CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1272-4 |
1281-4 |
9-0 |
0.7% |
1255-0 |
High |
1283-4 |
1298-2 |
14-6 |
1.1% |
1302-0 |
Low |
1266-4 |
1270-6 |
4-2 |
0.3% |
1255-0 |
Close |
1279-2 |
1292-4 |
13-2 |
1.0% |
1279-2 |
Range |
17-0 |
27-4 |
10-4 |
61.8% |
47-0 |
ATR |
22-1 |
22-4 |
0-3 |
1.8% |
0-0 |
Volume |
6,398 |
7,163 |
765 |
12.0% |
35,059 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1369-5 |
1358-5 |
1307-5 |
|
R3 |
1342-1 |
1331-1 |
1300-0 |
|
R2 |
1314-5 |
1314-5 |
1297-4 |
|
R1 |
1303-5 |
1303-5 |
1295-0 |
1309-1 |
PP |
1287-1 |
1287-1 |
1287-1 |
1290-0 |
S1 |
1276-1 |
1276-1 |
1290-0 |
1281-5 |
S2 |
1259-5 |
1259-5 |
1287-4 |
|
S3 |
1232-1 |
1248-5 |
1285-0 |
|
S4 |
1204-5 |
1221-1 |
1277-3 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1419-6 |
1396-4 |
1305-1 |
|
R3 |
1372-6 |
1349-4 |
1292-1 |
|
R2 |
1325-6 |
1325-6 |
1287-7 |
|
R1 |
1302-4 |
1302-4 |
1283-4 |
1314-1 |
PP |
1278-6 |
1278-6 |
1278-6 |
1284-4 |
S1 |
1255-4 |
1255-4 |
1275-0 |
1267-1 |
S2 |
1231-6 |
1231-6 |
1270-5 |
|
S3 |
1184-6 |
1208-4 |
1266-3 |
|
S4 |
1137-6 |
1161-4 |
1253-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1302-0 |
1264-2 |
37-6 |
2.9% |
22-4 |
1.7% |
75% |
False |
False |
6,715 |
10 |
1302-0 |
1255-0 |
47-0 |
3.6% |
24-2 |
1.9% |
80% |
False |
False |
7,657 |
20 |
1302-0 |
1231-6 |
70-2 |
5.4% |
21-4 |
1.7% |
86% |
False |
False |
7,100 |
40 |
1337-0 |
1231-6 |
105-2 |
8.1% |
21-6 |
1.7% |
58% |
False |
False |
6,255 |
60 |
1337-0 |
1204-6 |
132-2 |
10.2% |
20-0 |
1.5% |
66% |
False |
False |
4,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1415-1 |
2.618 |
1370-2 |
1.618 |
1342-6 |
1.000 |
1325-6 |
0.618 |
1315-2 |
HIGH |
1298-2 |
0.618 |
1287-6 |
0.500 |
1284-4 |
0.382 |
1281-2 |
LOW |
1270-6 |
0.618 |
1253-6 |
1.000 |
1243-2 |
1.618 |
1226-2 |
2.618 |
1198-6 |
4.250 |
1153-7 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1289-7 |
1288-6 |
PP |
1287-1 |
1285-0 |
S1 |
1284-4 |
1281-2 |
|