CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1296-0 |
1255-0 |
-41-0 |
-3.2% |
1231-6 |
| High |
1301-0 |
1270-2 |
-30-6 |
-2.4% |
1301-0 |
| Low |
1259-6 |
1255-0 |
-4-6 |
-0.4% |
1231-6 |
| Close |
1261-6 |
1268-4 |
6-6 |
0.5% |
1261-6 |
| Range |
41-2 |
15-2 |
-26-0 |
-63.0% |
69-2 |
| ATR |
22-5 |
22-1 |
-0-4 |
-2.3% |
0-0 |
| Volume |
9,191 |
8,644 |
-547 |
-6.0% |
39,869 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1310-3 |
1304-5 |
1276-7 |
|
| R3 |
1295-1 |
1289-3 |
1272-6 |
|
| R2 |
1279-7 |
1279-7 |
1271-2 |
|
| R1 |
1274-1 |
1274-1 |
1269-7 |
1277-0 |
| PP |
1264-5 |
1264-5 |
1264-5 |
1266-0 |
| S1 |
1258-7 |
1258-7 |
1267-1 |
1261-6 |
| S2 |
1249-3 |
1249-3 |
1265-6 |
|
| S3 |
1234-1 |
1243-5 |
1264-2 |
|
| S4 |
1218-7 |
1228-3 |
1260-1 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1472-5 |
1436-3 |
1299-7 |
|
| R3 |
1403-3 |
1367-1 |
1280-6 |
|
| R2 |
1334-1 |
1334-1 |
1274-4 |
|
| R1 |
1297-7 |
1297-7 |
1268-1 |
1316-0 |
| PP |
1264-7 |
1264-7 |
1264-7 |
1273-7 |
| S1 |
1228-5 |
1228-5 |
1255-3 |
1246-6 |
| S2 |
1195-5 |
1195-5 |
1249-0 |
|
| S3 |
1126-3 |
1159-3 |
1242-6 |
|
| S4 |
1057-1 |
1090-1 |
1223-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1301-0 |
1255-0 |
46-0 |
3.6% |
26-0 |
2.0% |
29% |
False |
True |
8,599 |
| 10 |
1301-0 |
1231-6 |
69-2 |
5.5% |
23-2 |
1.8% |
53% |
False |
False |
7,865 |
| 20 |
1322-6 |
1231-6 |
91-0 |
7.2% |
20-7 |
1.6% |
40% |
False |
False |
6,683 |
| 40 |
1337-0 |
1217-2 |
119-6 |
9.4% |
21-0 |
1.7% |
43% |
False |
False |
5,835 |
| 60 |
1337-0 |
1194-2 |
142-6 |
11.3% |
19-2 |
1.5% |
52% |
False |
False |
4,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1335-0 |
|
2.618 |
1310-1 |
|
1.618 |
1294-7 |
|
1.000 |
1285-4 |
|
0.618 |
1279-5 |
|
HIGH |
1270-2 |
|
0.618 |
1264-3 |
|
0.500 |
1262-5 |
|
0.382 |
1260-7 |
|
LOW |
1255-0 |
|
0.618 |
1245-5 |
|
1.000 |
1239-6 |
|
1.618 |
1230-3 |
|
2.618 |
1215-1 |
|
4.250 |
1190-2 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1266-4 |
1278-0 |
| PP |
1264-5 |
1274-7 |
| S1 |
1262-5 |
1271-5 |
|