CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1274-2 |
1266-0 |
-8-2 |
-0.6% |
1293-2 |
High |
1287-4 |
1271-2 |
-16-2 |
-1.3% |
1294-2 |
Low |
1265-0 |
1250-2 |
-14-6 |
-1.2% |
1250-2 |
Close |
1266-2 |
1251-4 |
-14-6 |
-1.2% |
1251-4 |
Range |
22-4 |
21-0 |
-1-4 |
-6.7% |
44-0 |
ATR |
17-6 |
18-0 |
0-2 |
1.3% |
0-0 |
Volume |
97,635 |
102,373 |
4,738 |
4.9% |
534,901 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1320-5 |
1307-1 |
1263-0 |
|
R3 |
1299-5 |
1286-1 |
1257-2 |
|
R2 |
1278-5 |
1278-5 |
1255-3 |
|
R1 |
1265-1 |
1265-1 |
1253-3 |
1261-3 |
PP |
1257-5 |
1257-5 |
1257-5 |
1255-6 |
S1 |
1244-1 |
1244-1 |
1249-5 |
1240-3 |
S2 |
1236-5 |
1236-5 |
1247-5 |
|
S3 |
1215-5 |
1223-1 |
1245-6 |
|
S4 |
1194-5 |
1202-1 |
1240-0 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1397-3 |
1368-3 |
1275-6 |
|
R3 |
1353-3 |
1324-3 |
1263-5 |
|
R2 |
1309-3 |
1309-3 |
1259-5 |
|
R1 |
1280-3 |
1280-3 |
1255-4 |
1272-7 |
PP |
1265-3 |
1265-3 |
1265-3 |
1261-4 |
S1 |
1236-3 |
1236-3 |
1247-4 |
1228-7 |
S2 |
1221-3 |
1221-3 |
1243-3 |
|
S3 |
1177-3 |
1192-3 |
1239-3 |
|
S4 |
1133-3 |
1148-3 |
1227-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1294-2 |
1250-2 |
44-0 |
3.5% |
18-1 |
1.4% |
3% |
False |
True |
106,980 |
10 |
1312-6 |
1250-2 |
62-4 |
5.0% |
16-1 |
1.3% |
2% |
False |
True |
92,038 |
20 |
1312-6 |
1250-2 |
62-4 |
5.0% |
16-0 |
1.3% |
2% |
False |
True |
79,580 |
40 |
1397-6 |
1250-2 |
147-4 |
11.8% |
19-3 |
1.6% |
1% |
False |
True |
54,431 |
60 |
1406-0 |
1185-2 |
220-6 |
17.6% |
22-6 |
1.8% |
30% |
False |
False |
43,504 |
80 |
1406-0 |
1169-0 |
237-0 |
18.9% |
23-0 |
1.8% |
35% |
False |
False |
35,176 |
100 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-4 |
1.8% |
35% |
False |
False |
29,394 |
120 |
1406-0 |
1169-0 |
237-0 |
18.9% |
22-1 |
1.8% |
35% |
False |
False |
25,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1360-4 |
2.618 |
1326-2 |
1.618 |
1305-2 |
1.000 |
1292-2 |
0.618 |
1284-2 |
HIGH |
1271-2 |
0.618 |
1263-2 |
0.500 |
1260-6 |
0.382 |
1258-2 |
LOW |
1250-2 |
0.618 |
1237-2 |
1.000 |
1229-2 |
1.618 |
1216-2 |
2.618 |
1195-2 |
4.250 |
1161-0 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1260-6 |
1268-7 |
PP |
1257-5 |
1263-1 |
S1 |
1254-5 |
1257-2 |
|