CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1227-2 |
1228-6 |
1-4 |
0.1% |
1281-4 |
High |
1236-4 |
1233-0 |
-3-4 |
-0.3% |
1300-0 |
Low |
1213-4 |
1214-4 |
1-0 |
0.1% |
1213-4 |
Close |
1233-6 |
1225-4 |
-8-2 |
-0.7% |
1233-6 |
Range |
23-0 |
18-4 |
-4-4 |
-19.6% |
86-4 |
ATR |
24-2 |
23-7 |
-0-3 |
-1.5% |
0-0 |
Volume |
14,357 |
13,538 |
-819 |
-5.7% |
50,593 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1279-7 |
1271-1 |
1235-5 |
|
R3 |
1261-3 |
1252-5 |
1230-5 |
|
R2 |
1242-7 |
1242-7 |
1228-7 |
|
R1 |
1234-1 |
1234-1 |
1227-2 |
1229-2 |
PP |
1224-3 |
1224-3 |
1224-3 |
1221-7 |
S1 |
1215-5 |
1215-5 |
1223-6 |
1210-6 |
S2 |
1205-7 |
1205-7 |
1222-1 |
|
S3 |
1187-3 |
1197-1 |
1220-3 |
|
S4 |
1168-7 |
1178-5 |
1215-3 |
|
|
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 |
7.1% |
27-4 |
2.2% |
14% |
False |
False |
11,393 |
10 |
1302-0 |
1213-4 |
88-4 |
7.2% |
25-0 |
2.0% |
14% |
False |
False |
9,054 |
20 |
1302-0 |
1213-4 |
88-4 |
7.2% |
24-1 |
2.0% |
14% |
False |
False |
8,460 |
40 |
1337-0 |
1213-4 |
123-4 |
10.1% |
22-4 |
1.8% |
10% |
False |
False |
7,076 |
60 |
1337-0 |
1207-6 |
129-2 |
10.5% |
20-6 |
1.7% |
14% |
False |
False |
5,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1311-5 |
2.618 |
1281-3 |
1.618 |
1262-7 |
1.000 |
1251-4 |
0.618 |
1244-3 |
HIGH |
1233-0 |
0.618 |
1225-7 |
0.500 |
1223-6 |
0.382 |
1221-5 |
LOW |
1214-4 |
0.618 |
1203-1 |
1.000 |
1196-0 |
1.618 |
1184-5 |
2.618 |
1166-1 |
4.250 |
1135-7 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1224-7 |
1238-0 |
PP |
1224-3 |
1233-7 |
S1 |
1223-6 |
1229-5 |
|