CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 1274-2 1266-0 -8-2 -0.6% 1293-2
High 1287-4 1271-2 -16-2 -1.3% 1294-2
Low 1265-0 1250-2 -14-6 -1.2% 1250-2
Close 1266-2 1251-4 -14-6 -1.2% 1251-4
Range 22-4 21-0 -1-4 -6.7% 44-0
ATR 17-6 18-0 0-2 1.3% 0-0
Volume 97,635 102,373 4,738 4.9% 534,901
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1320-5 1307-1 1263-0
R3 1299-5 1286-1 1257-2
R2 1278-5 1278-5 1255-3
R1 1265-1 1265-1 1253-3 1261-3
PP 1257-5 1257-5 1257-5 1255-6
S1 1244-1 1244-1 1249-5 1240-3
S2 1236-5 1236-5 1247-5
S3 1215-5 1223-1 1245-6
S4 1194-5 1202-1 1240-0
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1397-3 1368-3 1275-6
R3 1353-3 1324-3 1263-5
R2 1309-3 1309-3 1259-5
R1 1280-3 1280-3 1255-4 1272-7
PP 1265-3 1265-3 1265-3 1261-4
S1 1236-3 1236-3 1247-4 1228-7
S2 1221-3 1221-3 1243-3
S3 1177-3 1192-3 1239-3
S4 1133-3 1148-3 1227-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1294-2 1250-2 44-0 3.5% 18-1 1.4% 3% False True 106,980
10 1312-6 1250-2 62-4 5.0% 16-1 1.3% 2% False True 92,038
20 1312-6 1250-2 62-4 5.0% 16-0 1.3% 2% False True 79,580
40 1397-6 1250-2 147-4 11.8% 19-3 1.6% 1% False True 54,431
60 1406-0 1185-2 220-6 17.6% 22-6 1.8% 30% False False 43,504
80 1406-0 1169-0 237-0 18.9% 23-0 1.8% 35% False False 35,176
100 1406-0 1169-0 237-0 18.9% 22-4 1.8% 35% False False 29,394
120 1406-0 1169-0 237-0 18.9% 22-1 1.8% 35% False False 25,308
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 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1360-4
2.618 1326-2
1.618 1305-2
1.000 1292-2
0.618 1284-2
HIGH 1271-2
0.618 1263-2
0.500 1260-6
0.382 1258-2
LOW 1250-2
0.618 1237-2
1.000 1229-2
1.618 1216-2
2.618 1195-2
4.250 1161-0
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 1260-6 1268-7
PP 1257-5 1263-1
S1 1254-5 1257-2

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

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