CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 1276-6 1299-0 22-2 1.7% 1289-6
High 1306-4 1344-4 38-0 2.9% 1307-6
Low 1275-4 1296-6 21-2 1.7% 1245-0
Close 1299-2 1341-2 42-0 3.2% 1258-0
Range 31-0 47-6 16-6 54.0% 62-6
ATR 26-3 27-7 1-4 5.8% 0-0
Volume 55,001 68,935 13,934 25.3% 199,437
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 1470-6 1453-6 1367-4
R3 1423-0 1406-0 1354-3
R2 1375-2 1375-2 1350-0
R1 1358-2 1358-2 1345-5 1366-6
PP 1327-4 1327-4 1327-4 1331-6
S1 1310-4 1310-4 1336-7 1319-0
S2 1279-6 1279-6 1332-4
S3 1232-0 1262-6 1328-1
S4 1184-2 1215-0 1315-0
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 1344-4 1244-6 99-6 7.4% 31-6 2.4% 97% True False 62,746
10 1344-4 1244-6 99-6 7.4% 27-7 2.1% 97% True False 55,821
20 1368-0 1244-6 123-2 9.2% 29-1 2.2% 78% False False 59,001
40 1394-4 1244-6 149-6 11.2% 25-3 1.9% 64% False False 53,650
60 1397-0 1244-6 152-2 11.4% 23-6 1.8% 63% False False 48,642
80 1397-0 1244-6 152-2 11.4% 21-1 1.6% 63% False False 42,349
100 1397-0 1178-6 218-2 16.3% 20-1 1.5% 74% False False 36,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-5
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1547-4
2.618 1469-4
1.618 1421-6
1.000 1392-2
0.618 1374-0
HIGH 1344-4
0.618 1326-2
0.500 1320-5
0.382 1315-0
LOW 1296-6
0.618 1267-2
1.000 1249-0
1.618 1219-4
2.618 1171-6
4.250 1093-6
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 1334-3 1328-7
PP 1327-4 1316-3
S1 1320-5 1304-0

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

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