CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1328-0 |
1328-0 |
0-0 |
0.0% |
1335-6 |
| High |
1333-0 |
1328-0 |
-5-0 |
-0.4% |
1346-0 |
| Low |
1316-0 |
1316-4 |
0-4 |
0.0% |
1311-2 |
| Close |
1328-0 |
1325-4 |
-2-4 |
-0.2% |
1325-4 |
| Range |
17-0 |
11-4 |
-5-4 |
-32.4% |
34-6 |
| ATR |
20-3 |
19-6 |
-0-5 |
-3.1% |
0-0 |
| Volume |
105,555 |
89,331 |
-16,224 |
-15.4% |
496,661 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1357-7 |
1353-1 |
1331-7 |
|
| R3 |
1346-3 |
1341-5 |
1328-5 |
|
| R2 |
1334-7 |
1334-7 |
1327-5 |
|
| R1 |
1330-1 |
1330-1 |
1326-4 |
1326-6 |
| PP |
1323-3 |
1323-3 |
1323-3 |
1321-5 |
| S1 |
1318-5 |
1318-5 |
1324-4 |
1315-2 |
| S2 |
1311-7 |
1311-7 |
1323-3 |
|
| S3 |
1300-3 |
1307-1 |
1322-3 |
|
| S4 |
1288-7 |
1295-5 |
1319-1 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-7 |
1413-3 |
1344-5 |
|
| R3 |
1397-1 |
1378-5 |
1335-0 |
|
| R2 |
1362-3 |
1362-3 |
1331-7 |
|
| R1 |
1343-7 |
1343-7 |
1328-5 |
1335-6 |
| PP |
1327-5 |
1327-5 |
1327-5 |
1323-4 |
| S1 |
1309-1 |
1309-1 |
1322-3 |
1301-0 |
| S2 |
1292-7 |
1292-7 |
1319-1 |
|
| S3 |
1258-1 |
1274-3 |
1316-0 |
|
| S4 |
1223-3 |
1239-5 |
1306-3 |
|
|
| 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% |
19-2 |
1.4% |
41% |
False |
False |
99,332 |
| 10 |
1346-0 |
1290-4 |
55-4 |
4.2% |
20-2 |
1.5% |
63% |
False |
False |
100,400 |
| 20 |
1346-0 |
1261-6 |
84-2 |
6.4% |
20-5 |
1.6% |
76% |
False |
False |
99,749 |
| 40 |
1346-0 |
1247-0 |
99-0 |
7.5% |
18-3 |
1.4% |
79% |
False |
False |
91,078 |
| 60 |
1397-6 |
1247-0 |
150-6 |
11.4% |
18-7 |
1.4% |
52% |
False |
False |
73,475 |
| 80 |
1406-0 |
1243-6 |
162-2 |
12.2% |
21-6 |
1.6% |
50% |
False |
False |
60,719 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-1 |
1.7% |
66% |
False |
False |
50,965 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-1 |
1.7% |
66% |
False |
False |
43,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1376-7 |
|
2.618 |
1358-1 |
|
1.618 |
1346-5 |
|
1.000 |
1339-4 |
|
0.618 |
1335-1 |
|
HIGH |
1328-0 |
|
0.618 |
1323-5 |
|
0.500 |
1322-2 |
|
0.382 |
1320-7 |
|
LOW |
1316-4 |
|
0.618 |
1309-3 |
|
1.000 |
1305-0 |
|
1.618 |
1297-7 |
|
2.618 |
1286-3 |
|
4.250 |
1267-5 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1324-3 |
1324-5 |
| PP |
1323-3 |
1323-7 |
| S1 |
1322-2 |
1323-0 |
|