CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1273-0 |
1293-2 |
20-2 |
1.6% |
1231-6 |
High |
1302-0 |
1295-2 |
-6-6 |
-0.5% |
1301-0 |
Low |
1272-2 |
1280-2 |
8-0 |
0.6% |
1231-6 |
Close |
1291-2 |
1288-4 |
-2-6 |
-0.2% |
1261-6 |
Range |
29-6 |
15-0 |
-14-6 |
-49.6% |
69-2 |
ATR |
22-7 |
22-3 |
-0-5 |
-2.5% |
0-0 |
Volume |
5,921 |
9,271 |
3,350 |
56.6% |
39,869 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1333-0 |
1325-6 |
1296-6 |
|
R3 |
1318-0 |
1310-6 |
1292-5 |
|
R2 |
1303-0 |
1303-0 |
1291-2 |
|
R1 |
1295-6 |
1295-6 |
1289-7 |
1291-7 |
PP |
1288-0 |
1288-0 |
1288-0 |
1286-0 |
S1 |
1280-6 |
1280-6 |
1287-1 |
1276-7 |
S2 |
1273-0 |
1273-0 |
1285-6 |
|
S3 |
1258-0 |
1265-6 |
1284-3 |
|
S4 |
1243-0 |
1250-6 |
1280-2 |
|
|
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% |
24-4 |
1.9% |
71% |
False |
False |
8,519 |
10 |
1302-0 |
1231-6 |
70-2 |
5.5% |
24-2 |
1.9% |
81% |
False |
False |
7,618 |
20 |
1322-6 |
1231-6 |
91-0 |
7.1% |
21-6 |
1.7% |
62% |
False |
False |
6,946 |
40 |
1337-0 |
1221-4 |
115-4 |
9.0% |
21-2 |
1.7% |
58% |
False |
False |
6,063 |
60 |
1337-0 |
1194-2 |
142-6 |
11.1% |
19-4 |
1.5% |
66% |
False |
False |
4,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1359-0 |
2.618 |
1334-4 |
1.618 |
1319-4 |
1.000 |
1310-2 |
0.618 |
1304-4 |
HIGH |
1295-2 |
0.618 |
1289-4 |
0.500 |
1287-6 |
0.382 |
1286-0 |
LOW |
1280-2 |
0.618 |
1271-0 |
1.000 |
1265-2 |
1.618 |
1256-0 |
2.618 |
1241-0 |
4.250 |
1216-4 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1288-2 |
1285-1 |
PP |
1288-0 |
1281-7 |
S1 |
1287-6 |
1278-4 |
|