CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1324-6 |
1327-6 |
3-0 |
0.2% |
1343-4 |
| High |
1333-2 |
1331-0 |
-2-2 |
-0.2% |
1347-0 |
| Low |
1319-2 |
1309-0 |
-10-2 |
-0.8% |
1316-6 |
| Close |
1328-2 |
1312-4 |
-15-6 |
-1.2% |
1331-4 |
| Range |
14-0 |
22-0 |
8-0 |
57.1% |
30-2 |
| ATR |
18-7 |
19-1 |
0-2 |
1.2% |
0-0 |
| Volume |
45,721 |
21,149 |
-24,572 |
-53.7% |
167,697 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1383-4 |
1370-0 |
1324-5 |
|
| R3 |
1361-4 |
1348-0 |
1318-4 |
|
| R2 |
1339-4 |
1339-4 |
1316-4 |
|
| R1 |
1326-0 |
1326-0 |
1314-4 |
1321-6 |
| PP |
1317-4 |
1317-4 |
1317-4 |
1315-3 |
| S1 |
1304-0 |
1304-0 |
1310-4 |
1299-6 |
| S2 |
1295-4 |
1295-4 |
1308-4 |
|
| S3 |
1273-4 |
1282-0 |
1306-4 |
|
| S4 |
1251-4 |
1260-0 |
1300-3 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1422-4 |
1407-2 |
1348-1 |
|
| R3 |
1392-2 |
1377-0 |
1339-7 |
|
| R2 |
1362-0 |
1362-0 |
1337-0 |
|
| R1 |
1346-6 |
1346-6 |
1334-2 |
1339-2 |
| PP |
1331-6 |
1331-6 |
1331-6 |
1328-0 |
| S1 |
1316-4 |
1316-4 |
1328-6 |
1309-0 |
| S2 |
1301-4 |
1301-4 |
1326-0 |
|
| S3 |
1271-2 |
1286-2 |
1323-1 |
|
| S4 |
1241-0 |
1256-0 |
1314-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1338-0 |
1309-0 |
29-0 |
2.2% |
15-5 |
1.2% |
12% |
False |
True |
35,472 |
| 10 |
1351-0 |
1309-0 |
42-0 |
3.2% |
18-4 |
1.4% |
8% |
False |
True |
64,690 |
| 20 |
1353-4 |
1309-0 |
44-4 |
3.4% |
19-0 |
1.4% |
8% |
False |
True |
86,091 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.1% |
19-5 |
1.5% |
62% |
False |
False |
91,033 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.1% |
18-4 |
1.4% |
62% |
False |
False |
87,215 |
| 80 |
1397-6 |
1247-0 |
150-6 |
11.5% |
19-4 |
1.5% |
43% |
False |
False |
72,732 |
| 100 |
1406-0 |
1185-2 |
220-6 |
16.8% |
21-4 |
1.6% |
58% |
False |
False |
62,516 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.1% |
21-7 |
1.7% |
61% |
False |
False |
53,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1424-4 |
|
2.618 |
1388-5 |
|
1.618 |
1366-5 |
|
1.000 |
1353-0 |
|
0.618 |
1344-5 |
|
HIGH |
1331-0 |
|
0.618 |
1322-5 |
|
0.500 |
1320-0 |
|
0.382 |
1317-3 |
|
LOW |
1309-0 |
|
0.618 |
1295-3 |
|
1.000 |
1287-0 |
|
1.618 |
1273-3 |
|
2.618 |
1251-3 |
|
4.250 |
1215-4 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1320-0 |
1321-1 |
| PP |
1317-4 |
1318-2 |
| S1 |
1315-0 |
1315-3 |
|