CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 1299-0 1338-0 39-0 3.0% 1265-0
High 1344-4 1340-4 -4-0 -0.3% 1344-4
Low 1296-6 1315-0 18-2 1.4% 1244-6
Close 1341-2 1332-4 -8-6 -0.7% 1332-4
Range 47-6 25-4 -22-2 -46.6% 99-6
ATR 27-7 27-6 -0-1 -0.4% 0-0
Volume 68,935 85,315 16,380 23.8% 330,040
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1405-7 1394-5 1346-4
R3 1380-3 1369-1 1339-4
R2 1354-7 1354-7 1337-1
R1 1343-5 1343-5 1334-7 1336-4
PP 1329-3 1329-3 1329-3 1325-6
S1 1318-1 1318-1 1330-1 1311-0
S2 1303-7 1303-7 1327-7
S3 1278-3 1292-5 1325-4
S4 1252-7 1267-1 1318-4
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1606-4 1569-2 1387-3
R3 1506-6 1469-4 1359-7
R2 1407-0 1407-0 1350-6
R1 1369-6 1369-6 1341-5 1388-3
PP 1307-2 1307-2 1307-2 1316-4
S1 1270-0 1270-0 1323-3 1288-5
S2 1207-4 1207-4 1314-2
S3 1107-6 1170-2 1305-1
S4 1008-0 1070-4 1277-5
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 7.5% 30-2 2.3% 88% False False 66,008
10 1344-4 1244-6 99-6 7.5% 28-1 2.1% 88% False False 57,741
20 1366-4 1244-6 121-6 9.1% 28-4 2.1% 72% False False 60,618
40 1394-4 1244-6 149-6 11.2% 25-4 1.9% 59% False False 54,713
60 1397-0 1244-6 152-2 11.4% 23-7 1.8% 58% False False 49,576
80 1397-0 1244-6 152-2 11.4% 21-2 1.6% 58% False False 43,168
100 1397-0 1179-4 217-4 16.3% 20-2 1.5% 70% False False 37,311
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1448-7
2.618 1407-2
1.618 1381-6
1.000 1366-0
0.618 1356-2
HIGH 1340-4
0.618 1330-6
0.500 1327-6
0.382 1324-6
LOW 1315-0
0.618 1299-2
1.000 1289-4
1.618 1273-6
2.618 1248-2
4.250 1206-5
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 1330-7 1325-0
PP 1329-3 1317-4
S1 1327-6 1310-0

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

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