CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1327-6 |
1312-4 |
-15-2 |
-1.1% |
1343-4 |
| High |
1331-0 |
1312-4 |
-18-4 |
-1.4% |
1347-0 |
| Low |
1309-0 |
1280-2 |
-28-6 |
-2.2% |
1316-6 |
| Close |
1312-4 |
1287-0 |
-25-4 |
-1.9% |
1331-4 |
| Range |
22-0 |
32-2 |
10-2 |
46.6% |
30-2 |
| ATR |
19-1 |
20-1 |
0-7 |
4.9% |
0-0 |
| Volume |
21,149 |
8,675 |
-12,474 |
-59.0% |
167,697 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1390-0 |
1370-6 |
1304-6 |
|
| R3 |
1357-6 |
1338-4 |
1295-7 |
|
| R2 |
1325-4 |
1325-4 |
1292-7 |
|
| R1 |
1306-2 |
1306-2 |
1290-0 |
1299-6 |
| PP |
1293-2 |
1293-2 |
1293-2 |
1290-0 |
| S1 |
1274-0 |
1274-0 |
1284-0 |
1267-4 |
| S2 |
1261-0 |
1261-0 |
1281-1 |
|
| S3 |
1228-6 |
1241-6 |
1278-1 |
|
| S4 |
1196-4 |
1209-4 |
1269-2 |
|
|
| 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 |
1333-2 |
1280-2 |
53-0 |
4.1% |
19-4 |
1.5% |
13% |
False |
True |
33,038 |
| 10 |
1351-0 |
1280-2 |
70-6 |
5.5% |
19-4 |
1.5% |
10% |
False |
True |
54,471 |
| 20 |
1353-4 |
1280-2 |
73-2 |
5.7% |
19-5 |
1.5% |
9% |
False |
True |
81,886 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.3% |
20-1 |
1.6% |
38% |
False |
False |
89,269 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.3% |
18-6 |
1.5% |
38% |
False |
False |
86,583 |
| 80 |
1397-6 |
1247-0 |
150-6 |
11.7% |
19-4 |
1.5% |
27% |
False |
False |
72,555 |
| 100 |
1406-0 |
1189-0 |
217-0 |
16.9% |
21-6 |
1.7% |
45% |
False |
False |
62,452 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
21-6 |
1.7% |
50% |
False |
False |
53,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1449-4 |
|
2.618 |
1396-7 |
|
1.618 |
1364-5 |
|
1.000 |
1344-6 |
|
0.618 |
1332-3 |
|
HIGH |
1312-4 |
|
0.618 |
1300-1 |
|
0.500 |
1296-3 |
|
0.382 |
1292-5 |
|
LOW |
1280-2 |
|
0.618 |
1260-3 |
|
1.000 |
1248-0 |
|
1.618 |
1228-1 |
|
2.618 |
1195-7 |
|
4.250 |
1143-2 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1296-3 |
1306-6 |
| PP |
1293-2 |
1300-1 |
| S1 |
1290-1 |
1293-5 |
|