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
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 6-5
Narrowest range in 4 trading days
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

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

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