CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 1286-0 1269-0 -17-0 -1.3% 1290-0
High 1288-2 1278-0 -10-2 -0.8% 1322-6
Low 1271-6 1259-2 -12-4 -1.0% 1271-6
Close 1276-4 1276-6 0-2 0.0% 1276-4
Range 16-4 18-6 2-2 13.6% 51-0
ATR 21-1 20-7 -0-1 -0.8% 0-0
Volume 5,481 5,621 140 2.6% 25,236
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 1327-5 1320-7 1287-0
R3 1308-7 1302-1 1281-7
R2 1290-1 1290-1 1280-2
R1 1283-3 1283-3 1278-4 1286-6
PP 1271-3 1271-3 1271-3 1273-0
S1 1264-5 1264-5 1275-0 1268-0
S2 1252-5 1252-5 1273-2
S3 1233-7 1245-7 1271-5
S4 1215-1 1227-1 1266-4
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1443-3 1410-7 1304-4
R3 1392-3 1359-7 1290-4
R2 1341-3 1341-3 1285-7
R1 1308-7 1308-7 1281-1 1299-5
PP 1290-3 1290-3 1290-3 1285-6
S1 1257-7 1257-7 1271-7 1248-5
S2 1239-3 1239-3 1267-1
S3 1188-3 1206-7 1262-4
S4 1137-3 1155-7 1248-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1322-6 1259-2 63-4 5.0% 20-6 1.6% 28% False True 5,092
10 1336-6 1259-2 77-4 6.1% 21-3 1.7% 23% False True 5,230
20 1337-0 1254-6 82-2 6.4% 22-3 1.8% 27% False False 5,514
40 1337-0 1207-6 129-2 10.1% 19-2 1.5% 53% False False 3,969
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 3-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1357-6
2.618 1327-1
1.618 1308-3
1.000 1296-6
0.618 1289-5
HIGH 1278-0
0.618 1270-7
0.500 1268-5
0.382 1266-3
LOW 1259-2
0.618 1247-5
1.000 1240-4
1.618 1228-7
2.618 1210-1
4.250 1179-4
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 1274-0 1285-1
PP 1271-3 1282-3
S1 1268-5 1279-4

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

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