CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 1318-4 1327-0 8-4 0.6% 1280-0
High 1334-4 1330-6 -3-6 -0.3% 1322-0
Low 1309-2 1316-6 7-4 0.6% 1268-2
Close 1329-2 1329-2 0-0 0.0% 1319-4
Range 25-2 14-0 -11-2 -44.6% 53-6
ATR 20-4 20-0 -0-4 -2.3% 0-0
Volume 111,656 102,374 -9,282 -8.3% 481,990
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 1367-5 1362-3 1337-0
R3 1353-5 1348-3 1333-1
R2 1339-5 1339-5 1331-7
R1 1334-3 1334-3 1330-4 1337-0
PP 1325-5 1325-5 1325-5 1326-7
S1 1320-3 1320-3 1328-0 1323-0
S2 1311-5 1311-5 1326-5
S3 1297-5 1306-3 1325-3
S4 1283-5 1292-3 1321-4
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1464-4 1445-6 1349-0
R3 1410-6 1392-0 1334-2
R2 1357-0 1357-0 1329-3
R1 1338-2 1338-2 1324-3 1347-5
PP 1303-2 1303-2 1303-2 1308-0
S1 1284-4 1284-4 1314-5 1293-7
S2 1249-4 1249-4 1309-5
S3 1195-6 1230-6 1304-6
S4 1142-0 1177-0 1290-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1334-4 1270-2 64-2 4.8% 20-2 1.5% 92% False False 101,874
10 1334-4 1268-2 66-2 5.0% 20-4 1.5% 92% False False 96,642
20 1334-4 1247-0 87-4 6.6% 19-7 1.5% 94% False False 98,175
40 1334-4 1247-0 87-4 6.6% 18-0 1.3% 94% False False 84,492
60 1397-6 1247-0 150-6 11.3% 20-3 1.5% 55% False False 65,061
80 1406-0 1169-0 237-0 17.8% 22-1 1.7% 68% False False 53,869
100 1406-0 1169-0 237-0 17.8% 22-5 1.7% 68% False False 44,961
120 1406-0 1169-0 237-0 17.8% 22-2 1.7% 68% False False 38,483
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1390-2
2.618 1367-3
1.618 1353-3
1.000 1344-6
0.618 1339-3
HIGH 1330-6
0.618 1325-3
0.500 1323-6
0.382 1322-1
LOW 1316-6
0.618 1308-1
1.000 1302-6
1.618 1294-1
2.618 1280-1
4.250 1257-2
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 1327-3 1323-5
PP 1325-5 1318-1
S1 1323-6 1312-4

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

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