CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1285-4 |
1277-0 |
-8-4 |
-0.7% |
1295-0 |
High |
1294-0 |
1283-6 |
-10-2 |
-0.8% |
1321-4 |
Low |
1268-2 |
1270-2 |
2-0 |
0.2% |
1278-0 |
Close |
1276-2 |
1273-6 |
-2-4 |
-0.2% |
1280-4 |
Range |
25-6 |
13-4 |
-12-2 |
-47.6% |
43-4 |
ATR |
19-6 |
19-2 |
-0-4 |
-2.2% |
0-0 |
Volume |
114,103 |
71,551 |
-42,552 |
-37.3% |
478,827 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1316-3 |
1308-5 |
1281-1 |
|
R3 |
1302-7 |
1295-1 |
1277-4 |
|
R2 |
1289-3 |
1289-3 |
1276-2 |
|
R1 |
1281-5 |
1281-5 |
1275-0 |
1278-6 |
PP |
1275-7 |
1275-7 |
1275-7 |
1274-4 |
S1 |
1268-1 |
1268-1 |
1272-4 |
1265-2 |
S2 |
1262-3 |
1262-3 |
1271-2 |
|
S3 |
1248-7 |
1254-5 |
1270-0 |
|
S4 |
1235-3 |
1241-1 |
1266-3 |
|
|
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% |
21-3 |
1.7% |
10% |
False |
False |
88,468 |
10 |
1321-4 |
1251-2 |
70-2 |
5.5% |
21-6 |
1.7% |
32% |
False |
False |
100,611 |
20 |
1321-4 |
1247-0 |
74-4 |
5.8% |
18-5 |
1.5% |
36% |
False |
False |
96,460 |
40 |
1328-6 |
1247-0 |
81-6 |
6.4% |
17-5 |
1.4% |
33% |
False |
False |
76,700 |
60 |
1403-4 |
1247-0 |
156-4 |
12.3% |
20-4 |
1.6% |
17% |
False |
False |
59,281 |
80 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-0 |
1.7% |
44% |
False |
False |
48,956 |
100 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-4 |
1.8% |
44% |
False |
False |
40,836 |
120 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-1 |
1.7% |
44% |
False |
False |
34,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1341-1 |
2.618 |
1319-1 |
1.618 |
1305-5 |
1.000 |
1297-2 |
0.618 |
1292-1 |
HIGH |
1283-6 |
0.618 |
1278-5 |
0.500 |
1277-0 |
0.382 |
1275-3 |
LOW |
1270-2 |
0.618 |
1261-7 |
1.000 |
1256-6 |
1.618 |
1248-3 |
2.618 |
1234-7 |
4.250 |
1212-7 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1277-0 |
1281-1 |
PP |
1275-7 |
1278-5 |
S1 |
1274-7 |
1276-2 |
|