CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 1198-4 1186-0 -12-4 -1.0% 1228-6
High 1213-2 1194-4 -18-6 -1.5% 1233-0
Low 1181-6 1176-4 -5-2 -0.4% 1181-6
Close 1187-2 1190-0 2-6 0.2% 1187-2
Range 31-4 18-0 -13-4 -42.9% 51-2
ATR 23-7 23-4 -0-3 -1.8% 0-0
Volume 16,677 9,045 -7,632 -45.8% 57,556
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 1241-0 1233-4 1199-7
R3 1223-0 1215-4 1195-0
R2 1205-0 1205-0 1193-2
R1 1197-4 1197-4 1191-5 1201-2
PP 1187-0 1187-0 1187-0 1188-7
S1 1179-4 1179-4 1188-3 1183-2
S2 1169-0 1169-0 1186-6
S3 1151-0 1161-4 1185-0
S4 1133-0 1143-4 1180-1
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1354-3 1322-1 1215-4
R3 1303-1 1270-7 1201-3
R2 1251-7 1251-7 1196-5
R1 1219-5 1219-5 1192-0 1210-1
PP 1200-5 1200-5 1200-5 1196-0
S1 1168-3 1168-3 1182-4 1158-7
S2 1149-3 1149-3 1177-7
S3 1098-1 1117-1 1173-1
S4 1046-7 1065-7 1159-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1229-6 1176-4 53-2 4.5% 22-4 1.9% 25% False True 10,612
10 1300-0 1176-4 123-4 10.4% 25-0 2.1% 11% False True 11,003
20 1302-0 1176-4 125-4 10.5% 24-5 2.1% 11% False True 9,330
40 1336-6 1176-4 160-2 13.5% 22-4 1.9% 8% False True 7,712
60 1337-0 1176-4 160-4 13.5% 21-3 1.8% 8% False True 6,520
80 1337-0 1176-4 160-4 13.5% 19-7 1.7% 8% False True 5,246
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 7-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1271-0
2.618 1241-5
1.618 1223-5
1.000 1212-4
0.618 1205-5
HIGH 1194-4
0.618 1187-5
0.500 1185-4
0.382 1183-3
LOW 1176-4
0.618 1165-3
1.000 1158-4
1.618 1147-3
2.618 1129-3
4.250 1100-0
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 1188-4 1195-7
PP 1187-0 1193-7
S1 1185-4 1192-0

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

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