CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 1347-2 1357-0 9-6 0.7% 1390-0
High 1362-2 1361-2 -1-0 -0.1% 1403-4
Low 1340-0 1348-6 8-6 0.7% 1333-4
Close 1355-2 1358-0 2-6 0.2% 1365-2
Range 22-2 12-4 -9-6 -43.8% 70-0
ATR 30-0 28-6 -1-2 -4.2% 0-0
Volume 19,247 24,958 5,711 29.7% 85,824
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 1393-4 1388-2 1364-7
R3 1381-0 1375-6 1361-4
R2 1368-4 1368-4 1360-2
R1 1363-2 1363-2 1359-1 1365-7
PP 1356-0 1356-0 1356-0 1357-2
S1 1350-6 1350-6 1356-7 1353-3
S2 1343-4 1343-4 1355-6
S3 1331-0 1338-2 1354-4
S4 1318-4 1325-6 1351-1
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 1381-4 1333-4 48-0 3.5% 23-5 1.7% 51% False False 22,248
10 1403-4 1333-4 70-0 5.2% 26-1 1.9% 35% False False 22,756
20 1406-0 1218-0 188-0 13.8% 28-7 2.1% 74% False False 22,515
40 1406-0 1169-0 237-0 17.5% 26-0 1.9% 80% False False 17,003
60 1406-0 1169-0 237-0 17.5% 24-5 1.8% 80% False False 13,572
80 1406-0 1169-0 237-0 17.5% 23-6 1.7% 80% False False 11,452
100 1406-0 1169-0 237-0 17.5% 22-1 1.6% 80% False False 9,526
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7-0
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1414-3
2.618 1394-0
1.618 1381-4
1.000 1373-6
0.618 1369-0
HIGH 1361-2
0.618 1356-4
0.500 1355-0
0.382 1353-4
LOW 1348-6
0.618 1341-0
1.000 1336-2
1.618 1328-4
2.618 1316-0
4.250 1295-5
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 1357-0 1360-6
PP 1356-0 1359-7
S1 1355-0 1358-7

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

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