CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1339-2 |
1343-0 |
3-6 |
0.3% |
1335-6 |
| High |
1345-4 |
1347-0 |
1-4 |
0.1% |
1346-0 |
| Low |
1334-4 |
1318-4 |
-16-0 |
-1.2% |
1311-2 |
| Close |
1344-0 |
1323-6 |
-20-2 |
-1.5% |
1325-4 |
| Range |
11-0 |
28-4 |
17-4 |
159.1% |
34-6 |
| ATR |
19-4 |
20-1 |
0-5 |
3.3% |
0-0 |
| Volume |
95,905 |
142,780 |
46,875 |
48.9% |
496,661 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1415-2 |
1398-0 |
1339-3 |
|
| R3 |
1386-6 |
1369-4 |
1331-5 |
|
| R2 |
1358-2 |
1358-2 |
1329-0 |
|
| R1 |
1341-0 |
1341-0 |
1326-3 |
1335-3 |
| PP |
1329-6 |
1329-6 |
1329-6 |
1327-0 |
| S1 |
1312-4 |
1312-4 |
1321-1 |
1306-7 |
| S2 |
1301-2 |
1301-2 |
1318-4 |
|
| S3 |
1272-6 |
1284-0 |
1315-7 |
|
| S4 |
1244-2 |
1255-4 |
1308-1 |
|
|
| 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 |
1316-4 |
37-0 |
2.8% |
19-2 |
1.5% |
20% |
False |
False |
119,751 |
| 10 |
1353-4 |
1311-2 |
42-2 |
3.2% |
19-3 |
1.5% |
30% |
False |
False |
106,286 |
| 20 |
1353-4 |
1268-2 |
85-2 |
6.4% |
20-4 |
1.6% |
65% |
False |
False |
102,409 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-7 |
1.4% |
72% |
False |
False |
97,286 |
| 60 |
1363-0 |
1247-0 |
116-0 |
8.8% |
18-5 |
1.4% |
66% |
False |
False |
79,739 |
| 80 |
1406-0 |
1247-0 |
159-0 |
12.0% |
21-5 |
1.6% |
48% |
False |
False |
66,132 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-0 |
1.7% |
65% |
False |
False |
55,764 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-0 |
1.7% |
65% |
False |
False |
47,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1468-1 |
|
2.618 |
1421-5 |
|
1.618 |
1393-1 |
|
1.000 |
1375-4 |
|
0.618 |
1364-5 |
|
HIGH |
1347-0 |
|
0.618 |
1336-1 |
|
0.500 |
1332-6 |
|
0.382 |
1329-3 |
|
LOW |
1318-4 |
|
0.618 |
1300-7 |
|
1.000 |
1290-0 |
|
1.618 |
1272-3 |
|
2.618 |
1243-7 |
|
4.250 |
1197-3 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1332-6 |
1336-0 |
| PP |
1329-6 |
1331-7 |
| S1 |
1326-6 |
1327-7 |
|