GRAIN, CATTLE. HOG, & MILK BFP FUTURES MARKETS Markets Courtesy Of Chicago Board and Mercantile Exchange (Clewing bids: Wcdnadajr, November 25, 1998) Volume and Open Interest ' Relative Strength] Open 11/25/98 2164 Symbol C2H Moving Average 40 21 S' 7 18 ''l9V 09 2 1 °0 -Stochastic 09 14 Stu 3 33 22 22 22 22 tk IB I-' 32 2) 31 64 %d 33 73 42 0 n 39 75 -Relative Strength-- 09 14 20 39 52 44 77 47 17 er u/as/ji ' SftT MOVING AVXSAQK If A^«X*C3 27 < 11. II as 1 I 15 11 19 f 11 10 17 1 10 17 It 11 7 11 11 11 5 11 19 IS 1 9 l» 11 10 -9B mx JVM JUL JVO OP OCT m* [Volume and'onen |Relative Strength^ Symbol SF9 - Open 11/25/98 5700 Moving Avaraga Day 09 18 40 5771 5746 5646 Stochastic —Directional Indicator-- Day 09 14 20 Day 09 14 20 Sto 20 24 25 81 43 44 ADX 30 67 31 21 27 93 %k 30 53 44 23 52 32 -DI 26 54 22 35 20 45 Id 46 83 59 34 63 17 +DI 24 01 26 39 27 38 Relative Strength Day 09 14 20 45 68 50 71 52 66 BFP Milk Futures: Settlement Prices as of 11/25/98 07:00 PM MTH/ DAILY STRIKE OPEN HIGH DA BFP MILK FUTURES NOV9B DEC 9 8 JAN 99 FEB 99 MAR 99 APR 99 MAY 99 JUN 99 JLY99 AUG 99 SEP99 OCT 99 TOTAL TOTAL 16.60 15.40 13.81 12.87 12.27 12.06 12.09 12.35 12.61 12.80 12.80 Last Chge High 2174 LOW _ 164 2106 unch Momentum - Directional Indicator n./ 09 14 20 ADX 17 90 ”>2 47 21 03 -DI 21 10 19 45 19 14 +DI 20 40 23 37 24 72 - -Historic Volatility -09 14 20 11 94% 15 96% 14 28% 80YBEM8 - CBOT JJUnJAaY 1999 nr qi/j«/m High 5734 Low 5692 Last Chga 5712 +lO Monantua- 09 18 40 -166 +3O +396 Historic Volatility 09 14 20 14 681 14 561 13 62% LOW LAST 16.60 15.38 13.77 12.76 12.27 12.03 A 16.668 15.538 13.82 12.88 12.37 12.07 12.11 12.368 12.6? 12.90 12.83 12.09 12.35 12.61 12.80 12.80 ■ms can) e 12 sa Vttlßs (US PT SETT CHGE 16.66 16.65 15.51 13.82 12.80 12.37 12.03 12.11 12.36 12.69 12.90 12.83 16.65 15.51 13.82 12. SOB 12.37 12.03 A 12.11 12.368 12.69 12.90 12.83 tfSOBZML 300 280 zeo 240 220 ZOO 180 I VOL I O I IiDDDDD 2DDDDD t/IUBOL 675 650 625 600 575 550 525 «a i o j 2DPDOO 10PD0D EST ' PRIOR DAY VOL SETT VOL INT 16.66 16.68 15.40 13.82 12.89 12.35 12.07 12.11 12.35 12.61 12.81 12.80 VOL OPEN INT 235 2619 UNCH -3 26 + 11 49 UNCH 26 -9 14 +2 51 -4 25 UNCH 14 + 1 22 + 8 28 +9 30 + 3 42 EST.VOL 327 or. > ulr W«M ift »ftjf hcwswo \C>** * UJI-9> KIT JU» ■ n ’ l * mU ° " ■ Open High Low ]i,2 c / r )H 2E60 2885 Symbol LIUB - Moving Average - -- lay 09 1H 40 3031 327 H 3692 Stocbaatic - --Directional Inalcitor no 14 20 Day 09 14 -0 Y ifi Q 4 12 19 10 11 AD V c 4 66 39 36 30 81 Tv 986 649 517 DI 44 82 42 62 40 00 S 591 433 336 .DI 13 58 14 09 15 11 Relative Steeoath-- y 09 14 20 23 09 24 31 26 83 a or ii/Jt/M • SAT (KOTIK! XVXSJMOI IB »ILV HoV?>»e KVK3AO* 111! aifra'TOTTt» »itTii»u. » »i»» 1 » i»»» in.gi m JO* JUI. Ml» mr OCT * plr Symbol Opan LCZB - 11/25/98 6275 --Korina Avaraga 09 18 40 6246 6329 6411 -Stochastic 09 14 20 Day 09 14 20 71 69 58 54 46 79 ADX 28 71 19 85 15 34 39 19 31 85 25 49 -DI 24 57 24 96 24 51 25 92 20 73 17 27 +DI 27 31 24 25 23 21 -Ralatira Strength-- 09 14 20 53 34 50 13 49 42 or u/ji/M 9 S»T NQVXKO IVIIMi if SfiX NOVMQ WJK&m 11 t 11 LI II 1 I LI II II I 11 II 11 1 10 11 It II 1 It It II I II II II 1 I II 11 10 II m jn» m ■» mr one «D» 32 76 41 27 11 15 14 UM HOG! - C* CBLimna nsi Fis7m ■I 1* Last Chge 2 a 07 Momentum- 18 40 -833 1133 U Q -523 —Historic Volatility-- Oy 14 20 M 32% 38 SB% 38 80% LIVE CATTLE - CUE □BCBMBSR 199* bi Laat Chg« 6345 +93 High Low 6360 6270 -NOMOtUB 18 40 -155 +l7O —Diractlonal indicator-- Ulatorle volatility 09 14 20 20 14% 17 87% 16 75% OATS - CBOT 199% m Hf2\/9l : V [Volumt ind Open Interest j Stochiiac j Reltuve Strength j Symbol open 028 - 11/25/98 1074 Moving Average Day 09 18 40 1097 1112 1136 Stochastic —Directional Indicator Day 09 U 20 Day 09 14 20 Sto 3 33 2 76 2.44 ADX 29 17 17 62 13.05 %k 9.19 6 30 6 90 -DI 40 23 34 44 30 77 td 16 51 14 28 11 30 +DI 15.25 16 96 16.12 Day 09 14 20 18 37 26 78 32.80 - •B «U>* J M nun « liooo MO CHID : t aa valve = Mao tiun > |m ■igb 1080 LOW 1064 HoMatua — y 09 18 -76 -76 Historic Volatility -09 14 20 8.56% 13 20% 11 94% (Turn to l*«0« A 32) 60 55 voc. » o 9 DODD 3 9 GOD VOL I O IDOOOO t/awnt ISO 1«0 130 120 110 ’ ■*%' 100 KtlOl iMto tooao Last Chga 1066 -4