CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1294-6 |
1305-2 |
10-4 |
0.8% |
1255-0 |
High |
1319-4 |
1336-4 |
17-0 |
1.3% |
1319-4 |
Low |
1294-6 |
1305-2 |
10-4 |
0.8% |
1254-6 |
Close |
1310-0 |
1330-6 |
20-6 |
1.6% |
1310-0 |
Range |
24-6 |
31-2 |
6-4 |
26.3% |
64-6 |
ATR |
17-4 |
18-4 |
1-0 |
5.6% |
0-0 |
Volume |
6,009 |
11,450 |
5,441 |
90.5% |
20,591 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1417-7 |
1405-5 |
1348-0 |
|
R3 |
1386-5 |
1374-3 |
1339-3 |
|
R2 |
1355-3 |
1355-3 |
1336-4 |
|
R1 |
1343-1 |
1343-1 |
1333-5 |
1349-2 |
PP |
1324-1 |
1324-1 |
1324-1 |
1327-2 |
S1 |
1311-7 |
1311-7 |
1327-7 |
1318-0 |
S2 |
1292-7 |
1292-7 |
1325-0 |
|
S3 |
1261-5 |
1280-5 |
1322-1 |
|
S4 |
1230-3 |
1249-3 |
1313-4 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1489-0 |
1464-2 |
1345-5 |
|
R3 |
1424-2 |
1399-4 |
1327-6 |
|
R2 |
1359-4 |
1359-4 |
1321-7 |
|
R1 |
1334-6 |
1334-6 |
1315-7 |
1347-1 |
PP |
1294-6 |
1294-6 |
1294-6 |
1301-0 |
S1 |
1270-0 |
1270-0 |
1304-1 |
1282-3 |
S2 |
1230-0 |
1230-0 |
1298-1 |
|
S3 |
1165-2 |
1205-2 |
1292-2 |
|
S4 |
1100-4 |
1140-4 |
1274-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1469-2 |
2.618 |
1418-2 |
1.618 |
1387-0 |
1.000 |
1367-6 |
0.618 |
1355-6 |
HIGH |
1336-4 |
0.618 |
1324-4 |
0.500 |
1320-7 |
0.382 |
1317-2 |
LOW |
1305-2 |
0.618 |
1286-0 |
1.000 |
1274-0 |
1.618 |
1254-6 |
2.618 |
1223-4 |
4.250 |
1172-4 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1327-4 |
1323-5 |
PP |
1324-1 |
1316-5 |
S1 |
1320-7 |
1309-4 |
|