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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 15 trading days
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

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

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