CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1291-2 |
1297-0 |
5-6 |
0.4% |
1324-6 |
| High |
1301-4 |
1305-4 |
4-0 |
0.3% |
1333-2 |
| Low |
1290-0 |
1287-2 |
-2-6 |
-0.2% |
1280-2 |
| Close |
1296-6 |
1299-4 |
2-6 |
0.2% |
1289-2 |
| Range |
11-4 |
18-2 |
6-6 |
58.7% |
53-0 |
| ATR |
19-0 |
19-0 |
0-0 |
-0.3% |
0-0 |
| Volume |
2,906 |
2,600 |
-306 |
-10.5% |
82,930 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1352-1 |
1344-1 |
1309-4 |
|
| R3 |
1333-7 |
1325-7 |
1304-4 |
|
| R2 |
1315-5 |
1315-5 |
1302-7 |
|
| R1 |
1307-5 |
1307-5 |
1301-1 |
1311-5 |
| PP |
1297-3 |
1297-3 |
1297-3 |
1299-4 |
| S1 |
1289-3 |
1289-3 |
1297-7 |
1293-3 |
| S2 |
1279-1 |
1279-1 |
1296-1 |
|
| S3 |
1260-7 |
1271-1 |
1294-4 |
|
| S4 |
1242-5 |
1252-7 |
1289-4 |
|
|
| 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 |
1331-0 |
1280-2 |
50-6 |
3.9% |
19-2 |
1.5% |
38% |
False |
False |
8,543 |
| 10 |
1347-0 |
1280-2 |
66-6 |
5.1% |
17-2 |
1.3% |
29% |
False |
False |
25,613 |
| 20 |
1353-4 |
1280-2 |
73-2 |
5.6% |
19-2 |
1.5% |
26% |
False |
False |
67,370 |
| 40 |
1353-4 |
1261-6 |
91-6 |
7.1% |
19-7 |
1.5% |
41% |
False |
False |
83,559 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.2% |
18-5 |
1.4% |
49% |
False |
False |
83,176 |
| 80 |
1397-6 |
1247-0 |
150-6 |
11.6% |
19-0 |
1.5% |
35% |
False |
False |
71,948 |
| 100 |
1406-0 |
1243-6 |
162-2 |
12.5% |
21-2 |
1.6% |
34% |
False |
False |
62,049 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.2% |
21-5 |
1.7% |
55% |
False |
False |
53,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1383-0 |
|
2.618 |
1353-2 |
|
1.618 |
1335-0 |
|
1.000 |
1323-6 |
|
0.618 |
1316-6 |
|
HIGH |
1305-4 |
|
0.618 |
1298-4 |
|
0.500 |
1296-3 |
|
0.382 |
1294-2 |
|
LOW |
1287-2 |
|
0.618 |
1276-0 |
|
1.000 |
1269-0 |
|
1.618 |
1257-6 |
|
2.618 |
1239-4 |
|
4.250 |
1209-6 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1298-4 |
1297-4 |
| PP |
1297-3 |
1295-5 |
| S1 |
1296-3 |
1293-5 |
|