CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1325-6 |
1343-4 |
17-6 |
1.3% |
1328-0 |
| High |
1345-0 |
1347-0 |
2-0 |
0.1% |
1351-0 |
| Low |
1321-4 |
1327-0 |
5-4 |
0.4% |
1315-6 |
| Close |
1339-0 |
1328-4 |
-10-4 |
-0.8% |
1339-0 |
| Range |
23-4 |
20-0 |
-3-4 |
-14.9% |
35-2 |
| ATR |
20-4 |
20-4 |
0-0 |
-0.2% |
0-0 |
| Volume |
75,189 |
57,204 |
-17,985 |
-23.9% |
508,498 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1394-1 |
1381-3 |
1339-4 |
|
| R3 |
1374-1 |
1361-3 |
1334-0 |
|
| R2 |
1354-1 |
1354-1 |
1332-1 |
|
| R1 |
1341-3 |
1341-3 |
1330-3 |
1337-6 |
| PP |
1334-1 |
1334-1 |
1334-1 |
1332-3 |
| S1 |
1321-3 |
1321-3 |
1326-5 |
1317-6 |
| S2 |
1314-1 |
1314-1 |
1324-7 |
|
| S3 |
1294-1 |
1301-3 |
1323-0 |
|
| S4 |
1274-1 |
1281-3 |
1317-4 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1441-0 |
1425-2 |
1358-3 |
|
| R3 |
1405-6 |
1390-0 |
1348-6 |
|
| R2 |
1370-4 |
1370-4 |
1345-4 |
|
| R1 |
1354-6 |
1354-6 |
1342-2 |
1362-5 |
| PP |
1335-2 |
1335-2 |
1335-2 |
1339-2 |
| S1 |
1319-4 |
1319-4 |
1335-6 |
1327-3 |
| S2 |
1300-0 |
1300-0 |
1332-4 |
|
| S3 |
1264-6 |
1284-2 |
1329-2 |
|
| S4 |
1229-4 |
1249-0 |
1319-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1351-0 |
1315-6 |
35-2 |
2.7% |
21-3 |
1.6% |
36% |
False |
False |
93,908 |
| 10 |
1353-4 |
1312-2 |
41-2 |
3.1% |
21-0 |
1.6% |
39% |
False |
False |
102,923 |
| 20 |
1353-4 |
1309-2 |
44-2 |
3.3% |
20-1 |
1.5% |
44% |
False |
False |
101,055 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
20-0 |
1.5% |
77% |
False |
False |
99,971 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-7 |
1.4% |
77% |
False |
False |
87,737 |
| 80 |
1403-4 |
1247-0 |
156-4 |
11.8% |
20-3 |
1.5% |
52% |
False |
False |
71,759 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.8% |
21-6 |
1.6% |
67% |
False |
False |
61,423 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-2 |
1.7% |
67% |
False |
False |
52,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1432-0 |
|
2.618 |
1399-3 |
|
1.618 |
1379-3 |
|
1.000 |
1367-0 |
|
0.618 |
1359-3 |
|
HIGH |
1347-0 |
|
0.618 |
1339-3 |
|
0.500 |
1337-0 |
|
0.382 |
1334-5 |
|
LOW |
1327-0 |
|
0.618 |
1314-5 |
|
1.000 |
1307-0 |
|
1.618 |
1294-5 |
|
2.618 |
1274-5 |
|
4.250 |
1242-0 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1337-0 |
1331-3 |
| PP |
1334-1 |
1330-3 |
| S1 |
1331-3 |
1329-4 |
|