CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1360-0 |
1384-0 |
24-0 |
1.8% |
1322-0 |
High |
1395-4 |
1397-0 |
1-4 |
0.1% |
1370-0 |
Low |
1360-0 |
1375-0 |
15-0 |
1.1% |
1298-6 |
Close |
1385-2 |
1378-6 |
-6-4 |
-0.5% |
1358-0 |
Range |
35-4 |
22-0 |
-13-4 |
-38.0% |
71-2 |
ATR |
21-0 |
21-0 |
0-1 |
0.4% |
0-0 |
Volume |
84,115 |
77,619 |
-6,496 |
-7.7% |
165,220 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1449-5 |
1436-1 |
1390-7 |
|
R3 |
1427-5 |
1414-1 |
1384-6 |
|
R2 |
1405-5 |
1405-5 |
1382-6 |
|
R1 |
1392-1 |
1392-1 |
1380-6 |
1387-7 |
PP |
1383-5 |
1383-5 |
1383-5 |
1381-4 |
S1 |
1370-1 |
1370-1 |
1376-6 |
1365-7 |
S2 |
1361-5 |
1361-5 |
1374-6 |
|
S3 |
1339-5 |
1348-1 |
1372-6 |
|
S4 |
1317-5 |
1326-1 |
1366-5 |
|
|
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 |
1397-0 |
1298-6 |
98-2 |
7.1% |
34-1 |
2.5% |
81% |
True |
False |
54,036 |
10 |
1397-0 |
1298-6 |
98-2 |
7.1% |
24-7 |
1.8% |
81% |
True |
False |
41,303 |
20 |
1397-0 |
1286-4 |
110-4 |
8.0% |
19-3 |
1.4% |
83% |
True |
False |
35,265 |
40 |
1397-0 |
1225-6 |
171-2 |
12.4% |
16-6 |
1.2% |
89% |
True |
False |
27,236 |
60 |
1397-0 |
1163-4 |
233-4 |
16.9% |
18-0 |
1.3% |
92% |
True |
False |
22,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1490-4 |
2.618 |
1454-5 |
1.618 |
1432-5 |
1.000 |
1419-0 |
0.618 |
1410-5 |
HIGH |
1397-0 |
0.618 |
1388-5 |
0.500 |
1386-0 |
0.382 |
1383-3 |
LOW |
1375-0 |
0.618 |
1361-3 |
1.000 |
1353-0 |
1.618 |
1339-3 |
2.618 |
1317-3 |
4.250 |
1281-4 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1386-0 |
1369-1 |
PP |
1383-5 |
1359-5 |
S1 |
1381-1 |
1350-0 |
|