CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1198-4 |
1186-0 |
-12-4 |
-1.0% |
1228-6 |
High |
1213-2 |
1194-4 |
-18-6 |
-1.5% |
1233-0 |
Low |
1181-6 |
1176-4 |
-5-2 |
-0.4% |
1181-6 |
Close |
1187-2 |
1190-0 |
2-6 |
0.2% |
1187-2 |
Range |
31-4 |
18-0 |
-13-4 |
-42.9% |
51-2 |
ATR |
23-7 |
23-4 |
-0-3 |
-1.8% |
0-0 |
Volume |
16,677 |
9,045 |
-7,632 |
-45.8% |
57,556 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1241-0 |
1233-4 |
1199-7 |
|
R3 |
1223-0 |
1215-4 |
1195-0 |
|
R2 |
1205-0 |
1205-0 |
1193-2 |
|
R1 |
1197-4 |
1197-4 |
1191-5 |
1201-2 |
PP |
1187-0 |
1187-0 |
1187-0 |
1188-7 |
S1 |
1179-4 |
1179-4 |
1188-3 |
1183-2 |
S2 |
1169-0 |
1169-0 |
1186-6 |
|
S3 |
1151-0 |
1161-4 |
1185-0 |
|
S4 |
1133-0 |
1143-4 |
1180-1 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1354-3 |
1322-1 |
1215-4 |
|
R3 |
1303-1 |
1270-7 |
1201-3 |
|
R2 |
1251-7 |
1251-7 |
1196-5 |
|
R1 |
1219-5 |
1219-5 |
1192-0 |
1210-1 |
PP |
1200-5 |
1200-5 |
1200-5 |
1196-0 |
S1 |
1168-3 |
1168-3 |
1182-4 |
1158-7 |
S2 |
1149-3 |
1149-3 |
1177-7 |
|
S3 |
1098-1 |
1117-1 |
1173-1 |
|
S4 |
1046-7 |
1065-7 |
1159-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1229-6 |
1176-4 |
53-2 |
4.5% |
22-4 |
1.9% |
25% |
False |
True |
10,612 |
10 |
1300-0 |
1176-4 |
123-4 |
10.4% |
25-0 |
2.1% |
11% |
False |
True |
11,003 |
20 |
1302-0 |
1176-4 |
125-4 |
10.5% |
24-5 |
2.1% |
11% |
False |
True |
9,330 |
40 |
1336-6 |
1176-4 |
160-2 |
13.5% |
22-4 |
1.9% |
8% |
False |
True |
7,712 |
60 |
1337-0 |
1176-4 |
160-4 |
13.5% |
21-3 |
1.8% |
8% |
False |
True |
6,520 |
80 |
1337-0 |
1176-4 |
160-4 |
13.5% |
19-7 |
1.7% |
8% |
False |
True |
5,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1271-0 |
2.618 |
1241-5 |
1.618 |
1223-5 |
1.000 |
1212-4 |
0.618 |
1205-5 |
HIGH |
1194-4 |
0.618 |
1187-5 |
0.500 |
1185-4 |
0.382 |
1183-3 |
LOW |
1176-4 |
0.618 |
1165-3 |
1.000 |
1158-4 |
1.618 |
1147-3 |
2.618 |
1129-3 |
4.250 |
1100-0 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1188-4 |
1195-7 |
PP |
1187-0 |
1193-7 |
S1 |
1185-4 |
1192-0 |
|