CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 1318-6 1324-6 6-0 0.5% 1343-4
High 1332-4 1333-2 0-6 0.1% 1347-0
Low 1318-6 1319-2 0-4 0.0% 1316-6
Close 1331-4 1328-2 -3-2 -0.2% 1331-4
Range 13-6 14-0 0-2 1.8% 30-2
ATR 19-2 18-7 -0-3 -2.0% 0-0
Volume 40,255 45,721 5,466 13.6% 167,697
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 1368-7 1362-5 1336-0
R3 1354-7 1348-5 1332-1
R2 1340-7 1340-7 1330-7
R1 1334-5 1334-5 1329-4 1337-6
PP 1326-7 1326-7 1326-7 1328-4
S1 1320-5 1320-5 1327-0 1323-6
S2 1312-7 1312-7 1325-5
S3 1298-7 1306-5 1324-3
S4 1284-7 1292-5 1320-4
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1422-4 1407-2 1348-1
R3 1392-2 1377-0 1339-7
R2 1362-0 1362-0 1337-0
R1 1346-6 1346-6 1334-2 1339-2
PP 1331-6 1331-6 1331-6 1328-0
S1 1316-4 1316-4 1328-6 1309-0
S2 1301-4 1301-4 1326-0
S3 1271-2 1286-2 1323-1
S4 1241-0 1256-0 1314-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1347-0 1316-6 30-2 2.3% 15-2 1.1% 38% False False 42,683
10 1351-0 1315-6 35-2 2.7% 18-6 1.4% 35% False False 72,191
20 1353-4 1311-2 42-2 3.2% 19-2 1.4% 40% False False 90,067
40 1353-4 1247-0 106-4 8.0% 19-5 1.5% 76% False False 93,064
60 1353-4 1247-0 106-4 8.0% 18-3 1.4% 76% False False 87,629
80 1397-6 1247-0 150-6 11.3% 19-4 1.5% 54% False False 72,692
100 1406-0 1170-6 235-2 17.7% 21-4 1.6% 67% False False 62,441
120 1406-0 1169-0 237-0 17.8% 21-7 1.6% 67% False False 53,698
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1392-6
2.618 1369-7
1.618 1355-7
1.000 1347-2
0.618 1341-7
HIGH 1333-2
0.618 1327-7
0.500 1326-2
0.382 1324-5
LOW 1319-2
0.618 1310-5
1.000 1305-2
1.618 1296-5
2.618 1282-5
4.250 1259-6
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 1327-5 1327-1
PP 1326-7 1326-1
S1 1326-2 1325-0

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

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