CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1324-6 |
1342-6 |
18-0 |
1.4% |
1335-6 |
| High |
1346-6 |
1353-4 |
6-6 |
0.5% |
1346-0 |
| Low |
1324-4 |
1330-4 |
6-0 |
0.5% |
1311-2 |
| Close |
1343-6 |
1338-2 |
-5-4 |
-0.4% |
1325-4 |
| Range |
22-2 |
23-0 |
0-6 |
3.4% |
34-6 |
| ATR |
19-7 |
20-1 |
0-2 |
1.1% |
0-0 |
| Volume |
119,248 |
151,495 |
32,247 |
27.0% |
496,661 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1409-6 |
1397-0 |
1350-7 |
|
| R3 |
1386-6 |
1374-0 |
1344-5 |
|
| R2 |
1363-6 |
1363-6 |
1342-4 |
|
| R1 |
1351-0 |
1351-0 |
1340-3 |
1345-7 |
| PP |
1340-6 |
1340-6 |
1340-6 |
1338-2 |
| S1 |
1328-0 |
1328-0 |
1336-1 |
1322-7 |
| S2 |
1317-6 |
1317-6 |
1334-0 |
|
| S3 |
1294-6 |
1305-0 |
1331-7 |
|
| S4 |
1271-6 |
1282-0 |
1325-5 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-7 |
1413-3 |
1344-5 |
|
| R3 |
1397-1 |
1378-5 |
1335-0 |
|
| R2 |
1362-3 |
1362-3 |
1331-7 |
|
| R1 |
1343-7 |
1343-7 |
1328-5 |
1335-6 |
| PP |
1327-5 |
1327-5 |
1327-5 |
1323-4 |
| S1 |
1309-1 |
1309-1 |
1322-3 |
1301-0 |
| S2 |
1292-7 |
1292-7 |
1319-1 |
|
| S3 |
1258-1 |
1274-3 |
1316-0 |
|
| S4 |
1223-3 |
1239-5 |
1306-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1353-4 |
1311-4 |
42-0 |
3.1% |
19-3 |
1.4% |
64% |
True |
False |
114,791 |
| 10 |
1353-4 |
1311-2 |
42-2 |
3.2% |
19-0 |
1.4% |
64% |
True |
False |
103,171 |
| 20 |
1353-4 |
1268-2 |
85-2 |
6.4% |
20-2 |
1.5% |
82% |
True |
False |
100,734 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-4 |
1.4% |
86% |
True |
False |
93,808 |
| 60 |
1365-0 |
1247-0 |
118-0 |
8.8% |
18-6 |
1.4% |
77% |
False |
False |
76,755 |
| 80 |
1406-0 |
1247-0 |
159-0 |
11.9% |
21-6 |
1.6% |
57% |
False |
False |
63,619 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.7% |
22-2 |
1.7% |
71% |
False |
False |
53,561 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.7% |
22-0 |
1.6% |
71% |
False |
False |
45,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1451-2 |
|
2.618 |
1413-6 |
|
1.618 |
1390-6 |
|
1.000 |
1376-4 |
|
0.618 |
1367-6 |
|
HIGH |
1353-4 |
|
0.618 |
1344-6 |
|
0.500 |
1342-0 |
|
0.382 |
1339-2 |
|
LOW |
1330-4 |
|
0.618 |
1316-2 |
|
1.000 |
1307-4 |
|
1.618 |
1293-2 |
|
2.618 |
1270-2 |
|
4.250 |
1232-6 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1342-0 |
1337-1 |
| PP |
1340-6 |
1336-1 |
| S1 |
1339-4 |
1335-0 |
|