CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1384-0 |
1352-4 |
-31-4 |
-2.3% |
1344-6 |
High |
1385-0 |
1365-0 |
-20-0 |
-1.4% |
1406-0 |
Low |
1340-2 |
1333-4 |
-6-6 |
-0.5% |
1343-4 |
Close |
1351-0 |
1364-2 |
13-2 |
1.0% |
1354-6 |
Range |
44-6 |
31-4 |
-13-2 |
-29.6% |
62-4 |
ATR |
31-2 |
31-3 |
0-0 |
0.0% |
0-0 |
Volume |
25,304 |
26,249 |
945 |
3.7% |
139,220 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1448-6 |
1438-0 |
1381-5 |
|
R3 |
1417-2 |
1406-4 |
1372-7 |
|
R2 |
1385-6 |
1385-6 |
1370-0 |
|
R1 |
1375-0 |
1375-0 |
1367-1 |
1380-3 |
PP |
1354-2 |
1354-2 |
1354-2 |
1357-0 |
S1 |
1343-4 |
1343-4 |
1361-3 |
1348-7 |
S2 |
1322-6 |
1322-6 |
1358-4 |
|
S3 |
1291-2 |
1312-0 |
1355-5 |
|
S4 |
1259-6 |
1280-4 |
1346-7 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1555-5 |
1517-5 |
1389-1 |
|
R3 |
1493-1 |
1455-1 |
1372-0 |
|
R2 |
1430-5 |
1430-5 |
1366-2 |
|
R1 |
1392-5 |
1392-5 |
1360-4 |
1411-5 |
PP |
1368-1 |
1368-1 |
1368-1 |
1377-4 |
S1 |
1330-1 |
1330-1 |
1349-0 |
1349-1 |
S2 |
1305-5 |
1305-5 |
1343-2 |
|
S3 |
1243-1 |
1267-5 |
1337-4 |
|
S4 |
1180-5 |
1205-1 |
1320-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1403-4 |
1333-4 |
70-0 |
5.1% |
29-7 |
2.2% |
44% |
False |
True |
21,498 |
10 |
1406-0 |
1285-4 |
120-4 |
8.8% |
33-4 |
2.5% |
65% |
False |
False |
25,018 |
20 |
1406-0 |
1170-6 |
235-2 |
17.2% |
29-5 |
2.2% |
82% |
False |
False |
21,436 |
40 |
1406-0 |
1169-0 |
237-0 |
17.4% |
26-4 |
1.9% |
82% |
False |
False |
15,711 |
60 |
1406-0 |
1169-0 |
237-0 |
17.4% |
24-6 |
1.8% |
82% |
False |
False |
12,496 |
80 |
1406-0 |
1169-0 |
237-0 |
17.4% |
23-3 |
1.7% |
82% |
False |
False |
10,544 |
100 |
1406-0 |
1169-0 |
237-0 |
17.4% |
21-7 |
1.6% |
82% |
False |
False |
8,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1498-7 |
2.618 |
1447-4 |
1.618 |
1416-0 |
1.000 |
1396-4 |
0.618 |
1384-4 |
HIGH |
1365-0 |
0.618 |
1353-0 |
0.500 |
1349-2 |
0.382 |
1345-4 |
LOW |
1333-4 |
0.618 |
1314-0 |
1.000 |
1302-0 |
1.618 |
1282-4 |
2.618 |
1251-0 |
4.250 |
1199-5 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1359-2 |
1368-4 |
PP |
1354-2 |
1367-1 |
S1 |
1349-2 |
1365-5 |
|