CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 1328-4 1332-0 3-4 0.3% 1328-0
High 1338-0 1332-0 -6-0 -0.4% 1351-0
Low 1325-0 1316-6 -8-2 -0.6% 1315-6
Close 1333-6 1318-6 -15-0 -1.1% 1339-0
Range 13-0 15-2 2-2 17.3% 35-2
ATR 20-0 19-6 -0-2 -1.1% 0-0
Volume 20,848 49,390 28,542 136.9% 508,498
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 1368-2 1358-6 1327-1
R3 1353-0 1343-4 1323-0
R2 1337-6 1337-6 1321-4
R1 1328-2 1328-2 1320-1 1325-3
PP 1322-4 1322-4 1322-4 1321-0
S1 1313-0 1313-0 1317-3 1310-1
S2 1307-2 1307-2 1316-0
S3 1292-0 1297-6 1314-4
S4 1276-6 1282-4 1310-3
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 1347-0 1315-6 31-2 2.4% 17-1 1.3% 10% False False 61,977
10 1351-0 1312-2 38-6 2.9% 20-3 1.5% 17% False False 85,207
20 1353-4 1311-2 42-2 3.2% 19-4 1.5% 18% False False 93,865
40 1353-4 1247-0 106-4 8.1% 19-6 1.5% 67% False False 96,020
60 1353-4 1247-0 106-4 8.1% 18-4 1.4% 67% False False 87,617
80 1397-6 1247-0 150-6 11.4% 20-1 1.5% 48% False False 72,262
100 1406-0 1169-0 237-0 18.0% 21-5 1.6% 63% False False 61,868
120 1406-0 1169-0 237-0 18.0% 22-1 1.7% 63% False False 53,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1396-6
2.618 1371-7
1.618 1356-5
1.000 1347-2
0.618 1341-3
HIGH 1332-0
0.618 1326-1
0.500 1324-3
0.382 1322-5
LOW 1316-6
0.618 1307-3
1.000 1301-4
1.618 1292-1
2.618 1276-7
4.250 1252-0
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 1324-3 1331-7
PP 1322-4 1327-4
S1 1320-5 1323-1

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

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