CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 1285-4 1277-0 -8-4 -0.7% 1295-0
High 1294-0 1283-6 -10-2 -0.8% 1321-4
Low 1268-2 1270-2 2-0 0.2% 1278-0
Close 1276-2 1273-6 -2-4 -0.2% 1280-4
Range 25-6 13-4 -12-2 -47.6% 43-4
ATR 19-6 19-2 -0-4 -2.2% 0-0
Volume 114,103 71,551 -42,552 -37.3% 478,827
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 1316-3 1308-5 1281-1
R3 1302-7 1295-1 1277-4
R2 1289-3 1289-3 1276-2
R1 1281-5 1281-5 1275-0 1278-6
PP 1275-7 1275-7 1275-7 1274-4
S1 1268-1 1268-1 1272-4 1265-2
S2 1262-3 1262-3 1271-2
S3 1248-7 1254-5 1270-0
S4 1235-3 1241-1 1266-3
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1423-7 1395-5 1304-3
R3 1380-3 1352-1 1292-4
R2 1336-7 1336-7 1288-4
R1 1308-5 1308-5 1284-4 1301-0
PP 1293-3 1293-3 1293-3 1289-4
S1 1265-1 1265-1 1276-4 1257-4
S2 1249-7 1249-7 1272-4
S3 1206-3 1221-5 1268-4
S4 1162-7 1178-1 1256-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1321-4 1268-2 53-2 4.2% 21-3 1.7% 10% False False 88,468
10 1321-4 1251-2 70-2 5.5% 21-6 1.7% 32% False False 100,611
20 1321-4 1247-0 74-4 5.8% 18-5 1.5% 36% False False 96,460
40 1328-6 1247-0 81-6 6.4% 17-5 1.4% 33% False False 76,700
60 1403-4 1247-0 156-4 12.3% 20-4 1.6% 17% False False 59,281
80 1406-0 1169-0 237-0 18.6% 22-0 1.7% 44% False False 48,956
100 1406-0 1169-0 237-0 18.6% 22-4 1.8% 44% False False 40,836
120 1406-0 1169-0 237-0 18.6% 22-1 1.7% 44% False False 34,970
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1341-1
2.618 1319-1
1.618 1305-5
1.000 1297-2
0.618 1292-1
HIGH 1283-6
0.618 1278-5
0.500 1277-0
0.382 1275-3
LOW 1270-2
0.618 1261-7
1.000 1256-6
1.618 1248-3
2.618 1234-7
4.250 1212-7
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 1277-0 1281-1
PP 1275-7 1278-5
S1 1274-7 1276-2

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

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