CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1328-4 |
1332-0 |
3-4 |
0.3% |
1328-0 |
High |
1338-0 |
1332-0 |
-6-0 |
-0.4% |
1351-0 |
Low |
1325-0 |
1316-6 |
-8-2 |
-0.6% |
1315-6 |
Close |
1333-6 |
1318-6 |
-15-0 |
-1.1% |
1339-0 |
Range |
13-0 |
15-2 |
2-2 |
17.3% |
35-2 |
ATR |
20-0 |
19-6 |
-0-2 |
-1.1% |
0-0 |
Volume |
20,848 |
49,390 |
28,542 |
136.9% |
508,498 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1368-2 |
1358-6 |
1327-1 |
|
R3 |
1353-0 |
1343-4 |
1323-0 |
|
R2 |
1337-6 |
1337-6 |
1321-4 |
|
R1 |
1328-2 |
1328-2 |
1320-1 |
1325-3 |
PP |
1322-4 |
1322-4 |
1322-4 |
1321-0 |
S1 |
1313-0 |
1313-0 |
1317-3 |
1310-1 |
S2 |
1307-2 |
1307-2 |
1316-0 |
|
S3 |
1292-0 |
1297-6 |
1314-4 |
|
S4 |
1276-6 |
1282-4 |
1310-3 |
|
|
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 |
1347-0 |
1315-6 |
31-2 |
2.4% |
17-1 |
1.3% |
10% |
False |
False |
61,977 |
10 |
1351-0 |
1312-2 |
38-6 |
2.9% |
20-3 |
1.5% |
17% |
False |
False |
85,207 |
20 |
1353-4 |
1311-2 |
42-2 |
3.2% |
19-4 |
1.5% |
18% |
False |
False |
93,865 |
40 |
1353-4 |
1247-0 |
106-4 |
8.1% |
19-6 |
1.5% |
67% |
False |
False |
96,020 |
60 |
1353-4 |
1247-0 |
106-4 |
8.1% |
18-4 |
1.4% |
67% |
False |
False |
87,617 |
80 |
1397-6 |
1247-0 |
150-6 |
11.4% |
20-1 |
1.5% |
48% |
False |
False |
72,262 |
100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
21-5 |
1.6% |
63% |
False |
False |
61,868 |
120 |
1406-0 |
1169-0 |
237-0 |
18.0% |
22-1 |
1.7% |
63% |
False |
False |
53,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1396-6 |
2.618 |
1371-7 |
1.618 |
1356-5 |
1.000 |
1347-2 |
0.618 |
1341-3 |
HIGH |
1332-0 |
0.618 |
1326-1 |
0.500 |
1324-3 |
0.382 |
1322-5 |
LOW |
1316-6 |
0.618 |
1307-3 |
1.000 |
1301-4 |
1.618 |
1292-1 |
2.618 |
1276-7 |
4.250 |
1252-0 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1324-3 |
1331-7 |
PP |
1322-4 |
1327-4 |
S1 |
1320-5 |
1323-1 |
|