CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1312-6 1280-0 -32-6 -2.5% 1295-0
High 1315-6 1290-0 -25-6 -2.0% 1321-4
Low 1278-0 1276-4 -1-4 -0.1% 1278-0
Close 1280-4 1287-4 7-0 0.5% 1280-4
Range 37-6 13-4 -24-2 -64.2% 43-4
ATR 19-5 19-2 -0-4 -2.2% 0-0
Volume 106,848 72,543 -34,305 -32.1% 478,827
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1325-1 1319-7 1294-7
R3 1311-5 1306-3 1291-2
R2 1298-1 1298-1 1290-0
R1 1292-7 1292-7 1288-6 1295-4
PP 1284-5 1284-5 1284-5 1286-0
S1 1279-3 1279-3 1286-2 1282-0
S2 1271-1 1271-1 1285-0
S3 1257-5 1265-7 1283-6
S4 1244-1 1252-3 1280-1
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1423-7 1395-5 1304-3
R3 1380-3 1352-1 1292-4
R2 1336-7 1336-7 1288-4
R1 1308-5 1308-5 1284-4 1301-0
PP 1293-3 1293-3 1293-3 1289-4
S1 1265-1 1265-1 1276-4 1257-4
S2 1249-7 1249-7 1272-4
S3 1206-3 1221-5 1268-4
S4 1162-7 1178-1 1256-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1321-4 1276-4 45-0 3.5% 20-4 1.6% 24% False True 92,374
10 1321-4 1247-0 74-4 5.8% 20-4 1.6% 54% False False 95,416
20 1321-4 1247-0 74-4 5.8% 18-2 1.4% 54% False False 94,025
40 1330-0 1247-0 83-0 6.4% 17-5 1.4% 49% False False 72,903
60 1406-0 1247-0 159-0 12.3% 21-4 1.7% 25% False False 57,262
80 1406-0 1169-0 237-0 18.4% 22-1 1.7% 50% False False 46,908
100 1406-0 1169-0 237-0 18.4% 22-5 1.8% 50% False False 39,138
120 1406-0 1169-0 237-0 18.4% 22-2 1.7% 50% False False 33,568
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1347-3
2.618 1325-3
1.618 1311-7
1.000 1303-4
0.618 1298-3
HIGH 1290-0
0.618 1284-7
0.500 1283-2
0.382 1281-5
LOW 1276-4
0.618 1268-1
1.000 1263-0
1.618 1254-5
2.618 1241-1
4.250 1219-1
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1286-1 1299-0
PP 1284-5 1295-1
S1 1283-2 1291-3

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

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