CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 1207-0 1208-6 1-6 0.1% 1281-4
High 1216-4 1215-2 -1-2 -0.1% 1300-0
Low 1199-0 1194-6 -4-2 -0.4% 1213-4
Close 1211-0 1198-0 -13-0 -1.1% 1233-6
Range 17-4 20-4 3-0 17.1% 86-4
ATR 23-4 23-3 -0-2 -0.9% 0-0
Volume 11,278 7,810 -3,468 -30.8% 50,593
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 1264-1 1251-5 1209-2
R3 1243-5 1231-1 1203-5
R2 1223-1 1223-1 1201-6
R1 1210-5 1210-5 1199-7 1206-5
PP 1202-5 1202-5 1202-5 1200-6
S1 1190-1 1190-1 1196-1 1186-1
S2 1182-1 1182-1 1194-2
S3 1161-5 1169-5 1192-3
S4 1141-1 1149-1 1186-6
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 1236-4 1194-6 41-6 3.5% 20-7 1.7% 8% False True 11,047
10 1300-0 1194-6 105-2 8.8% 24-4 2.0% 3% False True 9,787
20 1302-0 1194-6 107-2 9.0% 24-6 2.1% 3% False True 8,610
40 1337-0 1194-6 142-2 11.9% 22-3 1.9% 2% False True 7,244
60 1337-0 1194-6 142-2 11.9% 21-0 1.8% 2% False True 6,180
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1302-3
2.618 1268-7
1.618 1248-3
1.000 1235-6
0.618 1227-7
HIGH 1215-2
0.618 1207-3
0.500 1205-0
0.382 1202-5
LOW 1194-6
0.618 1182-1
1.000 1174-2
1.618 1161-5
2.618 1141-1
4.250 1107-5
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 1205-0 1212-2
PP 1202-5 1207-4
S1 1200-3 1202-6

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

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