CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 1335-6 1320-6 -15-0 -1.1% 1318-4
High 1346-0 1329-0 -17-0 -1.3% 1341-0
Low 1319-2 1311-2 -8-0 -0.6% 1309-2
Close 1321-2 1319-6 -1-4 -0.1% 1336-4
Range 26-6 17-6 -9-0 -33.6% 31-6
ATR 20-5 20-3 -0-2 -1.0% 0-0
Volume 100,676 92,773 -7,903 -7.8% 375,969
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 1373-2 1364-2 1329-4
R3 1355-4 1346-4 1324-5
R2 1337-6 1337-6 1323-0
R1 1328-6 1328-6 1321-3 1324-3
PP 1320-0 1320-0 1320-0 1317-6
S1 1311-0 1311-0 1318-1 1306-5
S2 1302-2 1302-2 1316-4
S3 1284-4 1293-2 1314-7
S4 1266-6 1275-4 1310-0
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 1346-0 1311-2 34-6 2.6% 18-6 1.4% 24% False True 91,552
10 1346-0 1268-2 77-6 5.9% 20-6 1.6% 66% False False 97,886
20 1346-0 1247-0 99-0 7.5% 20-5 1.6% 73% False False 96,651
40 1346-0 1247-0 99-0 7.5% 18-2 1.4% 73% False False 88,931
60 1397-6 1247-0 150-6 11.4% 19-4 1.5% 48% False False 69,445
80 1406-0 1189-0 217-0 16.4% 22-2 1.7% 60% False False 57,593
100 1406-0 1169-0 237-0 18.0% 22-2 1.7% 64% False False 48,172
120 1406-0 1169-0 237-0 18.0% 22-0 1.7% 64% False False 41,218
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 5-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1404-4
2.618 1375-4
1.618 1357-6
1.000 1346-6
0.618 1340-0
HIGH 1329-0
0.618 1322-2
0.500 1320-1
0.382 1318-0
LOW 1311-2
0.618 1300-2
1.000 1293-4
1.618 1282-4
2.618 1264-6
4.250 1235-6
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 1320-1 1328-5
PP 1320-0 1325-5
S1 1319-7 1322-6

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

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