CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1312-4 |
1287-0 |
-25-4 |
-1.9% |
1324-6 |
High |
1312-4 |
1294-0 |
-18-4 |
-1.4% |
1333-2 |
Low |
1280-2 |
1281-6 |
1-4 |
0.1% |
1280-2 |
Close |
1287-0 |
1289-2 |
2-2 |
0.2% |
1289-2 |
Range |
32-2 |
12-2 |
-20-0 |
-62.0% |
53-0 |
ATR |
20-1 |
19-4 |
-0-4 |
-2.8% |
0-0 |
Volume |
8,675 |
7,385 |
-1,290 |
-14.9% |
82,930 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1325-1 |
1319-3 |
1296-0 |
|
R3 |
1312-7 |
1307-1 |
1292-5 |
|
R2 |
1300-5 |
1300-5 |
1291-4 |
|
R1 |
1294-7 |
1294-7 |
1290-3 |
1297-6 |
PP |
1288-3 |
1288-3 |
1288-3 |
1289-6 |
S1 |
1282-5 |
1282-5 |
1288-1 |
1285-4 |
S2 |
1276-1 |
1276-1 |
1287-0 |
|
S3 |
1263-7 |
1270-3 |
1285-7 |
|
S4 |
1251-5 |
1258-1 |
1282-4 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1459-7 |
1427-5 |
1318-3 |
|
R3 |
1406-7 |
1374-5 |
1303-7 |
|
R2 |
1353-7 |
1353-7 |
1299-0 |
|
R1 |
1321-5 |
1321-5 |
1294-1 |
1311-2 |
PP |
1300-7 |
1300-7 |
1300-7 |
1295-6 |
S1 |
1268-5 |
1268-5 |
1284-3 |
1258-2 |
S2 |
1247-7 |
1247-7 |
1279-4 |
|
S3 |
1194-7 |
1215-5 |
1274-5 |
|
S4 |
1141-7 |
1162-5 |
1260-1 |
|
|
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% |
18-7 |
1.5% |
17% |
False |
False |
24,637 |
10 |
1347-0 |
1280-2 |
66-6 |
5.2% |
18-0 |
1.4% |
13% |
False |
False |
43,307 |
20 |
1353-4 |
1280-2 |
73-2 |
5.7% |
19-1 |
1.5% |
12% |
False |
False |
76,839 |
40 |
1353-4 |
1249-2 |
104-2 |
8.1% |
20-0 |
1.6% |
38% |
False |
False |
87,648 |
60 |
1353-4 |
1247-0 |
106-4 |
8.3% |
18-5 |
1.4% |
40% |
False |
False |
85,842 |
80 |
1397-6 |
1247-0 |
150-6 |
11.7% |
19-3 |
1.5% |
28% |
False |
False |
72,407 |
100 |
1406-0 |
1218-0 |
188-0 |
14.6% |
21-3 |
1.7% |
38% |
False |
False |
62,384 |
120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
21-6 |
1.7% |
51% |
False |
False |
53,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1346-0 |
2.618 |
1326-1 |
1.618 |
1313-7 |
1.000 |
1306-2 |
0.618 |
1301-5 |
HIGH |
1294-0 |
0.618 |
1289-3 |
0.500 |
1287-7 |
0.382 |
1286-3 |
LOW |
1281-6 |
0.618 |
1274-1 |
1.000 |
1269-4 |
1.618 |
1261-7 |
2.618 |
1249-5 |
4.250 |
1229-6 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1288-6 |
1305-5 |
PP |
1288-3 |
1300-1 |
S1 |
1287-7 |
1294-6 |
|