CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1188-6 |
1174-0 |
-14-6 |
-1.2% |
1228-6 |
High |
1189-6 |
1181-6 |
-8-0 |
-0.7% |
1233-0 |
Low |
1172-0 |
1169-0 |
-3-0 |
-0.3% |
1181-6 |
Close |
1174-0 |
1172-2 |
-1-6 |
-0.1% |
1187-2 |
Range |
17-6 |
12-6 |
-5-0 |
-28.2% |
51-2 |
ATR |
23-1 |
22-3 |
-0-6 |
-3.2% |
0-0 |
Volume |
14,317 |
14,395 |
78 |
0.5% |
57,556 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1212-5 |
1205-1 |
1179-2 |
|
R3 |
1199-7 |
1192-3 |
1175-6 |
|
R2 |
1187-1 |
1187-1 |
1174-5 |
|
R1 |
1179-5 |
1179-5 |
1173-3 |
1177-0 |
PP |
1174-3 |
1174-3 |
1174-3 |
1173-0 |
S1 |
1166-7 |
1166-7 |
1171-1 |
1164-2 |
S2 |
1161-5 |
1161-5 |
1169-7 |
|
S3 |
1148-7 |
1154-1 |
1168-6 |
|
S4 |
1136-1 |
1141-3 |
1165-2 |
|
|
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 |
1215-2 |
1169-0 |
46-2 |
3.9% |
20-1 |
1.7% |
7% |
False |
True |
12,448 |
10 |
1262-4 |
1169-0 |
93-4 |
8.0% |
22-6 |
1.9% |
3% |
False |
True |
11,770 |
20 |
1302-0 |
1169-0 |
133-0 |
11.3% |
23-4 |
2.0% |
2% |
False |
True |
9,986 |
40 |
1336-6 |
1169-0 |
167-6 |
14.3% |
22-2 |
1.9% |
2% |
False |
True |
8,025 |
60 |
1337-0 |
1169-0 |
168-0 |
14.3% |
21-2 |
1.8% |
2% |
False |
True |
6,914 |
80 |
1337-0 |
1169-0 |
168-0 |
14.3% |
19-7 |
1.7% |
2% |
False |
True |
5,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1236-0 |
2.618 |
1215-1 |
1.618 |
1202-3 |
1.000 |
1194-4 |
0.618 |
1189-5 |
HIGH |
1181-6 |
0.618 |
1176-7 |
0.500 |
1175-3 |
0.382 |
1173-7 |
LOW |
1169-0 |
0.618 |
1161-1 |
1.000 |
1156-2 |
1.618 |
1148-3 |
2.618 |
1135-5 |
4.250 |
1114-6 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1175-3 |
1181-6 |
PP |
1174-3 |
1178-5 |
S1 |
1173-2 |
1175-3 |
|