CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 1228-6 1227-4 -1-2 -0.1% 1281-4
High 1233-0 1229-6 -3-2 -0.3% 1300-0
Low 1214-4 1204-6 -9-6 -0.8% 1213-4
Close 1225-4 1208-0 -17-4 -1.4% 1233-6
Range 18-4 25-0 6-4 35.1% 86-4
ATR 23-7 24-0 0-1 0.3% 0-0
Volume 13,538 8,253 -5,285 -39.0% 50,593
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 1289-1 1273-5 1221-6
R3 1264-1 1248-5 1214-7
R2 1239-1 1239-1 1212-5
R1 1223-5 1223-5 1210-2 1218-7
PP 1214-1 1214-1 1214-1 1211-6
S1 1198-5 1198-5 1205-6 1193-7
S2 1189-1 1189-1 1203-3
S3 1164-1 1173-5 1201-1
S4 1139-1 1148-5 1194-2
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 1274-4 1204-6 69-6 5.8% 25-2 2.1% 5% False True 10,803
10 1300-0 1204-6 95-2 7.9% 24-4 2.0% 3% False True 9,287
20 1302-0 1204-6 97-2 8.1% 24-3 2.0% 3% False True 8,356
40 1337-0 1204-6 132-2 10.9% 22-3 1.9% 2% False True 6,996
60 1337-0 1204-6 132-2 10.9% 20-7 1.7% 2% False True 5,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1336-0
2.618 1295-2
1.618 1270-2
1.000 1254-6
0.618 1245-2
HIGH 1229-6
0.618 1220-2
0.500 1217-2
0.382 1214-2
LOW 1204-6
0.618 1189-2
1.000 1179-6
1.618 1164-2
2.618 1139-2
4.250 1098-4
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 1217-2 1220-5
PP 1214-1 1216-3
S1 1211-1 1212-2

These figures are updated between 7pm and 10pm EST after a trading day.

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