CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1335-6 |
1320-6 |
-15-0 |
-1.1% |
1318-4 |
| High |
1346-0 |
1329-0 |
-17-0 |
-1.3% |
1341-0 |
| Low |
1319-2 |
1311-2 |
-8-0 |
-0.6% |
1309-2 |
| Close |
1321-2 |
1319-6 |
-1-4 |
-0.1% |
1336-4 |
| Range |
26-6 |
17-6 |
-9-0 |
-33.6% |
31-6 |
| ATR |
20-5 |
20-3 |
-0-2 |
-1.0% |
0-0 |
| Volume |
100,676 |
92,773 |
-7,903 |
-7.8% |
375,969 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1373-2 |
1364-2 |
1329-4 |
|
| R3 |
1355-4 |
1346-4 |
1324-5 |
|
| R2 |
1337-6 |
1337-6 |
1323-0 |
|
| R1 |
1328-6 |
1328-6 |
1321-3 |
1324-3 |
| PP |
1320-0 |
1320-0 |
1320-0 |
1317-6 |
| S1 |
1311-0 |
1311-0 |
1318-1 |
1306-5 |
| S2 |
1302-2 |
1302-2 |
1316-4 |
|
| S3 |
1284-4 |
1293-2 |
1314-7 |
|
| S4 |
1266-6 |
1275-4 |
1310-0 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1424-1 |
1412-1 |
1354-0 |
|
| R3 |
1392-3 |
1380-3 |
1345-2 |
|
| R2 |
1360-5 |
1360-5 |
1342-3 |
|
| R1 |
1348-5 |
1348-5 |
1339-3 |
1354-5 |
| PP |
1328-7 |
1328-7 |
1328-7 |
1332-0 |
| S1 |
1316-7 |
1316-7 |
1333-5 |
1322-7 |
| S2 |
1297-1 |
1297-1 |
1330-5 |
|
| S3 |
1265-3 |
1285-1 |
1327-6 |
|
| S4 |
1233-5 |
1253-3 |
1319-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1346-0 |
1311-2 |
34-6 |
2.6% |
18-6 |
1.4% |
24% |
False |
True |
91,552 |
| 10 |
1346-0 |
1268-2 |
77-6 |
5.9% |
20-6 |
1.6% |
66% |
False |
False |
97,886 |
| 20 |
1346-0 |
1247-0 |
99-0 |
7.5% |
20-5 |
1.6% |
73% |
False |
False |
96,651 |
| 40 |
1346-0 |
1247-0 |
99-0 |
7.5% |
18-2 |
1.4% |
73% |
False |
False |
88,931 |
| 60 |
1397-6 |
1247-0 |
150-6 |
11.4% |
19-4 |
1.5% |
48% |
False |
False |
69,445 |
| 80 |
1406-0 |
1189-0 |
217-0 |
16.4% |
22-2 |
1.7% |
60% |
False |
False |
57,593 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-2 |
1.7% |
64% |
False |
False |
48,172 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-0 |
1.7% |
64% |
False |
False |
41,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1404-4 |
|
2.618 |
1375-4 |
|
1.618 |
1357-6 |
|
1.000 |
1346-6 |
|
0.618 |
1340-0 |
|
HIGH |
1329-0 |
|
0.618 |
1322-2 |
|
0.500 |
1320-1 |
|
0.382 |
1318-0 |
|
LOW |
1311-2 |
|
0.618 |
1300-2 |
|
1.000 |
1293-4 |
|
1.618 |
1282-4 |
|
2.618 |
1264-6 |
|
4.250 |
1235-6 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1320-1 |
1328-5 |
| PP |
1320-0 |
1325-5 |
| S1 |
1319-7 |
1322-6 |
|