CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1297-0 |
1299-2 |
2-2 |
0.2% |
1324-6 |
High |
1305-4 |
1304-4 |
-1-0 |
-0.1% |
1333-2 |
Low |
1287-2 |
1292-2 |
5-0 |
0.4% |
1280-2 |
Close |
1299-4 |
1300-6 |
1-2 |
0.1% |
1289-2 |
Range |
18-2 |
12-2 |
-6-0 |
-32.9% |
53-0 |
ATR |
19-0 |
18-4 |
-0-4 |
-2.5% |
0-0 |
Volume |
2,600 |
3,050 |
450 |
17.3% |
82,930 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1335-7 |
1330-5 |
1307-4 |
|
R3 |
1323-5 |
1318-3 |
1304-1 |
|
R2 |
1311-3 |
1311-3 |
1303-0 |
|
R1 |
1306-1 |
1306-1 |
1301-7 |
1308-6 |
PP |
1299-1 |
1299-1 |
1299-1 |
1300-4 |
S1 |
1293-7 |
1293-7 |
1299-5 |
1296-4 |
S2 |
1286-7 |
1286-7 |
1298-4 |
|
S3 |
1274-5 |
1281-5 |
1297-3 |
|
S4 |
1262-3 |
1269-3 |
1294-0 |
|
|
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 |
1312-4 |
1280-2 |
32-2 |
2.5% |
17-2 |
1.3% |
64% |
False |
False |
4,923 |
10 |
1338-0 |
1280-2 |
57-6 |
4.4% |
16-4 |
1.3% |
35% |
False |
False |
20,197 |
20 |
1353-4 |
1280-2 |
73-2 |
5.6% |
18-6 |
1.4% |
28% |
False |
False |
61,560 |
40 |
1353-4 |
1268-2 |
85-2 |
6.6% |
19-3 |
1.5% |
38% |
False |
False |
79,597 |
60 |
1353-4 |
1247-0 |
106-4 |
8.2% |
18-4 |
1.4% |
50% |
False |
False |
81,823 |
80 |
1374-0 |
1247-0 |
127-0 |
9.8% |
18-7 |
1.5% |
42% |
False |
False |
71,435 |
100 |
1406-0 |
1247-0 |
159-0 |
12.2% |
21-1 |
1.6% |
34% |
False |
False |
61,928 |
120 |
1406-0 |
1169-0 |
237-0 |
18.2% |
21-4 |
1.7% |
56% |
False |
False |
53,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1356-4 |
2.618 |
1336-5 |
1.618 |
1324-3 |
1.000 |
1316-6 |
0.618 |
1312-1 |
HIGH |
1304-4 |
0.618 |
1299-7 |
0.500 |
1298-3 |
0.382 |
1296-7 |
LOW |
1292-2 |
0.618 |
1284-5 |
1.000 |
1280-0 |
1.618 |
1272-3 |
2.618 |
1260-1 |
4.250 |
1240-2 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1300-0 |
1299-2 |
PP |
1299-1 |
1297-7 |
S1 |
1298-3 |
1296-3 |
|