CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1186-0 |
1188-6 |
2-6 |
0.2% |
1228-6 |
High |
1194-4 |
1189-6 |
-4-6 |
-0.4% |
1233-0 |
Low |
1176-4 |
1172-0 |
-4-4 |
-0.4% |
1181-6 |
Close |
1190-0 |
1174-0 |
-16-0 |
-1.3% |
1187-2 |
Range |
18-0 |
17-6 |
-0-2 |
-1.4% |
51-2 |
ATR |
23-4 |
23-1 |
-0-3 |
-1.7% |
0-0 |
Volume |
9,045 |
14,317 |
5,272 |
58.3% |
57,556 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1231-7 |
1220-5 |
1183-6 |
|
R3 |
1214-1 |
1202-7 |
1178-7 |
|
R2 |
1196-3 |
1196-3 |
1177-2 |
|
R1 |
1185-1 |
1185-1 |
1175-5 |
1181-7 |
PP |
1178-5 |
1178-5 |
1178-5 |
1177-0 |
S1 |
1167-3 |
1167-3 |
1172-3 |
1164-1 |
S2 |
1160-7 |
1160-7 |
1170-6 |
|
S3 |
1143-1 |
1149-5 |
1169-1 |
|
S4 |
1125-3 |
1131-7 |
1164-2 |
|
|
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 |
1216-4 |
1172-0 |
44-4 |
3.8% |
21-0 |
1.8% |
4% |
False |
True |
11,825 |
10 |
1274-4 |
1172-0 |
102-4 |
8.7% |
23-1 |
2.0% |
2% |
False |
True |
11,314 |
20 |
1302-0 |
1172-0 |
130-0 |
11.1% |
23-7 |
2.0% |
2% |
False |
True |
9,756 |
40 |
1336-6 |
1172-0 |
164-6 |
14.0% |
22-3 |
1.9% |
1% |
False |
True |
7,826 |
60 |
1337-0 |
1172-0 |
165-0 |
14.1% |
21-3 |
1.8% |
1% |
False |
True |
6,725 |
80 |
1337-0 |
1172-0 |
165-0 |
14.1% |
20-0 |
1.7% |
1% |
False |
True |
5,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1265-2 |
2.618 |
1236-2 |
1.618 |
1218-4 |
1.000 |
1207-4 |
0.618 |
1200-6 |
HIGH |
1189-6 |
0.618 |
1183-0 |
0.500 |
1180-7 |
0.382 |
1178-6 |
LOW |
1172-0 |
0.618 |
1161-0 |
1.000 |
1154-2 |
1.618 |
1143-2 |
2.618 |
1125-4 |
4.250 |
1096-4 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1180-7 |
1192-5 |
PP |
1178-5 |
1186-3 |
S1 |
1176-2 |
1180-2 |
|