CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 1288-6 1263-6 -25-0 -1.9% 1255-0
High 1300-0 1274-4 -25-4 -2.0% 1302-0
Low 1263-4 1257-4 -6-0 -0.5% 1255-0
Close 1265-0 1261-0 -4-0 -0.3% 1279-2
Range 36-4 17-0 -19-4 -53.4% 47-0
ATR 23-4 23-0 -0-4 -2.0% 0-0
Volume 11,203 9,837 -1,366 -12.2% 35,059
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 1315-3 1305-1 1270-3
R3 1298-3 1288-1 1265-5
R2 1281-3 1281-3 1264-1
R1 1271-1 1271-1 1262-4 1267-6
PP 1264-3 1264-3 1264-3 1262-5
S1 1254-1 1254-1 1259-4 1250-6
S2 1247-3 1247-3 1257-7
S3 1230-3 1237-1 1256-3
S4 1213-3 1220-1 1251-5
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1419-6 1396-4 1305-1
R3 1372-6 1349-4 1292-1
R2 1325-6 1325-6 1287-7
R1 1302-4 1302-4 1283-4 1314-1
PP 1278-6 1278-6 1278-6 1284-4
S1 1255-4 1255-4 1275-0 1267-1
S2 1231-6 1231-6 1270-5
S3 1184-6 1208-4 1266-3
S4 1137-6 1161-4 1253-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1300-0 1257-4 42-4 3.4% 24-2 1.9% 8% False True 7,885
10 1302-0 1255-0 47-0 3.7% 24-3 1.9% 13% False False 8,202
20 1302-0 1231-6 70-2 5.6% 22-4 1.8% 42% False False 7,527
40 1337-0 1231-6 105-2 8.3% 21-7 1.7% 28% False False 6,609
60 1337-0 1207-6 129-2 10.2% 20-2 1.6% 41% False False 5,245
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1346-6
2.618 1319-0
1.618 1302-0
1.000 1291-4
0.618 1285-0
HIGH 1274-4
0.618 1268-0
0.500 1266-0
0.382 1264-0
LOW 1257-4
0.618 1247-0
1.000 1240-4
1.618 1230-0
2.618 1213-0
4.250 1185-2
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 1266-0 1278-6
PP 1264-3 1272-7
S1 1262-5 1266-7

These figures are updated between 7pm and 10pm EST after a trading day.

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