CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 1298-2 1294-4 -3-6 -0.3% 1264-0
High 1301-0 1312-6 11-6 0.9% 1297-6
Low 1290-0 1292-2 2-2 0.2% 1261-2
Close 1297-4 1304-0 6-4 0.5% 1289-6
Range 11-0 20-4 9-4 86.4% 36-4
ATR 18-6 18-7 0-1 0.7% 0-0
Volume 58,797 78,150 19,353 32.9% 323,084
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 1364-4 1354-6 1315-2
R3 1344-0 1334-2 1309-5
R2 1323-4 1323-4 1307-6
R1 1313-6 1313-6 1305-7 1318-5
PP 1303-0 1303-0 1303-0 1305-4
S1 1293-2 1293-2 1302-1 1298-1
S2 1282-4 1282-4 1300-2
S3 1262-0 1272-6 1298-3
S4 1241-4 1252-2 1292-6
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1392-3 1377-5 1309-7
R3 1355-7 1341-1 1299-6
R2 1319-3 1319-3 1296-4
R1 1304-5 1304-5 1293-1 1312-0
PP 1282-7 1282-7 1282-7 1286-5
S1 1268-1 1268-1 1286-3 1275-4
S2 1246-3 1246-3 1283-0
S3 1209-7 1231-5 1279-6
S4 1173-3 1195-1 1269-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1312-6 1272-2 40-4 3.1% 15-7 1.2% 78% True False 71,276
10 1312-6 1261-2 51-4 3.9% 15-7 1.2% 83% True False 70,607
20 1328-6 1261-2 67-4 5.2% 16-6 1.3% 63% False False 56,939
40 1403-4 1261-2 142-2 10.9% 21-4 1.6% 30% False False 40,691
60 1406-0 1169-0 237-0 18.2% 23-2 1.8% 57% False False 33,122
80 1406-0 1169-0 237-0 18.2% 23-4 1.8% 57% False False 26,930
100 1406-0 1169-0 237-0 18.2% 22-7 1.8% 57% False False 22,671
120 1406-0 1169-0 237-0 18.2% 22-0 1.7% 57% False False 19,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1399-7
2.618 1366-3
1.618 1345-7
1.000 1333-2
0.618 1325-3
HIGH 1312-6
0.618 1304-7
0.500 1302-4
0.382 1300-1
LOW 1292-2
0.618 1279-5
1.000 1271-6
1.618 1259-1
2.618 1238-5
4.250 1205-1
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 1303-4 1302-5
PP 1303-0 1301-2
S1 1302-4 1299-7

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

View Archives - Comment on this page... - Back to Index of Symbols