CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1269-4 |
1276-6 |
7-2 |
0.6% |
1289-6 |
| High |
1283-4 |
1306-4 |
23-0 |
1.8% |
1307-6 |
| Low |
1263-4 |
1275-4 |
12-0 |
0.9% |
1245-0 |
| Close |
1277-0 |
1299-2 |
22-2 |
1.7% |
1258-0 |
| Range |
20-0 |
31-0 |
11-0 |
55.0% |
62-6 |
| ATR |
26-0 |
26-3 |
0-3 |
1.4% |
0-0 |
| Volume |
48,474 |
55,001 |
6,527 |
13.5% |
199,437 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1386-6 |
1374-0 |
1316-2 |
|
| R3 |
1355-6 |
1343-0 |
1307-6 |
|
| R2 |
1324-6 |
1324-6 |
1304-7 |
|
| R1 |
1312-0 |
1312-0 |
1302-1 |
1318-3 |
| PP |
1293-6 |
1293-6 |
1293-6 |
1297-0 |
| S1 |
1281-0 |
1281-0 |
1296-3 |
1287-3 |
| S2 |
1262-6 |
1262-6 |
1293-5 |
|
| S3 |
1231-6 |
1250-0 |
1290-6 |
|
| S4 |
1200-6 |
1219-0 |
1282-2 |
|
|
| 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 |
1306-4 |
1244-6 |
61-6 |
4.8% |
28-5 |
2.2% |
88% |
True |
False |
59,378 |
| 10 |
1307-6 |
1244-6 |
63-0 |
4.8% |
26-1 |
2.0% |
87% |
False |
False |
55,336 |
| 20 |
1368-0 |
1244-6 |
123-2 |
9.5% |
28-1 |
2.2% |
44% |
False |
False |
58,869 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.5% |
24-5 |
1.9% |
36% |
False |
False |
53,328 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.7% |
23-1 |
1.8% |
36% |
False |
False |
48,031 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.7% |
20-5 |
1.6% |
36% |
False |
False |
41,722 |
| 100 |
1397-0 |
1174-6 |
222-2 |
17.1% |
19-7 |
1.5% |
56% |
False |
False |
36,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1438-2 |
|
2.618 |
1387-5 |
|
1.618 |
1356-5 |
|
1.000 |
1337-4 |
|
0.618 |
1325-5 |
|
HIGH |
1306-4 |
|
0.618 |
1294-5 |
|
0.500 |
1291-0 |
|
0.382 |
1287-3 |
|
LOW |
1275-4 |
|
0.618 |
1256-3 |
|
1.000 |
1244-4 |
|
1.618 |
1225-3 |
|
2.618 |
1194-3 |
|
4.250 |
1143-6 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1296-4 |
1291-3 |
| PP |
1293-6 |
1283-4 |
| S1 |
1291-0 |
1275-5 |
|