CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 1310-0 1290-0 -20-0 -1.5% 1328-0
High 1313-2 1299-0 -14-2 -1.1% 1336-6
Low 1293-6 1283-4 -10-2 -0.8% 1293-6
Close 1303-6 1291-2 -12-4 -1.0% 1303-6
Range 19-4 15-4 -4-0 -20.5% 43-0
ATR 20-6 20-6 0-0 -0.2% 0-0
Volume 4,027 5,393 1,366 33.9% 31,227
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 1337-6 1330-0 1299-6
R3 1322-2 1314-4 1295-4
R2 1306-6 1306-6 1294-1
R1 1299-0 1299-0 1292-5 1302-7
PP 1291-2 1291-2 1291-2 1293-2
S1 1283-4 1283-4 1289-7 1287-3
S2 1275-6 1275-6 1288-3
S3 1260-2 1268-0 1287-0
S4 1244-6 1252-4 1282-6
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 1336-6 1283-4 53-2 4.1% 22-1 1.7% 15% False True 5,368
10 1337-0 1283-4 53-4 4.1% 21-7 1.7% 14% False True 5,277
20 1337-0 1217-2 119-6 9.3% 21-0 1.6% 62% False False 5,094
40 1337-0 1194-2 142-6 11.1% 18-4 1.4% 68% False False 3,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3-6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1364-7
2.618 1339-5
1.618 1324-1
1.000 1314-4
0.618 1308-5
HIGH 1299-0
0.618 1293-1
0.500 1291-2
0.382 1289-3
LOW 1283-4
0.618 1273-7
1.000 1268-0
1.618 1258-3
2.618 1242-7
4.250 1217-5
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 1291-2 1303-2
PP 1291-2 1299-2
S1 1291-2 1295-2

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

View Archives - Comment on this page... - Back to Index of Symbols