CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 1287-0 1291-2 4-2 0.3% 1324-6
High 1294-0 1301-4 7-4 0.6% 1333-2
Low 1281-6 1290-0 8-2 0.6% 1280-2
Close 1289-2 1296-6 7-4 0.6% 1289-2
Range 12-2 11-4 -0-6 -6.1% 53-0
ATR 19-4 19-0 -0-4 -2.7% 0-0
Volume 7,385 2,906 -4,479 -60.6% 82,930
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 1330-5 1325-1 1303-1
R3 1319-1 1313-5 1299-7
R2 1307-5 1307-5 1298-7
R1 1302-1 1302-1 1297-6 1304-7
PP 1296-1 1296-1 1296-1 1297-4
S1 1290-5 1290-5 1295-6 1293-3
S2 1284-5 1284-5 1294-5
S3 1273-1 1279-1 1293-5
S4 1261-5 1267-5 1290-3
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% 18-3 1.4% 31% False False 17,167
10 1347-0 1280-2 66-6 5.1% 17-6 1.4% 25% False False 32,872
20 1353-4 1280-2 73-2 5.6% 18-7 1.5% 23% False False 71,707
40 1353-4 1251-2 102-2 7.9% 20-0 1.5% 44% False False 86,183
60 1353-4 1247-0 106-4 8.2% 18-5 1.4% 47% False False 84,608
80 1397-6 1247-0 150-6 11.6% 19-3 1.5% 33% False False 72,131
100 1406-0 1218-0 188-0 14.5% 21-3 1.6% 42% False False 62,208
120 1406-0 1169-0 237-0 18.3% 21-5 1.7% 54% False False 53,755
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1350-3
2.618 1331-5
1.618 1320-1
1.000 1313-0
0.618 1308-5
HIGH 1301-4
0.618 1297-1
0.500 1295-6
0.382 1294-3
LOW 1290-0
0.618 1282-7
1.000 1278-4
1.618 1271-3
2.618 1259-7
4.250 1241-1
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 1296-3 1296-5
PP 1296-1 1296-4
S1 1295-6 1296-3

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

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