CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1260-2 |
1281-4 |
21-2 |
1.7% |
1250-0 |
High |
1291-6 |
1299-6 |
8-0 |
0.6% |
1264-6 |
Low |
1259-4 |
1280-0 |
20-4 |
1.6% |
1233-0 |
Close |
1281-4 |
1289-4 |
8-0 |
0.6% |
1233-6 |
Range |
32-2 |
19-6 |
-12-4 |
-38.8% |
31-6 |
ATR |
21-2 |
21-1 |
-0-1 |
-0.5% |
0-0 |
Volume |
5,783 |
9,808 |
4,025 |
69.6% |
30,146 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1349-0 |
1339-0 |
1300-3 |
|
R3 |
1329-2 |
1319-2 |
1294-7 |
|
R2 |
1309-4 |
1309-4 |
1293-1 |
|
R1 |
1299-4 |
1299-4 |
1291-2 |
1304-4 |
PP |
1289-6 |
1289-6 |
1289-6 |
1292-2 |
S1 |
1279-6 |
1279-6 |
1287-6 |
1284-6 |
S2 |
1270-0 |
1270-0 |
1285-7 |
|
S3 |
1250-2 |
1260-0 |
1284-1 |
|
S4 |
1230-4 |
1240-2 |
1278-5 |
|
|
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 |
1299-6 |
1231-6 |
68-0 |
5.3% |
24-0 |
1.9% |
85% |
True |
False |
6,717 |
10 |
1299-6 |
1231-6 |
68-0 |
5.3% |
20-6 |
1.6% |
85% |
True |
False |
6,852 |
20 |
1336-6 |
1231-6 |
105-0 |
8.1% |
21-0 |
1.6% |
55% |
False |
False |
6,064 |
40 |
1337-0 |
1210-6 |
126-2 |
9.8% |
20-1 |
1.6% |
62% |
False |
False |
5,378 |
60 |
1337-0 |
1194-2 |
142-6 |
11.1% |
18-6 |
1.5% |
67% |
False |
False |
4,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1383-6 |
2.618 |
1351-4 |
1.618 |
1331-6 |
1.000 |
1319-4 |
0.618 |
1312-0 |
HIGH |
1299-6 |
0.618 |
1292-2 |
0.500 |
1289-7 |
0.382 |
1287-4 |
LOW |
1280-0 |
0.618 |
1267-6 |
1.000 |
1260-2 |
1.618 |
1248-0 |
2.618 |
1228-2 |
4.250 |
1196-0 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1289-7 |
1281-5 |
PP |
1289-6 |
1273-5 |
S1 |
1289-5 |
1265-6 |
|