CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 1257-2 1227-2 -30-0 -2.4% 1281-4
High 1262-4 1236-4 -26-0 -2.1% 1300-0
Low 1220-0 1213-4 -6-4 -0.5% 1213-4
Close 1229-0 1233-6 4-6 0.4% 1233-6
Range 42-4 23-0 -19-4 -45.9% 86-4
ATR 24-3 24-2 -0-1 -0.4% 0-0
Volume 8,033 14,357 6,324 78.7% 50,593
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1296-7 1288-3 1246-3
R3 1273-7 1265-3 1240-1
R2 1250-7 1250-7 1238-0
R1 1242-3 1242-3 1235-7 1246-5
PP 1227-7 1227-7 1227-7 1230-0
S1 1219-3 1219-3 1231-5 1223-5
S2 1204-7 1204-7 1229-4
S3 1181-7 1196-3 1227-3
S4 1158-7 1173-3 1221-1
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1508-5 1457-5 1281-3
R3 1422-1 1371-1 1257-4
R2 1335-5 1335-5 1249-5
R1 1284-5 1284-5 1241-5 1266-7
PP 1249-1 1249-1 1249-1 1240-2
S1 1198-1 1198-1 1225-7 1180-3
S2 1162-5 1162-5 1217-7
S3 1076-1 1111-5 1210-0
S4 989-5 1025-1 1186-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1300-0 1213-4 86-4 7.0% 29-2 2.4% 23% False True 10,118
10 1302-0 1213-4 88-4 7.2% 24-5 2.0% 23% False True 8,565
20 1302-0 1213-4 88-4 7.2% 24-5 2.0% 23% False True 8,057
40 1337-0 1213-4 123-4 10.0% 22-6 1.8% 16% False True 6,888
60 1337-0 1207-6 129-2 10.5% 20-5 1.7% 20% False False 5,572
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 5-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1334-2
2.618 1296-6
1.618 1273-6
1.000 1259-4
0.618 1250-6
HIGH 1236-4
0.618 1227-6
0.500 1225-0
0.382 1222-2
LOW 1213-4
0.618 1199-2
1.000 1190-4
1.618 1176-2
2.618 1153-2
4.250 1115-6
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 1230-7 1244-0
PP 1227-7 1240-5
S1 1225-0 1237-1

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

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