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 |
|
|
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 |
|