CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1323-0 |
1328-0 |
5-0 |
0.4% |
1324-6 |
High |
1328-0 |
1343-4 |
15-4 |
1.2% |
1353-4 |
Low |
1312-2 |
1319-0 |
6-6 |
0.5% |
1312-2 |
Close |
1327-4 |
1337-6 |
10-2 |
0.8% |
1327-4 |
Range |
15-6 |
24-4 |
8-6 |
55.6% |
41-2 |
ATR |
19-6 |
20-1 |
0-3 |
1.7% |
0-0 |
Volume |
73,351 |
96,158 |
22,807 |
31.1% |
582,779 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1406-7 |
1396-7 |
1351-2 |
|
R3 |
1382-3 |
1372-3 |
1344-4 |
|
R2 |
1357-7 |
1357-7 |
1342-2 |
|
R1 |
1347-7 |
1347-7 |
1340-0 |
1352-7 |
PP |
1333-3 |
1333-3 |
1333-3 |
1336-0 |
S1 |
1323-3 |
1323-3 |
1335-4 |
1328-3 |
S2 |
1308-7 |
1308-7 |
1333-2 |
|
S3 |
1284-3 |
1298-7 |
1331-0 |
|
S4 |
1259-7 |
1274-3 |
1324-2 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1454-7 |
1432-3 |
1350-2 |
|
R3 |
1413-5 |
1391-1 |
1338-7 |
|
R2 |
1372-3 |
1372-3 |
1335-0 |
|
R1 |
1349-7 |
1349-7 |
1331-2 |
1361-1 |
PP |
1331-1 |
1331-1 |
1331-1 |
1336-6 |
S1 |
1308-5 |
1308-5 |
1323-6 |
1319-7 |
S2 |
1289-7 |
1289-7 |
1320-0 |
|
S3 |
1248-5 |
1267-3 |
1316-1 |
|
S4 |
1207-3 |
1226-1 |
1304-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1353-4 |
1312-2 |
41-2 |
3.1% |
20-4 |
1.5% |
62% |
False |
False |
111,937 |
10 |
1353-4 |
1311-2 |
42-2 |
3.2% |
19-3 |
1.5% |
63% |
False |
False |
107,492 |
20 |
1353-4 |
1268-2 |
85-2 |
6.4% |
19-7 |
1.5% |
82% |
False |
False |
101,677 |
40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
19-0 |
1.4% |
85% |
False |
False |
97,870 |
60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-3 |
1.4% |
85% |
False |
False |
81,643 |
80 |
1406-0 |
1247-0 |
159-0 |
11.9% |
21-3 |
1.6% |
57% |
False |
False |
67,704 |
100 |
1406-0 |
1169-0 |
237-0 |
17.7% |
21-6 |
1.6% |
71% |
False |
False |
57,280 |
120 |
1406-0 |
1169-0 |
237-0 |
17.7% |
22-1 |
1.7% |
71% |
False |
False |
49,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1447-5 |
2.618 |
1407-5 |
1.618 |
1383-1 |
1.000 |
1368-0 |
0.618 |
1358-5 |
HIGH |
1343-4 |
0.618 |
1334-1 |
0.500 |
1331-2 |
0.382 |
1328-3 |
LOW |
1319-0 |
0.618 |
1303-7 |
1.000 |
1294-4 |
1.618 |
1279-3 |
2.618 |
1254-7 |
4.250 |
1214-7 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1335-5 |
1335-0 |
PP |
1333-3 |
1332-3 |
S1 |
1331-2 |
1329-5 |
|