CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1289-6 |
1296-0 |
6-2 |
0.5% |
1231-6 |
High |
1298-0 |
1301-0 |
3-0 |
0.2% |
1301-0 |
Low |
1276-6 |
1259-6 |
-17-0 |
-1.3% |
1231-6 |
Close |
1295-0 |
1261-6 |
-33-2 |
-2.6% |
1261-6 |
Range |
21-2 |
41-2 |
20-0 |
94.1% |
69-2 |
ATR |
21-1 |
22-5 |
1-3 |
6.8% |
0-0 |
Volume |
9,569 |
9,191 |
-378 |
-4.0% |
39,869 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1397-7 |
1371-1 |
1284-4 |
|
R3 |
1356-5 |
1329-7 |
1273-1 |
|
R2 |
1315-3 |
1315-3 |
1269-2 |
|
R1 |
1288-5 |
1288-5 |
1265-4 |
1281-3 |
PP |
1274-1 |
1274-1 |
1274-1 |
1270-4 |
S1 |
1247-3 |
1247-3 |
1258-0 |
1240-1 |
S2 |
1232-7 |
1232-7 |
1254-2 |
|
S3 |
1191-5 |
1206-1 |
1250-3 |
|
S4 |
1150-3 |
1164-7 |
1239-0 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1472-5 |
1436-3 |
1299-7 |
|
R3 |
1403-3 |
1367-1 |
1280-6 |
|
R2 |
1334-1 |
1334-1 |
1274-4 |
|
R1 |
1297-7 |
1297-7 |
1268-1 |
1316-0 |
PP |
1264-7 |
1264-7 |
1264-7 |
1273-7 |
S1 |
1228-5 |
1228-5 |
1255-3 |
1246-6 |
S2 |
1195-5 |
1195-5 |
1249-0 |
|
S3 |
1126-3 |
1159-3 |
1242-6 |
|
S4 |
1057-1 |
1090-1 |
1223-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1301-0 |
1231-6 |
69-2 |
5.5% |
28-3 |
2.3% |
43% |
True |
False |
7,973 |
10 |
1301-0 |
1231-6 |
69-2 |
5.5% |
24-5 |
1.9% |
43% |
True |
False |
7,549 |
20 |
1322-6 |
1231-6 |
91-0 |
7.2% |
21-1 |
1.7% |
33% |
False |
False |
6,452 |
40 |
1337-0 |
1213-2 |
123-6 |
9.8% |
21-0 |
1.7% |
39% |
False |
False |
5,676 |
60 |
1337-0 |
1194-2 |
142-6 |
11.3% |
19-2 |
1.5% |
47% |
False |
False |
4,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1476-2 |
2.618 |
1409-0 |
1.618 |
1367-6 |
1.000 |
1342-2 |
0.618 |
1326-4 |
HIGH |
1301-0 |
0.618 |
1285-2 |
0.500 |
1280-3 |
0.382 |
1275-4 |
LOW |
1259-6 |
0.618 |
1234-2 |
1.000 |
1218-4 |
1.618 |
1193-0 |
2.618 |
1151-6 |
4.250 |
1084-4 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1280-3 |
1280-3 |
PP |
1274-1 |
1274-1 |
S1 |
1268-0 |
1268-0 |
|