CME Soybeans Future November 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1381-0 |
1365-6 |
-15-2 |
-1.1% |
1360-0 |
High |
1394-2 |
1370-0 |
-24-2 |
-1.7% |
1397-0 |
Low |
1361-2 |
1355-0 |
-6-2 |
-0.5% |
1360-0 |
Close |
1364-6 |
1359-0 |
-5-6 |
-0.4% |
1381-4 |
Range |
33-0 |
15-0 |
-18-0 |
-54.5% |
37-0 |
ATR |
19-6 |
19-3 |
-0-3 |
-1.7% |
0-0 |
Volume |
34,628 |
56,051 |
21,423 |
61.9% |
321,797 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1406-3 |
1397-5 |
1367-2 |
|
R3 |
1391-3 |
1382-5 |
1363-1 |
|
R2 |
1376-3 |
1376-3 |
1361-6 |
|
R1 |
1367-5 |
1367-5 |
1360-3 |
1364-4 |
PP |
1361-3 |
1361-3 |
1361-3 |
1359-6 |
S1 |
1352-5 |
1352-5 |
1357-5 |
1349-4 |
S2 |
1346-3 |
1346-3 |
1356-2 |
|
S3 |
1331-3 |
1337-5 |
1354-7 |
|
S4 |
1316-3 |
1322-5 |
1350-6 |
|
|
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 |
1395-2 |
1355-0 |
40-2 |
3.0% |
16-1 |
1.2% |
10% |
False |
True |
39,209 |
10 |
1397-0 |
1298-6 |
98-2 |
7.2% |
24-7 |
1.8% |
61% |
False |
False |
48,641 |
20 |
1397-0 |
1298-6 |
98-2 |
7.2% |
20-3 |
1.5% |
61% |
False |
False |
38,626 |
40 |
1397-0 |
1245-0 |
152-0 |
11.2% |
16-6 |
1.2% |
75% |
False |
False |
31,048 |
60 |
1397-0 |
1178-6 |
218-2 |
16.1% |
16-6 |
1.2% |
83% |
False |
False |
25,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1433-6 |
2.618 |
1409-2 |
1.618 |
1394-2 |
1.000 |
1385-0 |
0.618 |
1379-2 |
HIGH |
1370-0 |
0.618 |
1364-2 |
0.500 |
1362-4 |
0.382 |
1360-6 |
LOW |
1355-0 |
0.618 |
1345-6 |
1.000 |
1340-0 |
1.618 |
1330-6 |
2.618 |
1315-6 |
4.250 |
1291-2 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1362-4 |
1375-1 |
PP |
1361-3 |
1369-6 |
S1 |
1360-1 |
1364-3 |
|