CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1327-4 1328-4 1-0 0.1% 1318-4
High 1341-0 1339-4 -1-4 -0.1% 1341-0
Low 1318-2 1327-0 8-6 0.7% 1309-2
Close 1320-0 1336-4 16-4 1.3% 1336-4
Range 22-6 12-4 -10-2 -45.1% 31-6
ATR 20-2 20-1 0-0 -0.2% 0-0
Volume 105,162 56,777 -48,385 -46.0% 375,969
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1371-7 1366-5 1343-3
R3 1359-3 1354-1 1340-0
R2 1346-7 1346-7 1338-6
R1 1341-5 1341-5 1337-5 1344-2
PP 1334-3 1334-3 1334-3 1335-5
S1 1329-1 1329-1 1335-3 1331-6
S2 1321-7 1321-7 1334-2
S3 1309-3 1316-5 1333-0
S4 1296-7 1304-1 1329-5
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1424-1 1412-1 1354-0
R3 1392-3 1380-3 1345-2
R2 1360-5 1360-5 1342-3
R1 1348-5 1348-5 1339-3 1354-5
PP 1328-7 1328-7 1328-7 1332-0
S1 1316-7 1316-7 1333-5 1322-7
S2 1297-1 1297-1 1330-5
S3 1265-3 1285-1 1327-6
S4 1233-5 1253-3 1319-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1341-0 1290-4 50-4 3.8% 21-2 1.6% 91% False False 101,469
10 1341-0 1268-2 72-6 5.4% 21-3 1.6% 94% False False 96,480
20 1341-0 1247-0 94-0 7.0% 20-0 1.5% 95% False False 96,060
40 1341-0 1247-0 94-0 7.0% 18-0 1.3% 95% False False 86,409
60 1397-6 1247-0 150-6 11.3% 19-5 1.5% 59% False False 66,900
80 1406-0 1170-6 235-2 17.6% 22-1 1.7% 70% False False 55,534
100 1406-0 1169-0 237-0 17.7% 22-3 1.7% 71% False False 46,425
120 1406-0 1169-0 237-0 17.7% 22-1 1.7% 71% False False 39,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1392-5
2.618 1372-2
1.618 1359-6
1.000 1352-0
0.618 1347-2
HIGH 1339-4
0.618 1334-6
0.500 1333-2
0.382 1331-6
LOW 1327-0
0.618 1319-2
1.000 1314-4
1.618 1306-6
2.618 1294-2
4.250 1273-7
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1335-3 1334-0
PP 1334-3 1331-3
S1 1333-2 1328-7

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

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