CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1281-4 |
1289-6 |
8-2 |
0.6% |
1250-0 |
High |
1299-6 |
1298-0 |
-1-6 |
-0.1% |
1264-6 |
Low |
1280-0 |
1276-6 |
-3-2 |
-0.3% |
1233-0 |
Close |
1289-4 |
1295-0 |
5-4 |
0.4% |
1233-6 |
Range |
19-6 |
21-2 |
1-4 |
7.6% |
31-6 |
ATR |
21-1 |
21-1 |
0-0 |
0.0% |
0-0 |
Volume |
9,808 |
9,569 |
-239 |
-2.4% |
30,146 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1353-5 |
1345-5 |
1306-6 |
|
R3 |
1332-3 |
1324-3 |
1300-7 |
|
R2 |
1311-1 |
1311-1 |
1298-7 |
|
R1 |
1303-1 |
1303-1 |
1297-0 |
1307-1 |
PP |
1289-7 |
1289-7 |
1289-7 |
1292-0 |
S1 |
1281-7 |
1281-7 |
1293-0 |
1285-7 |
S2 |
1268-5 |
1268-5 |
1291-1 |
|
S3 |
1247-3 |
1260-5 |
1289-1 |
|
S4 |
1226-1 |
1239-3 |
1283-2 |
|
|
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% |
25-0 |
1.9% |
93% |
False |
False |
7,299 |
10 |
1299-6 |
1231-6 |
68-0 |
5.3% |
21-7 |
1.7% |
93% |
False |
False |
7,306 |
20 |
1323-0 |
1231-6 |
91-2 |
7.0% |
20-4 |
1.6% |
69% |
False |
False |
6,266 |
40 |
1337-0 |
1213-0 |
124-0 |
9.6% |
20-3 |
1.6% |
66% |
False |
False |
5,572 |
60 |
1337-0 |
1194-2 |
142-6 |
11.0% |
18-6 |
1.4% |
71% |
False |
False |
4,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1388-2 |
2.618 |
1353-5 |
1.618 |
1332-3 |
1.000 |
1319-2 |
0.618 |
1311-1 |
HIGH |
1298-0 |
0.618 |
1289-7 |
0.500 |
1287-3 |
0.382 |
1284-7 |
LOW |
1276-6 |
0.618 |
1263-5 |
1.000 |
1255-4 |
1.618 |
1242-3 |
2.618 |
1221-1 |
4.250 |
1186-4 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1292-4 |
1289-7 |
PP |
1289-7 |
1284-6 |
S1 |
1287-3 |
1279-5 |
|