CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1255-0 |
1273-0 |
18-0 |
1.4% |
1231-6 |
High |
1270-2 |
1302-0 |
31-6 |
2.5% |
1301-0 |
Low |
1255-0 |
1272-2 |
17-2 |
1.4% |
1231-6 |
Close |
1268-4 |
1291-2 |
22-6 |
1.8% |
1261-6 |
Range |
15-2 |
29-6 |
14-4 |
95.1% |
69-2 |
ATR |
22-1 |
22-7 |
0-7 |
3.7% |
0-0 |
Volume |
8,644 |
5,921 |
-2,723 |
-31.5% |
39,869 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1377-6 |
1364-2 |
1307-5 |
|
R3 |
1348-0 |
1334-4 |
1299-3 |
|
R2 |
1318-2 |
1318-2 |
1296-6 |
|
R1 |
1304-6 |
1304-6 |
1294-0 |
1311-4 |
PP |
1288-4 |
1288-4 |
1288-4 |
1291-7 |
S1 |
1275-0 |
1275-0 |
1288-4 |
1281-6 |
S2 |
1258-6 |
1258-6 |
1285-6 |
|
S3 |
1229-0 |
1245-2 |
1283-1 |
|
S4 |
1199-2 |
1215-4 |
1274-7 |
|
|
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 |
1302-0 |
1255-0 |
47-0 |
3.6% |
25-4 |
2.0% |
77% |
True |
False |
8,626 |
10 |
1302-0 |
1231-6 |
70-2 |
5.4% |
24-3 |
1.9% |
85% |
True |
False |
7,424 |
20 |
1322-6 |
1231-6 |
91-0 |
7.0% |
21-5 |
1.7% |
65% |
False |
False |
6,710 |
40 |
1337-0 |
1217-2 |
119-6 |
9.3% |
21-3 |
1.7% |
62% |
False |
False |
5,902 |
60 |
1337-0 |
1194-2 |
142-6 |
11.1% |
19-4 |
1.5% |
68% |
False |
False |
4,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1428-4 |
2.618 |
1379-7 |
1.618 |
1350-1 |
1.000 |
1331-6 |
0.618 |
1320-3 |
HIGH |
1302-0 |
0.618 |
1290-5 |
0.500 |
1287-1 |
0.382 |
1283-5 |
LOW |
1272-2 |
0.618 |
1253-7 |
1.000 |
1242-4 |
1.618 |
1224-1 |
2.618 |
1194-3 |
4.250 |
1145-6 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1289-7 |
1287-0 |
PP |
1288-4 |
1282-6 |
S1 |
1287-1 |
1278-4 |
|