CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1256-4 |
1231-6 |
-24-6 |
-2.0% |
1250-0 |
High |
1257-2 |
1259-2 |
2-0 |
0.2% |
1264-6 |
Low |
1233-0 |
1231-6 |
-1-2 |
-0.1% |
1233-0 |
Close |
1233-6 |
1257-4 |
23-6 |
1.9% |
1233-6 |
Range |
24-2 |
27-4 |
3-2 |
13.4% |
31-6 |
ATR |
19-6 |
20-2 |
0-4 |
2.8% |
0-0 |
Volume |
5,819 |
5,518 |
-301 |
-5.2% |
30,146 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1332-0 |
1322-2 |
1272-5 |
|
R3 |
1304-4 |
1294-6 |
1265-0 |
|
R2 |
1277-0 |
1277-0 |
1262-4 |
|
R1 |
1267-2 |
1267-2 |
1260-0 |
1272-1 |
PP |
1249-4 |
1249-4 |
1249-4 |
1252-0 |
S1 |
1239-6 |
1239-6 |
1255-0 |
1244-5 |
S2 |
1222-0 |
1222-0 |
1252-4 |
|
S3 |
1194-4 |
1212-2 |
1250-0 |
|
S4 |
1167-0 |
1184-6 |
1242-3 |
|
|
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 |
1264-6 |
1231-6 |
33-0 |
2.6% |
20-4 |
1.6% |
78% |
False |
True |
7,132 |
10 |
1288-0 |
1231-6 |
56-2 |
4.5% |
18-7 |
1.5% |
46% |
False |
True |
6,544 |
20 |
1336-6 |
1231-6 |
105-0 |
8.3% |
20-2 |
1.6% |
25% |
False |
True |
6,095 |
40 |
1337-0 |
1207-6 |
129-2 |
10.3% |
19-7 |
1.6% |
38% |
False |
False |
5,115 |
60 |
1337-0 |
1194-2 |
142-6 |
11.4% |
18-3 |
1.5% |
44% |
False |
False |
3,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1376-1 |
2.618 |
1331-2 |
1.618 |
1303-6 |
1.000 |
1286-6 |
0.618 |
1276-2 |
HIGH |
1259-2 |
0.618 |
1248-6 |
0.500 |
1245-4 |
0.382 |
1242-2 |
LOW |
1231-6 |
0.618 |
1214-6 |
1.000 |
1204-2 |
1.618 |
1187-2 |
2.618 |
1159-6 |
4.250 |
1114-7 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1253-4 |
1254-3 |
PP |
1249-4 |
1251-3 |
S1 |
1245-4 |
1248-2 |
|