CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1287-0 |
1291-2 |
4-2 |
0.3% |
1324-6 |
| High |
1294-0 |
1301-4 |
7-4 |
0.6% |
1333-2 |
| Low |
1281-6 |
1290-0 |
8-2 |
0.6% |
1280-2 |
| Close |
1289-2 |
1296-6 |
7-4 |
0.6% |
1289-2 |
| Range |
12-2 |
11-4 |
-0-6 |
-6.1% |
53-0 |
| ATR |
19-4 |
19-0 |
-0-4 |
-2.7% |
0-0 |
| Volume |
7,385 |
2,906 |
-4,479 |
-60.6% |
82,930 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1330-5 |
1325-1 |
1303-1 |
|
| R3 |
1319-1 |
1313-5 |
1299-7 |
|
| R2 |
1307-5 |
1307-5 |
1298-7 |
|
| R1 |
1302-1 |
1302-1 |
1297-6 |
1304-7 |
| PP |
1296-1 |
1296-1 |
1296-1 |
1297-4 |
| S1 |
1290-5 |
1290-5 |
1295-6 |
1293-3 |
| S2 |
1284-5 |
1284-5 |
1294-5 |
|
| S3 |
1273-1 |
1279-1 |
1293-5 |
|
| S4 |
1261-5 |
1267-5 |
1290-3 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1459-7 |
1427-5 |
1318-3 |
|
| R3 |
1406-7 |
1374-5 |
1303-7 |
|
| R2 |
1353-7 |
1353-7 |
1299-0 |
|
| R1 |
1321-5 |
1321-5 |
1294-1 |
1311-2 |
| PP |
1300-7 |
1300-7 |
1300-7 |
1295-6 |
| S1 |
1268-5 |
1268-5 |
1284-3 |
1258-2 |
| S2 |
1247-7 |
1247-7 |
1279-4 |
|
| S3 |
1194-7 |
1215-5 |
1274-5 |
|
| S4 |
1141-7 |
1162-5 |
1260-1 |
|
|
| 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% |
18-3 |
1.4% |
31% |
False |
False |
17,167 |
| 10 |
1347-0 |
1280-2 |
66-6 |
5.1% |
17-6 |
1.4% |
25% |
False |
False |
32,872 |
| 20 |
1353-4 |
1280-2 |
73-2 |
5.6% |
18-7 |
1.5% |
23% |
False |
False |
71,707 |
| 40 |
1353-4 |
1251-2 |
102-2 |
7.9% |
20-0 |
1.5% |
44% |
False |
False |
86,183 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.2% |
18-5 |
1.4% |
47% |
False |
False |
84,608 |
| 80 |
1397-6 |
1247-0 |
150-6 |
11.6% |
19-3 |
1.5% |
33% |
False |
False |
72,131 |
| 100 |
1406-0 |
1218-0 |
188-0 |
14.5% |
21-3 |
1.6% |
42% |
False |
False |
62,208 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.3% |
21-5 |
1.7% |
54% |
False |
False |
53,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1350-3 |
|
2.618 |
1331-5 |
|
1.618 |
1320-1 |
|
1.000 |
1313-0 |
|
0.618 |
1308-5 |
|
HIGH |
1301-4 |
|
0.618 |
1297-1 |
|
0.500 |
1295-6 |
|
0.382 |
1294-3 |
|
LOW |
1290-0 |
|
0.618 |
1282-7 |
|
1.000 |
1278-4 |
|
1.618 |
1271-3 |
|
2.618 |
1259-7 |
|
4.250 |
1241-1 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1296-3 |
1296-5 |
| PP |
1296-1 |
1296-4 |
| S1 |
1295-6 |
1296-3 |
|