CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1376-0 |
1374-4 |
-1-4 |
-0.1% |
1322-0 |
High |
1385-0 |
1384-0 |
-1-0 |
-0.1% |
1370-0 |
Low |
1369-6 |
1370-2 |
0-4 |
0.0% |
1298-6 |
Close |
1375-4 |
1381-4 |
6-0 |
0.4% |
1358-0 |
Range |
15-2 |
13-6 |
-1-4 |
-9.8% |
71-2 |
ATR |
20-5 |
20-1 |
-0-4 |
-2.4% |
0-0 |
Volume |
54,694 |
63,800 |
9,106 |
16.6% |
165,220 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1419-7 |
1414-3 |
1389-0 |
|
R3 |
1406-1 |
1400-5 |
1385-2 |
|
R2 |
1392-3 |
1392-3 |
1384-0 |
|
R1 |
1386-7 |
1386-7 |
1382-6 |
1389-5 |
PP |
1378-5 |
1378-5 |
1378-5 |
1380-0 |
S1 |
1373-1 |
1373-1 |
1380-2 |
1375-7 |
S2 |
1364-7 |
1364-7 |
1379-0 |
|
S3 |
1351-1 |
1359-3 |
1377-6 |
|
S4 |
1337-3 |
1345-5 |
1374-0 |
|
|
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 |
1303-0 |
94-0 |
6.8% |
30-6 |
2.2% |
84% |
False |
False |
64,342 |
10 |
1397-0 |
1298-6 |
98-2 |
7.1% |
24-5 |
1.8% |
84% |
False |
False |
47,155 |
20 |
1397-0 |
1295-2 |
101-6 |
7.4% |
19-7 |
1.4% |
85% |
False |
False |
38,632 |
40 |
1397-0 |
1225-6 |
171-2 |
12.4% |
16-6 |
1.2% |
91% |
False |
False |
29,403 |
60 |
1397-0 |
1163-4 |
233-4 |
16.9% |
17-5 |
1.3% |
93% |
False |
False |
24,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1442-4 |
2.618 |
1420-0 |
1.618 |
1406-2 |
1.000 |
1397-6 |
0.618 |
1392-4 |
HIGH |
1384-0 |
0.618 |
1378-6 |
0.500 |
1377-1 |
0.382 |
1375-4 |
LOW |
1370-2 |
0.618 |
1361-6 |
1.000 |
1356-4 |
1.618 |
1348-0 |
2.618 |
1334-2 |
4.250 |
1311-6 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1380-0 |
1383-3 |
PP |
1378-5 |
1382-6 |
S1 |
1377-1 |
1382-1 |
|