CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1265-0 1269-4 4-4 0.4% 1289-6
High 1272-0 1283-4 11-4 0.9% 1307-6
Low 1244-6 1263-4 18-6 1.5% 1245-0
Close 1268-2 1277-0 8-6 0.7% 1258-0
Range 27-2 20-0 -7-2 -26.6% 62-6
ATR 26-4 26-0 -0-4 -1.7% 0-0
Volume 72,315 48,474 -23,841 -33.0% 199,437
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1334-5 1325-7 1288-0
R3 1314-5 1305-7 1282-4
R2 1294-5 1294-5 1280-5
R1 1285-7 1285-7 1278-7 1290-2
PP 1274-5 1274-5 1274-5 1276-7
S1 1265-7 1265-7 1275-1 1270-2
S2 1254-5 1254-5 1273-3
S3 1234-5 1245-7 1271-4
S4 1214-5 1225-7 1266-0
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1458-4 1421-0 1292-4
R3 1395-6 1358-2 1275-2
R2 1333-0 1333-0 1269-4
R1 1295-4 1295-4 1263-6 1282-7
PP 1270-2 1270-2 1270-2 1264-0
S1 1232-6 1232-6 1252-2 1220-1
S2 1207-4 1207-4 1246-4
S3 1144-6 1170-0 1240-6
S4 1082-0 1107-2 1223-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1302-0 1244-6 57-2 4.5% 26-5 2.1% 56% False False 56,959
10 1311-0 1244-6 66-2 5.2% 27-0 2.1% 49% False False 53,942
20 1368-0 1244-6 123-2 9.7% 28-0 2.2% 26% False False 58,045
40 1394-4 1244-6 149-6 11.7% 24-5 1.9% 22% False False 52,819
60 1397-0 1244-6 152-2 11.9% 22-7 1.8% 21% False False 47,487
80 1397-0 1242-4 154-4 12.1% 20-4 1.6% 22% False False 41,223
100 1397-0 1168-4 228-4 17.9% 19-7 1.6% 47% False False 35,727
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-7
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1368-4
2.618 1335-7
1.618 1315-7
1.000 1303-4
0.618 1295-7
HIGH 1283-4
0.618 1275-7
0.500 1273-4
0.382 1271-1
LOW 1263-4
0.618 1251-1
1.000 1243-4
1.618 1231-1
2.618 1211-1
4.250 1178-4
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1275-7 1272-6
PP 1274-5 1268-3
S1 1273-4 1264-1

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These figures are updated between 7pm and 10pm EST after a trading day.

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