CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1342-6 |
1339-2 |
-3-4 |
-0.3% |
1335-6 |
| High |
1353-4 |
1345-4 |
-8-0 |
-0.6% |
1346-0 |
| Low |
1330-4 |
1334-4 |
4-0 |
0.3% |
1311-2 |
| Close |
1338-2 |
1344-0 |
5-6 |
0.4% |
1325-4 |
| Range |
23-0 |
11-0 |
-12-0 |
-52.2% |
34-6 |
| ATR |
20-1 |
19-4 |
-0-5 |
-3.2% |
0-0 |
| Volume |
151,495 |
95,905 |
-55,590 |
-36.7% |
496,661 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1374-3 |
1370-1 |
1350-0 |
|
| R3 |
1363-3 |
1359-1 |
1347-0 |
|
| R2 |
1352-3 |
1352-3 |
1346-0 |
|
| R1 |
1348-1 |
1348-1 |
1345-0 |
1350-2 |
| PP |
1341-3 |
1341-3 |
1341-3 |
1342-3 |
| S1 |
1337-1 |
1337-1 |
1343-0 |
1339-2 |
| S2 |
1330-3 |
1330-3 |
1342-0 |
|
| S3 |
1319-3 |
1326-1 |
1341-0 |
|
| S4 |
1308-3 |
1315-1 |
1338-0 |
|
|
| 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 |
1316-0 |
37-4 |
2.8% |
17-0 |
1.3% |
75% |
False |
False |
112,306 |
| 10 |
1353-4 |
1311-2 |
42-2 |
3.1% |
18-6 |
1.4% |
78% |
False |
False |
102,524 |
| 20 |
1353-4 |
1268-2 |
85-2 |
6.3% |
19-5 |
1.5% |
89% |
False |
False |
99,583 |
| 40 |
1353-4 |
1247-0 |
106-4 |
7.9% |
18-4 |
1.4% |
91% |
False |
False |
94,961 |
| 60 |
1363-0 |
1247-0 |
116-0 |
8.6% |
18-3 |
1.4% |
84% |
False |
False |
77,950 |
| 80 |
1406-0 |
1247-0 |
159-0 |
11.8% |
21-4 |
1.6% |
61% |
False |
False |
64,658 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.6% |
22-0 |
1.6% |
74% |
False |
False |
54,448 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.6% |
22-0 |
1.6% |
74% |
False |
False |
46,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1392-2 |
|
2.618 |
1374-2 |
|
1.618 |
1363-2 |
|
1.000 |
1356-4 |
|
0.618 |
1352-2 |
|
HIGH |
1345-4 |
|
0.618 |
1341-2 |
|
0.500 |
1340-0 |
|
0.382 |
1338-6 |
|
LOW |
1334-4 |
|
0.618 |
1327-6 |
|
1.000 |
1323-4 |
|
1.618 |
1316-6 |
|
2.618 |
1305-6 |
|
4.250 |
1287-6 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1342-5 |
1342-3 |
| PP |
1341-3 |
1340-5 |
| S1 |
1340-0 |
1339-0 |
|