CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1293-2 |
1280-0 |
-13-2 |
-1.0% |
1231-6 |
High |
1295-2 |
1287-2 |
-8-0 |
-0.6% |
1301-0 |
Low |
1280-2 |
1264-2 |
-16-0 |
-1.2% |
1231-6 |
Close |
1288-4 |
1271-0 |
-17-4 |
-1.4% |
1261-6 |
Range |
15-0 |
23-0 |
8-0 |
53.3% |
69-2 |
ATR |
22-3 |
22-4 |
0-1 |
0.6% |
0-0 |
Volume |
9,271 |
4,825 |
-4,446 |
-48.0% |
39,869 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1343-1 |
1330-1 |
1283-5 |
|
R3 |
1320-1 |
1307-1 |
1277-3 |
|
R2 |
1297-1 |
1297-1 |
1275-2 |
|
R1 |
1284-1 |
1284-1 |
1273-1 |
1279-1 |
PP |
1274-1 |
1274-1 |
1274-1 |
1271-6 |
S1 |
1261-1 |
1261-1 |
1268-7 |
1256-1 |
S2 |
1251-1 |
1251-1 |
1266-6 |
|
S3 |
1228-1 |
1238-1 |
1264-5 |
|
S4 |
1205-1 |
1215-1 |
1258-3 |
|
|
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 |
3.7% |
24-7 |
2.0% |
34% |
False |
False |
7,570 |
10 |
1302-0 |
1231-6 |
70-2 |
5.5% |
24-7 |
2.0% |
56% |
False |
False |
7,434 |
20 |
1311-0 |
1231-6 |
79-2 |
6.2% |
21-3 |
1.7% |
50% |
False |
False |
6,967 |
40 |
1337-0 |
1227-2 |
109-6 |
8.6% |
21-4 |
1.7% |
40% |
False |
False |
6,080 |
60 |
1337-0 |
1194-2 |
142-6 |
11.2% |
19-5 |
1.5% |
54% |
False |
False |
4,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1385-0 |
2.618 |
1347-4 |
1.618 |
1324-4 |
1.000 |
1310-2 |
0.618 |
1301-4 |
HIGH |
1287-2 |
0.618 |
1278-4 |
0.500 |
1275-6 |
0.382 |
1273-0 |
LOW |
1264-2 |
0.618 |
1250-0 |
1.000 |
1241-2 |
1.618 |
1227-0 |
2.618 |
1204-0 |
4.250 |
1166-4 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1275-6 |
1283-1 |
PP |
1274-1 |
1279-1 |
S1 |
1272-5 |
1275-0 |
|