CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1300-6 |
1297-2 |
-3-4 |
-0.3% |
1291-2 |
| High |
1307-4 |
1320-0 |
12-4 |
1.0% |
1320-0 |
| Low |
1296-2 |
1297-2 |
1-0 |
0.1% |
1287-2 |
| Close |
1296-2 |
1303-6 |
7-4 |
0.6% |
1303-6 |
| Range |
11-2 |
22-6 |
11-4 |
102.2% |
32-6 |
| ATR |
18-0 |
18-3 |
0-3 |
2.3% |
0-0 |
| Volume |
2,454 |
1,142 |
-1,312 |
-53.5% |
12,152 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1375-2 |
1362-2 |
1316-2 |
|
| R3 |
1352-4 |
1339-4 |
1310-0 |
|
| R2 |
1329-6 |
1329-6 |
1307-7 |
|
| R1 |
1316-6 |
1316-6 |
1305-7 |
1323-2 |
| PP |
1307-0 |
1307-0 |
1307-0 |
1310-2 |
| S1 |
1294-0 |
1294-0 |
1301-5 |
1300-4 |
| S2 |
1284-2 |
1284-2 |
1299-5 |
|
| S3 |
1261-4 |
1271-2 |
1297-4 |
|
| S4 |
1238-6 |
1248-4 |
1291-2 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1401-7 |
1385-5 |
1321-6 |
|
| R3 |
1369-1 |
1352-7 |
1312-6 |
|
| R2 |
1336-3 |
1336-3 |
1309-6 |
|
| R1 |
1320-1 |
1320-1 |
1306-6 |
1328-2 |
| PP |
1303-5 |
1303-5 |
1303-5 |
1307-6 |
| S1 |
1287-3 |
1287-3 |
1300-6 |
1295-4 |
| S2 |
1270-7 |
1270-7 |
1297-6 |
|
| S3 |
1238-1 |
1254-5 |
1294-6 |
|
| S4 |
1205-3 |
1221-7 |
1285-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1320-0 |
1287-2 |
32-6 |
2.5% |
15-2 |
1.2% |
50% |
True |
False |
2,430 |
| 10 |
1333-2 |
1280-2 |
53-0 |
4.1% |
17-0 |
1.3% |
44% |
False |
False |
13,533 |
| 20 |
1351-0 |
1280-2 |
70-6 |
5.4% |
18-6 |
1.4% |
33% |
False |
False |
49,370 |
| 40 |
1353-4 |
1268-2 |
85-2 |
6.5% |
19-1 |
1.5% |
42% |
False |
False |
74,476 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.2% |
18-4 |
1.4% |
53% |
False |
False |
79,764 |
| 80 |
1363-0 |
1247-0 |
116-0 |
8.9% |
18-4 |
1.4% |
49% |
False |
False |
70,805 |
| 100 |
1406-0 |
1247-0 |
159-0 |
12.2% |
21-0 |
1.6% |
36% |
False |
False |
61,600 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.2% |
21-4 |
1.6% |
57% |
False |
False |
53,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1416-6 |
|
2.618 |
1379-4 |
|
1.618 |
1356-6 |
|
1.000 |
1342-6 |
|
0.618 |
1334-0 |
|
HIGH |
1320-0 |
|
0.618 |
1311-2 |
|
0.500 |
1308-5 |
|
0.382 |
1306-0 |
|
LOW |
1297-2 |
|
0.618 |
1283-2 |
|
1.000 |
1274-4 |
|
1.618 |
1260-4 |
|
2.618 |
1237-6 |
|
4.250 |
1200-4 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1308-5 |
1306-1 |
| PP |
1307-0 |
1305-3 |
| S1 |
1305-3 |
1304-4 |
|