CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 1290-2 1344-6 54-4 4.2% 1275-2
High 1331-6 1398-2 66-4 5.0% 1331-6
Low 1290-2 1344-6 54-4 4.2% 1273-0
Close 1328-4 1387-0 58-4 4.4% 1328-4
Range 41-4 53-4 12-0 28.9% 58-6
ATR 26-1 29-2 3-1 11.9% 0-0
Volume 19,590 26,757 7,167 36.6% 101,010
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 1537-1 1515-5 1416-3
R3 1483-5 1462-1 1401-6
R2 1430-1 1430-1 1396-6
R1 1408-5 1408-5 1391-7 1419-3
PP 1376-5 1376-5 1376-5 1382-0
S1 1355-1 1355-1 1382-1 1365-7
S2 1323-1 1323-1 1377-2
S3 1269-5 1301-5 1372-2
S4 1216-1 1248-1 1357-5
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1487-3 1466-5 1360-6
R3 1428-5 1407-7 1344-5
R2 1369-7 1369-7 1339-2
R1 1349-1 1349-1 1333-7 1359-4
PP 1311-1 1311-1 1311-1 1316-2
S1 1290-3 1290-3 1323-1 1300-6
S2 1252-3 1252-3 1317-6
S3 1193-5 1231-5 1312-3
S4 1134-7 1172-7 1296-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1398-2 1285-4 112-6 8.1% 34-6 2.5% 90% True False 22,994
10 1398-2 1218-0 180-2 13.0% 29-2 2.1% 94% True False 20,548
20 1398-2 1169-0 229-2 16.5% 25-7 1.9% 95% True False 16,508
40 1398-2 1169-0 229-2 16.5% 25-0 1.8% 95% True False 12,484
60 1398-2 1169-0 229-2 16.5% 23-5 1.7% 95% True False 10,220
80 1398-2 1169-0 229-2 16.5% 22-0 1.6% 95% True False 8,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 1625-5
2.618 1538-3
1.618 1484-7
1.000 1451-6
0.618 1431-3
HIGH 1398-2
0.618 1377-7
0.500 1371-4
0.382 1365-1
LOW 1344-6
0.618 1311-5
1.000 1291-2
1.618 1258-1
2.618 1204-5
4.250 1117-3
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 1381-7 1372-0
PP 1376-5 1356-7
S1 1371-4 1341-7

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

View Archives - Comment on this page... - Back to Index of Symbols