CME Soybean Oil 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 |
37.51 |
37.69 |
0.18 |
0.5% |
38.26 |
High |
37.74 |
37.95 |
0.21 |
0.6% |
38.26 |
Low |
37.46 |
37.45 |
-0.01 |
0.0% |
37.24 |
Close |
37.74 |
37.95 |
0.21 |
0.6% |
37.95 |
Range |
0.28 |
0.50 |
0.22 |
78.6% |
1.02 |
ATR |
0.53 |
0.53 |
0.00 |
-0.4% |
0.00 |
Volume |
794 |
652 |
-142 |
-17.9% |
3,703 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.28 |
39.12 |
38.23 |
|
R3 |
38.78 |
38.62 |
38.09 |
|
R2 |
38.28 |
38.28 |
38.04 |
|
R1 |
38.12 |
38.12 |
38.00 |
38.20 |
PP |
37.78 |
37.78 |
37.78 |
37.83 |
S1 |
37.62 |
37.62 |
37.90 |
37.70 |
S2 |
37.28 |
37.28 |
37.86 |
|
S3 |
36.78 |
37.12 |
37.81 |
|
S4 |
36.28 |
36.62 |
37.68 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.88 |
40.43 |
38.51 |
|
R3 |
39.86 |
39.41 |
38.23 |
|
R2 |
38.84 |
38.84 |
38.14 |
|
R1 |
38.39 |
38.39 |
38.04 |
38.11 |
PP |
37.82 |
37.82 |
37.82 |
37.67 |
S1 |
37.37 |
37.37 |
37.86 |
37.09 |
S2 |
36.80 |
36.80 |
37.76 |
|
S3 |
35.78 |
36.35 |
37.67 |
|
S4 |
34.76 |
35.33 |
37.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.26 |
37.24 |
1.02 |
2.7% |
0.42 |
1.1% |
70% |
False |
False |
740 |
10 |
39.16 |
37.24 |
1.92 |
5.1% |
0.45 |
1.2% |
37% |
False |
False |
5,325 |
20 |
40.49 |
37.24 |
3.25 |
8.6% |
0.51 |
1.3% |
22% |
False |
False |
19,774 |
40 |
42.05 |
37.24 |
4.81 |
12.7% |
0.58 |
1.5% |
15% |
False |
False |
34,308 |
60 |
42.40 |
37.24 |
5.16 |
13.6% |
0.63 |
1.7% |
14% |
False |
False |
29,573 |
80 |
43.32 |
37.24 |
6.08 |
16.0% |
0.64 |
1.7% |
12% |
False |
False |
25,132 |
100 |
45.48 |
37.24 |
8.24 |
21.7% |
0.67 |
1.8% |
9% |
False |
False |
21,255 |
120 |
45.61 |
37.24 |
8.37 |
22.1% |
0.68 |
1.8% |
8% |
False |
False |
18,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.08 |
2.618 |
39.26 |
1.618 |
38.76 |
1.000 |
38.45 |
0.618 |
38.26 |
HIGH |
37.95 |
0.618 |
37.76 |
0.500 |
37.70 |
0.382 |
37.64 |
LOW |
37.45 |
0.618 |
37.14 |
1.000 |
36.95 |
1.618 |
36.64 |
2.618 |
36.14 |
4.250 |
35.33 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
37.87 |
37.83 |
PP |
37.78 |
37.71 |
S1 |
37.70 |
37.60 |
|