CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1291-4 |
1302-4 |
11-0 |
0.9% |
1192-2 |
High |
1320-0 |
1307-2 |
-12-6 |
-1.0% |
1274-2 |
Low |
1287-4 |
1285-4 |
-2-0 |
-0.2% |
1189-0 |
Close |
1305-4 |
1288-4 |
-17-0 |
-1.3% |
1261-6 |
Range |
32-4 |
21-6 |
-10-6 |
-33.1% |
85-2 |
ATR |
25-0 |
24-6 |
-0-2 |
-0.9% |
0-0 |
Volume |
20,245 |
23,506 |
3,261 |
16.1% |
91,870 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1359-0 |
1345-4 |
1300-4 |
|
R3 |
1337-2 |
1323-6 |
1294-4 |
|
R2 |
1315-4 |
1315-4 |
1292-4 |
|
R1 |
1302-0 |
1302-0 |
1290-4 |
1297-7 |
PP |
1293-6 |
1293-6 |
1293-6 |
1291-6 |
S1 |
1280-2 |
1280-2 |
1286-4 |
1276-1 |
S2 |
1272-0 |
1272-0 |
1284-4 |
|
S3 |
1250-2 |
1258-4 |
1282-4 |
|
S4 |
1228-4 |
1236-6 |
1276-4 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1497-3 |
1464-7 |
1308-5 |
|
R3 |
1412-1 |
1379-5 |
1285-2 |
|
R2 |
1326-7 |
1326-7 |
1277-3 |
|
R1 |
1294-3 |
1294-3 |
1269-5 |
1310-5 |
PP |
1241-5 |
1241-5 |
1241-5 |
1249-6 |
S1 |
1209-1 |
1209-1 |
1253-7 |
1225-3 |
S2 |
1156-3 |
1156-3 |
1246-1 |
|
S3 |
1071-1 |
1123-7 |
1238-2 |
|
S4 |
985-7 |
1038-5 |
1214-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1320-0 |
1260-6 |
59-2 |
4.6% |
25-0 |
1.9% |
47% |
False |
False |
21,006 |
10 |
1320-0 |
1185-2 |
134-6 |
10.5% |
25-4 |
2.0% |
77% |
False |
False |
18,839 |
20 |
1320-0 |
1169-0 |
151-0 |
11.7% |
23-1 |
1.8% |
79% |
False |
False |
15,586 |
40 |
1320-0 |
1169-0 |
151-0 |
11.7% |
23-5 |
1.8% |
79% |
False |
False |
11,631 |
60 |
1337-0 |
1169-0 |
168-0 |
13.0% |
22-6 |
1.8% |
71% |
False |
False |
9,625 |
80 |
1337-0 |
1169-0 |
168-0 |
13.0% |
21-2 |
1.6% |
71% |
False |
False |
7,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1399-6 |
2.618 |
1364-2 |
1.618 |
1342-4 |
1.000 |
1329-0 |
0.618 |
1320-6 |
HIGH |
1307-2 |
0.618 |
1299-0 |
0.500 |
1296-3 |
0.382 |
1293-6 |
LOW |
1285-4 |
0.618 |
1272-0 |
1.000 |
1263-6 |
1.618 |
1250-2 |
2.618 |
1228-4 |
4.250 |
1193-0 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1296-3 |
1302-6 |
PP |
1293-6 |
1298-0 |
S1 |
1291-1 |
1293-2 |
|