CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 06-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1374-4 |
1381-4 |
7-0 |
0.5% |
1360-0 |
High |
1384-0 |
1381-4 |
-2-4 |
-0.2% |
1397-0 |
Low |
1370-2 |
1381-4 |
11-2 |
0.8% |
1360-0 |
Close |
1381-4 |
1381-4 |
0-0 |
0.0% |
1381-4 |
Range |
13-6 |
0-0 |
-13-6 |
-100.0% |
37-0 |
ATR |
20-1 |
18-6 |
-1-4 |
-7.1% |
0-0 |
Volume |
63,800 |
41,569 |
-22,231 |
-34.8% |
321,797 |
|
Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1381-4 |
1381-4 |
1381-4 |
|
R3 |
1381-4 |
1381-4 |
1381-4 |
|
R2 |
1381-4 |
1381-4 |
1381-4 |
|
R1 |
1381-4 |
1381-4 |
1381-4 |
1381-4 |
PP |
1381-4 |
1381-4 |
1381-4 |
1381-4 |
S1 |
1381-4 |
1381-4 |
1381-4 |
1381-4 |
S2 |
1381-4 |
1381-4 |
1381-4 |
|
S3 |
1381-4 |
1381-4 |
1381-4 |
|
S4 |
1381-4 |
1381-4 |
1381-4 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1490-4 |
1473-0 |
1401-7 |
|
R3 |
1453-4 |
1436-0 |
1391-5 |
|
R2 |
1416-4 |
1416-4 |
1388-2 |
|
R1 |
1399-0 |
1399-0 |
1384-7 |
1407-6 |
PP |
1379-4 |
1379-4 |
1379-4 |
1383-7 |
S1 |
1362-0 |
1362-0 |
1378-1 |
1370-6 |
S2 |
1342-4 |
1342-4 |
1374-6 |
|
S3 |
1305-4 |
1325-0 |
1371-3 |
|
S4 |
1268-4 |
1288-0 |
1361-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1397-0 |
1360-0 |
37-0 |
2.7% |
17-2 |
1.3% |
58% |
False |
False |
64,359 |
10 |
1397-0 |
1298-6 |
98-2 |
7.1% |
22-7 |
1.7% |
84% |
False |
False |
48,701 |
20 |
1397-0 |
1297-0 |
100-0 |
7.2% |
18-7 |
1.4% |
85% |
False |
False |
39,267 |
40 |
1397-0 |
1225-6 |
171-2 |
12.4% |
16-1 |
1.2% |
91% |
False |
False |
30,086 |
60 |
1397-0 |
1163-4 |
233-4 |
16.9% |
17-2 |
1.3% |
93% |
False |
False |
24,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1381-4 |
2.618 |
1381-4 |
1.618 |
1381-4 |
1.000 |
1381-4 |
0.618 |
1381-4 |
HIGH |
1381-4 |
0.618 |
1381-4 |
0.500 |
1381-4 |
0.382 |
1381-4 |
LOW |
1381-4 |
0.618 |
1381-4 |
1.000 |
1381-4 |
1.618 |
1381-4 |
2.618 |
1381-4 |
4.250 |
1381-4 |
|
|
Fisher Pivots for day following 06-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1381-4 |
1380-1 |
PP |
1381-4 |
1378-6 |
S1 |
1381-4 |
1377-3 |
|