CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 25-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1263-6 |
1257-2 |
-6-4 |
-0.5% |
1255-0 |
High |
1274-4 |
1262-4 |
-12-0 |
-0.9% |
1302-0 |
Low |
1257-4 |
1220-0 |
-37-4 |
-3.0% |
1255-0 |
Close |
1261-0 |
1229-0 |
-32-0 |
-2.5% |
1279-2 |
Range |
17-0 |
42-4 |
25-4 |
150.0% |
47-0 |
ATR |
23-0 |
24-3 |
1-3 |
6.1% |
0-0 |
Volume |
9,837 |
8,033 |
-1,804 |
-18.3% |
35,059 |
|
Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1364-5 |
1339-3 |
1252-3 |
|
R3 |
1322-1 |
1296-7 |
1240-6 |
|
R2 |
1279-5 |
1279-5 |
1236-6 |
|
R1 |
1254-3 |
1254-3 |
1232-7 |
1245-6 |
PP |
1237-1 |
1237-1 |
1237-1 |
1232-7 |
S1 |
1211-7 |
1211-7 |
1225-1 |
1203-2 |
S2 |
1194-5 |
1194-5 |
1221-2 |
|
S3 |
1152-1 |
1169-3 |
1217-2 |
|
S4 |
1109-5 |
1126-7 |
1205-5 |
|
|
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 |
1300-0 |
1220-0 |
80-0 |
6.5% |
28-1 |
2.3% |
11% |
False |
True |
8,526 |
10 |
1302-0 |
1220-0 |
82-0 |
6.7% |
26-4 |
2.2% |
11% |
False |
True |
8,048 |
20 |
1302-0 |
1220-0 |
82-0 |
6.7% |
24-1 |
2.0% |
11% |
False |
True |
7,677 |
40 |
1337-0 |
1220-0 |
117-0 |
9.5% |
22-4 |
1.8% |
8% |
False |
True |
6,645 |
60 |
1337-0 |
1207-6 |
129-2 |
10.5% |
20-5 |
1.7% |
16% |
False |
False |
5,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1443-1 |
2.618 |
1373-6 |
1.618 |
1331-2 |
1.000 |
1305-0 |
0.618 |
1288-6 |
HIGH |
1262-4 |
0.618 |
1246-2 |
0.500 |
1241-2 |
0.382 |
1236-2 |
LOW |
1220-0 |
0.618 |
1193-6 |
1.000 |
1177-4 |
1.618 |
1151-2 |
2.618 |
1108-6 |
4.250 |
1039-3 |
|
|
Fisher Pivots for day following 25-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1241-2 |
1260-0 |
PP |
1237-1 |
1249-5 |
S1 |
1233-1 |
1239-3 |
|