CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 1284-6 1264-0 -20-6 -1.6% 1293-4
High 1286-4 1278-4 -8-0 -0.6% 1305-0
Low 1266-0 1261-2 -4-6 -0.4% 1266-0
Close 1266-2 1271-6 5-4 0.4% 1266-2
Range 20-4 17-2 -3-2 -15.9% 39-0
ATR 21-6 21-3 -0-3 -1.5% 0-0
Volume 84,193 77,354 -6,839 -8.1% 348,142
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 1322-2 1314-2 1281-2
R3 1305-0 1297-0 1276-4
R2 1287-6 1287-6 1274-7
R1 1279-6 1279-6 1273-3 1283-6
PP 1270-4 1270-4 1270-4 1272-4
S1 1262-4 1262-4 1270-1 1266-4
S2 1253-2 1253-2 1268-5
S3 1236-0 1245-2 1267-0
S4 1218-6 1228-0 1262-2
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1396-1 1370-1 1287-6
R3 1357-1 1331-1 1277-0
R2 1318-1 1318-1 1273-3
R1 1292-1 1292-1 1269-7 1285-5
PP 1279-1 1279-1 1279-1 1275-6
S1 1253-1 1253-1 1262-5 1246-5
S2 1240-1 1240-1 1259-1
S3 1201-1 1214-1 1255-4
S4 1162-1 1175-1 1244-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1305-0 1261-2 43-6 3.4% 17-3 1.4% 24% False True 75,775
10 1305-0 1261-2 43-6 3.4% 16-7 1.3% 24% False True 60,845
20 1365-0 1261-2 103-6 8.2% 19-3 1.5% 10% False True 42,650
40 1406-0 1261-2 144-6 11.4% 25-1 2.0% 7% False True 33,430
60 1406-0 1169-0 237-0 18.6% 24-5 1.9% 43% False False 26,729
80 1406-0 1169-0 237-0 18.6% 23-6 1.9% 43% False False 21,801
100 1406-0 1169-0 237-0 18.6% 23-3 1.8% 43% False False 18,499
120 1406-0 1169-0 237-0 18.6% 22-1 1.7% 43% False False 15,783
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 True
Bull Hook False
Stretch 3-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1351-6
2.618 1323-5
1.618 1306-3
1.000 1295-6
0.618 1289-1
HIGH 1278-4
0.618 1271-7
0.500 1269-7
0.382 1267-7
LOW 1261-2
0.618 1250-5
1.000 1244-0
1.618 1233-3
2.618 1216-1
4.250 1188-0
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 1271-1 1279-3
PP 1270-4 1276-7
S1 1269-7 1274-2

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

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