CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1249-0 |
1256-4 |
7-4 |
0.6% |
1250-0 |
High |
1264-6 |
1257-2 |
-7-4 |
-0.6% |
1264-6 |
Low |
1248-4 |
1233-0 |
-15-4 |
-1.2% |
1233-0 |
Close |
1256-4 |
1233-6 |
-22-6 |
-1.8% |
1233-6 |
Range |
16-2 |
24-2 |
8-0 |
49.2% |
31-6 |
ATR |
19-3 |
19-6 |
0-3 |
1.8% |
0-0 |
Volume |
6,658 |
5,819 |
-839 |
-12.6% |
30,146 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1314-1 |
1298-1 |
1247-1 |
|
R3 |
1289-7 |
1273-7 |
1240-3 |
|
R2 |
1265-5 |
1265-5 |
1238-2 |
|
R1 |
1249-5 |
1249-5 |
1236-0 |
1245-4 |
PP |
1241-3 |
1241-3 |
1241-3 |
1239-2 |
S1 |
1225-3 |
1225-3 |
1231-4 |
1221-2 |
S2 |
1217-1 |
1217-1 |
1229-2 |
|
S3 |
1192-7 |
1201-1 |
1227-1 |
|
S4 |
1168-5 |
1176-7 |
1220-3 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1339-1 |
1318-1 |
1251-2 |
|
R3 |
1307-3 |
1286-3 |
1242-4 |
|
R2 |
1275-5 |
1275-5 |
1239-5 |
|
R1 |
1254-5 |
1254-5 |
1236-5 |
1249-2 |
PP |
1243-7 |
1243-7 |
1243-7 |
1241-1 |
S1 |
1222-7 |
1222-7 |
1230-7 |
1217-4 |
S2 |
1212-1 |
1212-1 |
1227-7 |
|
S3 |
1180-3 |
1191-1 |
1225-0 |
|
S4 |
1148-5 |
1159-3 |
1216-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1284-0 |
1233-0 |
51-0 |
4.1% |
20-6 |
1.7% |
1% |
False |
True |
7,125 |
10 |
1288-2 |
1233-0 |
55-2 |
4.5% |
17-6 |
1.4% |
1% |
False |
True |
6,540 |
20 |
1337-0 |
1233-0 |
104-0 |
8.4% |
20-2 |
1.6% |
1% |
False |
True |
6,045 |
40 |
1337-0 |
1207-6 |
129-2 |
10.5% |
19-3 |
1.6% |
20% |
False |
False |
5,056 |
60 |
1337-0 |
1194-2 |
142-6 |
11.6% |
18-0 |
1.5% |
28% |
False |
False |
3,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1360-2 |
2.618 |
1320-6 |
1.618 |
1296-4 |
1.000 |
1281-4 |
0.618 |
1272-2 |
HIGH |
1257-2 |
0.618 |
1248-0 |
0.500 |
1245-1 |
0.382 |
1242-2 |
LOW |
1233-0 |
0.618 |
1218-0 |
1.000 |
1208-6 |
1.618 |
1193-6 |
2.618 |
1169-4 |
4.250 |
1130-0 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1245-1 |
1248-7 |
PP |
1241-3 |
1243-7 |
S1 |
1237-4 |
1238-6 |
|