CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1301-6 |
1327-0 |
25-2 |
1.9% |
1291-2 |
| High |
1327-4 |
1339-0 |
11-4 |
0.9% |
1320-0 |
| Low |
1296-0 |
1314-6 |
18-6 |
1.4% |
1287-2 |
| Close |
1326-6 |
1339-0 |
12-2 |
0.9% |
1303-6 |
| Range |
31-4 |
24-2 |
-7-2 |
-23.0% |
32-6 |
| ATR |
19-2 |
19-5 |
0-3 |
1.8% |
0-0 |
| Volume |
1,070 |
306 |
-764 |
-71.4% |
12,152 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1403-5 |
1395-5 |
1352-3 |
|
| R3 |
1379-3 |
1371-3 |
1345-5 |
|
| R2 |
1355-1 |
1355-1 |
1343-4 |
|
| R1 |
1347-1 |
1347-1 |
1341-2 |
1351-1 |
| PP |
1330-7 |
1330-7 |
1330-7 |
1333-0 |
| S1 |
1322-7 |
1322-7 |
1336-6 |
1326-7 |
| S2 |
1306-5 |
1306-5 |
1334-4 |
|
| S3 |
1282-3 |
1298-5 |
1332-3 |
|
| S4 |
1258-1 |
1274-3 |
1325-5 |
|
|
| 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 |
1339-0 |
1292-2 |
46-6 |
3.5% |
20-3 |
1.5% |
100% |
True |
False |
1,604 |
| 10 |
1339-0 |
1280-2 |
58-6 |
4.4% |
19-7 |
1.5% |
100% |
True |
False |
5,073 |
| 20 |
1351-0 |
1280-2 |
70-6 |
5.3% |
19-2 |
1.4% |
83% |
False |
False |
38,632 |
| 40 |
1353-4 |
1268-2 |
85-2 |
6.4% |
19-7 |
1.5% |
83% |
False |
False |
70,422 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
19-0 |
1.4% |
86% |
False |
False |
77,830 |
| 80 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-5 |
1.4% |
86% |
False |
False |
69,946 |
| 100 |
1406-0 |
1247-0 |
159-0 |
11.9% |
21-0 |
1.6% |
58% |
False |
False |
61,163 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.7% |
21-4 |
1.6% |
72% |
False |
False |
53,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1442-0 |
|
2.618 |
1402-4 |
|
1.618 |
1378-2 |
|
1.000 |
1363-2 |
|
0.618 |
1354-0 |
|
HIGH |
1339-0 |
|
0.618 |
1329-6 |
|
0.500 |
1326-7 |
|
0.382 |
1324-0 |
|
LOW |
1314-6 |
|
0.618 |
1299-6 |
|
1.000 |
1290-4 |
|
1.618 |
1275-4 |
|
2.618 |
1251-2 |
|
4.250 |
1211-6 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1335-0 |
1331-7 |
| PP |
1330-7 |
1324-5 |
| S1 |
1326-7 |
1317-4 |
|