CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1257-2 |
1227-2 |
-30-0 |
-2.4% |
1281-4 |
High |
1262-4 |
1236-4 |
-26-0 |
-2.1% |
1300-0 |
Low |
1220-0 |
1213-4 |
-6-4 |
-0.5% |
1213-4 |
Close |
1229-0 |
1233-6 |
4-6 |
0.4% |
1233-6 |
Range |
42-4 |
23-0 |
-19-4 |
-45.9% |
86-4 |
ATR |
24-3 |
24-2 |
-0-1 |
-0.4% |
0-0 |
Volume |
8,033 |
14,357 |
6,324 |
78.7% |
50,593 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1296-7 |
1288-3 |
1246-3 |
|
R3 |
1273-7 |
1265-3 |
1240-1 |
|
R2 |
1250-7 |
1250-7 |
1238-0 |
|
R1 |
1242-3 |
1242-3 |
1235-7 |
1246-5 |
PP |
1227-7 |
1227-7 |
1227-7 |
1230-0 |
S1 |
1219-3 |
1219-3 |
1231-5 |
1223-5 |
S2 |
1204-7 |
1204-7 |
1229-4 |
|
S3 |
1181-7 |
1196-3 |
1227-3 |
|
S4 |
1158-7 |
1173-3 |
1221-1 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1508-5 |
1457-5 |
1281-3 |
|
R3 |
1422-1 |
1371-1 |
1257-4 |
|
R2 |
1335-5 |
1335-5 |
1249-5 |
|
R1 |
1284-5 |
1284-5 |
1241-5 |
1266-7 |
PP |
1249-1 |
1249-1 |
1249-1 |
1240-2 |
S1 |
1198-1 |
1198-1 |
1225-7 |
1180-3 |
S2 |
1162-5 |
1162-5 |
1217-7 |
|
S3 |
1076-1 |
1111-5 |
1210-0 |
|
S4 |
989-5 |
1025-1 |
1186-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1300-0 |
1213-4 |
86-4 |
7.0% |
29-2 |
2.4% |
23% |
False |
True |
10,118 |
10 |
1302-0 |
1213-4 |
88-4 |
7.2% |
24-5 |
2.0% |
23% |
False |
True |
8,565 |
20 |
1302-0 |
1213-4 |
88-4 |
7.2% |
24-5 |
2.0% |
23% |
False |
True |
8,057 |
40 |
1337-0 |
1213-4 |
123-4 |
10.0% |
22-6 |
1.8% |
16% |
False |
True |
6,888 |
60 |
1337-0 |
1207-6 |
129-2 |
10.5% |
20-5 |
1.7% |
20% |
False |
False |
5,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1334-2 |
2.618 |
1296-6 |
1.618 |
1273-6 |
1.000 |
1259-4 |
0.618 |
1250-6 |
HIGH |
1236-4 |
0.618 |
1227-6 |
0.500 |
1225-0 |
0.382 |
1222-2 |
LOW |
1213-4 |
0.618 |
1199-2 |
1.000 |
1190-4 |
1.618 |
1176-2 |
2.618 |
1153-2 |
4.250 |
1115-6 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1230-7 |
1244-0 |
PP |
1227-7 |
1240-5 |
S1 |
1225-0 |
1237-1 |
|