CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 1379-0 1347-2 -31-6 -2.3% 1390-0
High 1381-4 1362-2 -19-2 -1.4% 1403-4
Low 1350-6 1340-0 -10-6 -0.8% 1333-4
Close 1355-6 1355-2 -0-4 0.0% 1365-2
Range 30-6 22-2 -8-4 -27.6% 70-0
ATR 30-5 30-0 -0-5 -2.0% 0-0
Volume 22,836 19,247 -3,589 -15.7% 85,824
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 1419-2 1409-4 1367-4
R3 1397-0 1387-2 1361-3
R2 1374-6 1374-6 1359-3
R1 1365-0 1365-0 1357-2 1369-7
PP 1352-4 1352-4 1352-4 1355-0
S1 1342-6 1342-6 1353-2 1347-5
S2 1330-2 1330-2 1351-1
S3 1308-0 1320-4 1349-1
S4 1285-6 1298-2 1343-0
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1577-3 1541-3 1403-6
R3 1507-3 1471-3 1384-4
R2 1437-3 1437-3 1378-1
R1 1401-3 1401-3 1371-5 1384-3
PP 1367-3 1367-3 1367-3 1359-0
S1 1331-3 1331-3 1358-7 1314-3
S2 1297-3 1297-3 1352-3
S3 1227-3 1261-3 1346-0
S4 1157-3 1191-3 1326-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1385-0 1333-4 51-4 3.8% 30-1 2.2% 42% False False 22,317
10 1406-0 1333-4 72-4 5.3% 29-2 2.2% 30% False False 24,037
20 1406-0 1218-0 188-0 13.9% 29-2 2.2% 73% False False 22,292
40 1406-0 1169-0 237-0 17.5% 26-4 2.0% 79% False False 16,527
60 1406-0 1169-0 237-0 17.5% 24-5 1.8% 79% False False 13,246
80 1406-0 1169-0 237-0 17.5% 23-6 1.8% 79% False False 11,181
100 1406-0 1169-0 237-0 17.5% 22-1 1.6% 79% False False 9,296
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 8-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1456-6
2.618 1420-4
1.618 1398-2
1.000 1384-4
0.618 1376-0
HIGH 1362-2
0.618 1353-6
0.500 1351-1
0.382 1348-4
LOW 1340-0
0.618 1326-2
1.000 1317-6
1.618 1304-0
2.618 1281-6
4.250 1245-4
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 1353-7 1360-6
PP 1352-4 1358-7
S1 1351-1 1357-1

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

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