CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 1355-0 1342-2 -12-6 -0.9% 1372-4
High 1363-0 1342-2 -20-6 -1.5% 1374-0
Low 1333-4 1314-0 -19-4 -1.5% 1314-0
Close 1341-4 1318-0 -23-4 -1.8% 1318-0
Range 29-4 28-2 -1-2 -4.2% 60-0
ATR 29-4 29-3 -0-1 -0.3% 0-0
Volume 34,613 20,645 -13,968 -40.4% 144,682
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1409-4 1392-0 1333-4
R3 1381-2 1363-6 1325-6
R2 1353-0 1353-0 1323-1
R1 1335-4 1335-4 1320-5 1330-1
PP 1324-6 1324-6 1324-6 1322-0
S1 1307-2 1307-2 1315-3 1301-7
S2 1296-4 1296-4 1312-7
S3 1268-2 1279-0 1310-2
S4 1240-0 1250-6 1302-4
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1515-3 1476-5 1351-0
R3 1455-3 1416-5 1334-4
R2 1395-3 1395-3 1329-0
R1 1356-5 1356-5 1323-4 1346-0
PP 1335-3 1335-3 1335-3 1330-0
S1 1296-5 1296-5 1312-4 1286-0
S2 1275-3 1275-3 1307-0
S3 1215-3 1236-5 1301-4
S4 1155-3 1176-5 1285-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1374-0 1314-0 60-0 4.6% 27-4 2.1% 7% False True 28,936
10 1397-6 1314-0 83-6 6.4% 27-6 2.1% 5% False True 27,309
20 1406-0 1290-2 115-6 8.8% 30-5 2.3% 24% False False 25,886
40 1406-0 1169-0 237-0 18.0% 26-7 2.0% 63% False False 20,736
60 1406-0 1169-0 237-0 18.0% 26-0 2.0% 63% False False 16,383
80 1406-0 1169-0 237-0 18.0% 24-6 1.9% 63% False False 13,690
100 1406-0 1169-0 237-0 18.0% 23-1 1.8% 63% False False 11,508
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 6-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1462-2
2.618 1416-2
1.618 1388-0
1.000 1370-4
0.618 1359-6
HIGH 1342-2
0.618 1331-4
0.500 1328-1
0.382 1324-6
LOW 1314-0
0.618 1296-4
1.000 1285-6
1.618 1268-2
2.618 1240-0
4.250 1194-0
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 1328-1 1338-4
PP 1324-6 1331-5
S1 1321-3 1324-7

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

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