CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1303-2 |
1360-0 |
56-6 |
4.4% |
1322-0 |
High |
1370-0 |
1395-4 |
25-4 |
1.9% |
1370-0 |
Low |
1303-0 |
1360-0 |
57-0 |
4.4% |
1298-6 |
Close |
1358-0 |
1385-2 |
27-2 |
2.0% |
1358-0 |
Range |
67-0 |
35-4 |
-31-4 |
-47.0% |
71-2 |
ATR |
19-6 |
21-0 |
1-2 |
6.5% |
0-0 |
Volume |
41,486 |
84,115 |
42,629 |
102.8% |
165,220 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1486-6 |
1471-4 |
1404-6 |
|
R3 |
1451-2 |
1436-0 |
1395-0 |
|
R2 |
1415-6 |
1415-6 |
1391-6 |
|
R1 |
1400-4 |
1400-4 |
1388-4 |
1408-1 |
PP |
1380-2 |
1380-2 |
1380-2 |
1384-0 |
S1 |
1365-0 |
1365-0 |
1382-0 |
1372-5 |
S2 |
1344-6 |
1344-6 |
1378-6 |
|
S3 |
1309-2 |
1329-4 |
1375-4 |
|
S4 |
1273-6 |
1294-0 |
1365-6 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1556-0 |
1528-2 |
1397-2 |
|
R3 |
1484-6 |
1457-0 |
1377-5 |
|
R2 |
1413-4 |
1413-4 |
1371-0 |
|
R1 |
1385-6 |
1385-6 |
1364-4 |
1399-5 |
PP |
1342-2 |
1342-2 |
1342-2 |
1349-2 |
S1 |
1314-4 |
1314-4 |
1351-4 |
1328-3 |
S2 |
1271-0 |
1271-0 |
1345-0 |
|
S3 |
1199-6 |
1243-2 |
1338-3 |
|
S4 |
1128-4 |
1172-0 |
1318-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1395-4 |
1298-6 |
96-6 |
7.0% |
31-6 |
2.3% |
89% |
True |
False |
44,806 |
10 |
1395-4 |
1298-6 |
96-6 |
7.0% |
25-0 |
1.8% |
89% |
True |
False |
36,114 |
20 |
1395-4 |
1282-0 |
113-4 |
8.2% |
19-0 |
1.4% |
91% |
True |
False |
32,381 |
40 |
1395-4 |
1225-6 |
169-6 |
12.3% |
16-4 |
1.2% |
94% |
True |
False |
25,681 |
60 |
1395-4 |
1163-4 |
232-0 |
16.7% |
18-0 |
1.3% |
96% |
True |
False |
21,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1546-3 |
2.618 |
1488-4 |
1.618 |
1453-0 |
1.000 |
1431-0 |
0.618 |
1417-4 |
HIGH |
1395-4 |
0.618 |
1382-0 |
0.500 |
1377-6 |
0.382 |
1373-4 |
LOW |
1360-0 |
0.618 |
1338-0 |
1.000 |
1324-4 |
1.618 |
1302-4 |
2.618 |
1267-0 |
4.250 |
1209-1 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1382-6 |
1372-4 |
PP |
1380-2 |
1359-7 |
S1 |
1377-6 |
1347-1 |
|