CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1207-0 |
1208-6 |
1-6 |
0.1% |
1281-4 |
| High |
1216-4 |
1215-2 |
-1-2 |
-0.1% |
1300-0 |
| Low |
1199-0 |
1194-6 |
-4-2 |
-0.4% |
1213-4 |
| Close |
1211-0 |
1198-0 |
-13-0 |
-1.1% |
1233-6 |
| Range |
17-4 |
20-4 |
3-0 |
17.1% |
86-4 |
| ATR |
23-4 |
23-3 |
-0-2 |
-0.9% |
0-0 |
| Volume |
11,278 |
7,810 |
-3,468 |
-30.8% |
50,593 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1264-1 |
1251-5 |
1209-2 |
|
| R3 |
1243-5 |
1231-1 |
1203-5 |
|
| R2 |
1223-1 |
1223-1 |
1201-6 |
|
| R1 |
1210-5 |
1210-5 |
1199-7 |
1206-5 |
| PP |
1202-5 |
1202-5 |
1202-5 |
1200-6 |
| S1 |
1190-1 |
1190-1 |
1196-1 |
1186-1 |
| S2 |
1182-1 |
1182-1 |
1194-2 |
|
| S3 |
1161-5 |
1169-5 |
1192-3 |
|
| S4 |
1141-1 |
1149-1 |
1186-6 |
|
|
| 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 |
1236-4 |
1194-6 |
41-6 |
3.5% |
20-7 |
1.7% |
8% |
False |
True |
11,047 |
| 10 |
1300-0 |
1194-6 |
105-2 |
8.8% |
24-4 |
2.0% |
3% |
False |
True |
9,787 |
| 20 |
1302-0 |
1194-6 |
107-2 |
9.0% |
24-6 |
2.1% |
3% |
False |
True |
8,610 |
| 40 |
1337-0 |
1194-6 |
142-2 |
11.9% |
22-3 |
1.9% |
2% |
False |
True |
7,244 |
| 60 |
1337-0 |
1194-6 |
142-2 |
11.9% |
21-0 |
1.8% |
2% |
False |
True |
6,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1302-3 |
|
2.618 |
1268-7 |
|
1.618 |
1248-3 |
|
1.000 |
1235-6 |
|
0.618 |
1227-7 |
|
HIGH |
1215-2 |
|
0.618 |
1207-3 |
|
0.500 |
1205-0 |
|
0.382 |
1202-5 |
|
LOW |
1194-6 |
|
0.618 |
1182-1 |
|
1.000 |
1174-2 |
|
1.618 |
1161-5 |
|
2.618 |
1141-1 |
|
4.250 |
1107-5 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1205-0 |
1212-2 |
| PP |
1202-5 |
1207-4 |
| S1 |
1200-3 |
1202-6 |
|