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 |
|
|
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 |
|