CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1231-6 |
1260-2 |
28-4 |
2.3% |
1250-0 |
High |
1259-2 |
1291-6 |
32-4 |
2.6% |
1264-6 |
Low |
1231-6 |
1259-4 |
27-6 |
2.3% |
1233-0 |
Close |
1257-4 |
1281-4 |
24-0 |
1.9% |
1233-6 |
Range |
27-4 |
32-2 |
4-6 |
17.3% |
31-6 |
ATR |
20-2 |
21-2 |
1-0 |
4.9% |
0-0 |
Volume |
5,518 |
5,783 |
265 |
4.8% |
30,146 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1374-3 |
1360-1 |
1299-2 |
|
R3 |
1342-1 |
1327-7 |
1290-3 |
|
R2 |
1309-7 |
1309-7 |
1287-3 |
|
R1 |
1295-5 |
1295-5 |
1284-4 |
1302-6 |
PP |
1277-5 |
1277-5 |
1277-5 |
1281-1 |
S1 |
1263-3 |
1263-3 |
1278-4 |
1270-4 |
S2 |
1245-3 |
1245-3 |
1275-5 |
|
S3 |
1213-1 |
1231-1 |
1272-5 |
|
S4 |
1180-7 |
1198-7 |
1263-6 |
|
|
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 |
1291-6 |
1231-6 |
60-0 |
4.7% |
23-2 |
1.8% |
83% |
True |
False |
6,222 |
10 |
1291-6 |
1231-6 |
60-0 |
4.7% |
20-1 |
1.6% |
83% |
True |
False |
6,560 |
20 |
1336-6 |
1231-6 |
105-0 |
8.2% |
20-6 |
1.6% |
47% |
False |
False |
5,895 |
40 |
1337-0 |
1208-0 |
129-0 |
10.1% |
20-0 |
1.6% |
57% |
False |
False |
5,210 |
60 |
1337-0 |
1194-2 |
142-6 |
11.1% |
18-6 |
1.5% |
61% |
False |
False |
3,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1428-6 |
2.618 |
1376-1 |
1.618 |
1343-7 |
1.000 |
1324-0 |
0.618 |
1311-5 |
HIGH |
1291-6 |
0.618 |
1279-3 |
0.500 |
1275-5 |
0.382 |
1271-7 |
LOW |
1259-4 |
0.618 |
1239-5 |
1.000 |
1227-2 |
1.618 |
1207-3 |
2.618 |
1175-1 |
4.250 |
1122-4 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1279-4 |
1274-7 |
PP |
1277-5 |
1268-3 |
S1 |
1275-5 |
1261-6 |
|