CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1280-0 1285-4 5-4 0.4% 1295-0
High 1290-0 1294-0 4-0 0.3% 1321-4
Low 1276-4 1268-2 -8-2 -0.6% 1278-0
Close 1287-4 1276-2 -11-2 -0.9% 1280-4
Range 13-4 25-6 12-2 90.7% 43-4
ATR 19-2 19-6 0-4 2.4% 0-0
Volume 72,543 114,103 41,560 57.3% 478,827
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1356-6 1342-2 1290-3
R3 1331-0 1316-4 1283-3
R2 1305-2 1305-2 1281-0
R1 1290-6 1290-6 1278-5 1285-1
PP 1279-4 1279-4 1279-4 1276-6
S1 1265-0 1265-0 1273-7 1259-3
S2 1253-6 1253-6 1271-4
S3 1228-0 1239-2 1269-1
S4 1202-2 1213-4 1262-1
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 1268-2 53-2 4.2% 20-6 1.6% 15% False True 91,409
10 1321-4 1249-2 72-2 5.7% 21-4 1.7% 37% False False 99,607
20 1321-4 1247-0 74-4 5.8% 19-0 1.5% 39% False False 96,790
40 1330-0 1247-0 83-0 6.5% 17-7 1.4% 35% False False 75,345
60 1406-0 1247-0 159-0 12.5% 21-0 1.6% 18% False False 58,717
80 1406-0 1169-0 237-0 18.6% 22-2 1.7% 45% False False 48,165
100 1406-0 1169-0 237-0 18.6% 22-5 1.8% 45% False False 40,224
120 1406-0 1169-0 237-0 18.6% 22-3 1.7% 45% False False 34,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1403-4
2.618 1361-3
1.618 1335-5
1.000 1319-6
0.618 1309-7
HIGH 1294-0
0.618 1284-1
0.500 1281-1
0.382 1278-1
LOW 1268-2
0.618 1252-3
1.000 1242-4
1.618 1226-5
2.618 1200-7
4.250 1158-6
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1281-1 1292-0
PP 1279-4 1286-6
S1 1277-7 1281-4

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

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