CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 1325-0 1325-6 0-6 0.1% 1328-0
High 1329-6 1345-0 15-2 1.1% 1351-0
Low 1315-6 1321-4 5-6 0.4% 1315-6
Close 1327-0 1339-0 12-0 0.9% 1339-0
Range 14-0 23-4 9-4 67.9% 35-2
ATR 20-2 20-4 0-2 1.1% 0-0
Volume 107,255 75,189 -32,066 -29.9% 508,498
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1405-5 1395-7 1351-7
R3 1382-1 1372-3 1345-4
R2 1358-5 1358-5 1343-2
R1 1348-7 1348-7 1341-1 1353-6
PP 1335-1 1335-1 1335-1 1337-5
S1 1325-3 1325-3 1336-7 1330-2
S2 1311-5 1311-5 1334-6
S3 1288-1 1301-7 1332-4
S4 1264-5 1278-3 1326-1
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1441-0 1425-2 1358-3
R3 1405-6 1390-0 1348-6
R2 1370-4 1370-4 1345-4
R1 1354-6 1354-6 1342-2 1362-5
PP 1335-2 1335-2 1335-2 1339-2
S1 1319-4 1319-4 1335-6 1327-3
S2 1300-0 1300-0 1332-4
S3 1264-6 1284-2 1329-2
S4 1229-4 1249-0 1319-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1351-0 1315-6 35-2 2.6% 22-2 1.7% 66% False False 101,699
10 1353-4 1312-2 41-2 3.1% 21-1 1.6% 65% False False 109,127
20 1353-4 1290-4 63-0 4.7% 20-6 1.5% 77% False False 104,764
40 1353-4 1247-0 106-4 8.0% 19-6 1.5% 86% False False 100,392
60 1353-4 1247-0 106-4 8.0% 18-6 1.4% 86% False False 87,135
80 1403-4 1247-0 156-4 11.7% 20-4 1.5% 59% False False 71,368
100 1406-0 1169-0 237-0 17.7% 21-6 1.6% 72% False False 60,929
120 1406-0 1169-0 237-0 17.7% 22-2 1.7% 72% False False 52,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1444-7
2.618 1406-4
1.618 1383-0
1.000 1368-4
0.618 1359-4
HIGH 1345-0
0.618 1336-0
0.500 1333-2
0.382 1330-4
LOW 1321-4
0.618 1307-0
1.000 1298-0
1.618 1283-4
2.618 1260-0
4.250 1221-5
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 1337-1 1337-1
PP 1335-1 1335-2
S1 1333-2 1333-3

These figures are updated between 7pm and 10pm EST after a trading day.

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