 1320-2
PP 1311-3 1311-3 1311-3 1307-0
S1 1286-1 1286-1 1299-6 1277-2
S2 1268-3 1268-3 1295-7
S3 1225-3 1243-1 1291-7
S4 1182-3 1200-1 1280-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1322-6 1283-4 39-2 3.0% 20-5 1.6% 13% False False 4,756
10 1337-0 1283-4 53-4 4.2% 22-6 1.8% 9% False False 5,549
20 1337-0 1239-2 97-6 7.6% 22-0 1.7% 50% False False 5,294
40 1337-0 1201-2 135-6 10.5% 19-1 1.5% 64% False False 3,747
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 1417-2
2.618 1376-4
1.618 1351-4
1.000 1336-0
0.618 1326-4
HIGH 1311-0
0.618 1301-4
0.500 1298-4
0.382 1295-4
LOW 1286-0
0.618 1270-4
1.000 1261-0
1.618 1245-4
2.618 1220-4
4.250 1179-6
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 1298-4 1304-3
PP 1295-1 1299-1
S1 1291-7 1293-6

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

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