CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 1327-6 1312-4 -15-2 -1.1% 1343-4
High 1331-0 1312-4 -18-4 -1.4% 1347-0
Low 1309-0 1280-2 -28-6 -2.2% 1316-6
Close 1312-4 1287-0 -25-4 -1.9% 1331-4
Range 22-0 32-2 10-2 46.6% 30-2
ATR 19-1 20-1 0-7 4.9% 0-0
Volume 21,149 8,675 -12,474 -59.0% 167,697
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 1390-0 1370-6 1304-6
R3 1357-6 1338-4 1295-7
R2 1325-4 1325-4 1292-7
R1 1306-2 1306-2 1290-0 1299-6
PP 1293-2 1293-2 1293-2 1290-0
S1 1274-0 1274-0 1284-0 1267-4
S2 1261-0 1261-0 1281-1
S3 1228-6 1241-6 1278-1
S4 1196-4 1209-4 1269-2
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 1333-2 1280-2 53-0 4.1% 19-4 1.5% 13% False True 33,038
10 1351-0 1280-2 70-6 5.5% 19-4 1.5% 10% False True 54,471
20 1353-4 1280-2 73-2 5.7% 19-5 1.5% 9% False True 81,886
40 1353-4 1247-0 106-4 8.3% 20-1 1.6% 38% False False 89,269
60 1353-4 1247-0 106-4 8.3% 18-6 1.5% 38% False False 86,583
80 1397-6 1247-0 150-6 11.7% 19-4 1.5% 27% False False 72,555
100 1406-0 1189-0 217-0 16.9% 21-6 1.7% 45% False False 62,452
120 1406-0 1169-0 237-0 18.4% 21-6 1.7% 50% False False 53,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1449-4
2.618 1396-7
1.618 1364-5
1.000 1344-6
0.618 1332-3
HIGH 1312-4
0.618 1300-1
0.500 1296-3
0.382 1292-5
LOW 1280-2
0.618 1260-3
1.000 1248-0
1.618 1228-1
2.618 1195-7
4.250 1143-2
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 1296-3 1306-6
PP 1293-2 1300-1
S1 1290-1 1293-5

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

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