CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 1275-2 1278-0 2-6 0.2% 1269-0
High 1288-0 1284-0 -4-0 -0.3% 1288-0
Low 1274-0 1255-4 -18-4 -1.5% 1255-4
Close 1278-4 1256-6 -21-6 -1.7% 1256-6
Range 14-0 28-4 14-4 103.6% 32-4
ATR 19-2 20-0 0-5 3.4% 0-0
Volume 6,761 5,482 -1,279 -18.9% 29,779
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1350-7 1332-3 1272-3
R3 1322-3 1303-7 1264-5
R2 1293-7 1293-7 1262-0
R1 1275-3 1275-3 1259-3 1270-3
PP 1265-3 1265-3 1265-3 1263-0
S1 1246-7 1246-7 1254-1 1241-7
S2 1236-7 1236-7 1251-4
S3 1208-3 1218-3 1248-7
S4 1179-7 1189-7 1241-1
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 1255-4 32-4 2.6% 17-1 1.4% 4% False True 5,955
10 1322-6 1255-4 67-2 5.4% 18-5 1.5% 2% False True 5,501
20 1337-0 1255-4 81-4 6.5% 21-0 1.7% 2% False True 5,692
40 1337-0 1207-6 129-2 10.3% 19-1 1.5% 38% False False 4,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1405-1
2.618 1358-5
1.618 1330-1
1.000 1312-4
0.618 1301-5
HIGH 1284-0
0.618 1273-1
0.500 1269-6
0.382 1266-3
LOW 1255-4
0.618 1237-7
1.000 1227-0
1.618 1209-3
2.618 1180-7
4.250 1134-3
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 1269-6 1271-6
PP 1265-3 1266-6
S1 1261-1 1261-6

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

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