CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 1244-6 1267-6 23-0 1.8% 1192-2
High 1271-4 1274-2 2-6 0.2% 1274-2
Low 1243-6 1260-6 17-0 1.4% 1189-0
Close 1268-2 1261-6 -6-4 -0.5% 1261-6
Range 27-6 13-4 -14-2 -51.4% 85-2
ATR 23-6 23-0 -0-6 -3.1% 0-0
Volume 15,132 23,613 8,481 56.0% 91,870
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1306-1 1297-3 1269-1
R3 1292-5 1283-7 1265-4
R2 1279-1 1279-1 1264-2
R1 1270-3 1270-3 1263-0 1268-0
PP 1265-5 1265-5 1265-5 1264-3
S1 1256-7 1256-7 1260-4 1254-4
S2 1252-1 1252-1 1259-2
S3 1238-5 1243-3 1258-0
S4 1225-1 1229-7 1254-3
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1497-3 1464-7 1308-5
R3 1412-1 1379-5 1285-2
R2 1326-7 1326-7 1277-3
R1 1294-3 1294-3 1269-5 1310-5
PP 1241-5 1241-5 1241-5 1249-6
S1 1209-1 1209-1 1253-7 1225-3
S2 1156-3 1156-3 1246-1
S3 1071-1 1123-7 1238-2
S4 985-7 1038-5 1214-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1274-2 1189-0 85-2 6.8% 25-7 2.0% 85% True False 18,374
10 1274-2 1169-0 105-2 8.3% 21-5 1.7% 88% True False 15,839
20 1300-0 1169-0 131-0 10.4% 23-6 1.9% 71% False False 13,327
40 1302-0 1169-0 133-0 10.5% 22-3 1.8% 70% False False 10,171
60 1337-0 1169-0 168-0 13.3% 22-2 1.8% 55% False False 8,546
80 1337-0 1169-0 168-0 13.3% 20-6 1.6% 55% False False 6,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1331-5
2.618 1309-5
1.618 1296-1
1.000 1287-6
0.618 1282-5
HIGH 1274-2
0.618 1269-1
0.500 1267-4
0.382 1265-7
LOW 1260-6
0.618 1252-3
1.000 1247-2
1.618 1238-7
2.618 1225-3
4.250 1203-3
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 1267-4 1256-4
PP 1265-5 1251-3
S1 1263-5 1246-1

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

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