CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1336-0 |
1344-0 |
8-0 |
0.6% |
1324-6 |
| High |
1350-0 |
1351-0 |
1-0 |
0.1% |
1353-4 |
| Low |
1328-4 |
1323-2 |
-5-2 |
-0.4% |
1312-2 |
| Close |
1346-4 |
1324-0 |
-22-4 |
-1.7% |
1327-4 |
| Range |
21-4 |
27-6 |
6-2 |
29.1% |
41-2 |
| ATR |
20-2 |
20-6 |
0-4 |
2.7% |
0-0 |
| Volume |
110,864 |
119,032 |
8,168 |
7.4% |
582,779 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1416-0 |
1397-6 |
1339-2 |
|
| R3 |
1388-2 |
1370-0 |
1331-5 |
|
| R2 |
1360-4 |
1360-4 |
1329-1 |
|
| R1 |
1342-2 |
1342-2 |
1326-4 |
1337-4 |
| PP |
1332-6 |
1332-6 |
1332-6 |
1330-3 |
| S1 |
1314-4 |
1314-4 |
1321-4 |
1309-6 |
| S2 |
1305-0 |
1305-0 |
1318-7 |
|
| S3 |
1277-2 |
1286-6 |
1316-3 |
|
| S4 |
1249-4 |
1259-0 |
1308-6 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1454-7 |
1432-3 |
1350-2 |
|
| R3 |
1413-5 |
1391-1 |
1338-7 |
|
| R2 |
1372-3 |
1372-3 |
1335-0 |
|
| R1 |
1349-7 |
1349-7 |
1331-2 |
1361-1 |
| PP |
1331-1 |
1331-1 |
1331-1 |
1336-6 |
| S1 |
1308-5 |
1308-5 |
1323-6 |
1319-7 |
| S2 |
1289-7 |
1289-7 |
1320-0 |
|
| S3 |
1248-5 |
1267-3 |
1316-1 |
|
| S4 |
1207-3 |
1226-1 |
1304-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1351-0 |
1312-2 |
38-6 |
2.9% |
23-5 |
1.8% |
30% |
True |
False |
108,437 |
| 10 |
1353-4 |
1312-2 |
41-2 |
3.1% |
20-2 |
1.5% |
28% |
False |
False |
110,371 |
| 20 |
1353-4 |
1270-2 |
83-2 |
6.3% |
20-3 |
1.5% |
65% |
False |
False |
103,840 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
19-5 |
1.5% |
72% |
False |
False |
100,315 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-5 |
1.4% |
72% |
False |
False |
84,843 |
| 80 |
1406-0 |
1247-0 |
159-0 |
12.0% |
20-7 |
1.6% |
48% |
False |
False |
69,998 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
21-7 |
1.6% |
65% |
False |
False |
59,300 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-2 |
1.7% |
65% |
False |
False |
50,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1469-0 |
|
2.618 |
1423-5 |
|
1.618 |
1395-7 |
|
1.000 |
1378-6 |
|
0.618 |
1368-1 |
|
HIGH |
1351-0 |
|
0.618 |
1340-3 |
|
0.500 |
1337-1 |
|
0.382 |
1333-7 |
|
LOW |
1323-2 |
|
0.618 |
1306-1 |
|
1.000 |
1295-4 |
|
1.618 |
1278-3 |
|
2.618 |
1250-5 |
|
4.250 |
1205-2 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1337-1 |
1335-0 |
| PP |
1332-6 |
1331-3 |
| S1 |
1328-3 |
1327-5 |
|