CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1325-0 |
1330-0 |
5-0 |
0.4% |
1265-0 |
| High |
1349-2 |
1350-0 |
0-6 |
0.1% |
1344-4 |
| Low |
1320-4 |
1323-0 |
2-4 |
0.2% |
1244-6 |
| Close |
1331-2 |
1337-0 |
5-6 |
0.4% |
1332-4 |
| Range |
28-6 |
27-0 |
-1-6 |
-6.1% |
99-6 |
| ATR |
27-7 |
27-6 |
0-0 |
-0.2% |
0-0 |
| Volume |
92,331 |
68,359 |
-23,972 |
-26.0% |
330,040 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1417-5 |
1404-3 |
1351-7 |
|
| R3 |
1390-5 |
1377-3 |
1344-3 |
|
| R2 |
1363-5 |
1363-5 |
1342-0 |
|
| R1 |
1350-3 |
1350-3 |
1339-4 |
1357-0 |
| PP |
1336-5 |
1336-5 |
1336-5 |
1340-0 |
| S1 |
1323-3 |
1323-3 |
1334-4 |
1330-0 |
| S2 |
1309-5 |
1309-5 |
1332-0 |
|
| S3 |
1282-5 |
1296-3 |
1329-5 |
|
| S4 |
1255-5 |
1269-3 |
1322-1 |
|
|
| 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 |
1350-0 |
1275-4 |
74-4 |
5.6% |
32-0 |
2.4% |
83% |
True |
False |
73,988 |
| 10 |
1350-0 |
1244-6 |
105-2 |
7.9% |
29-2 |
2.2% |
88% |
True |
False |
65,473 |
| 20 |
1350-0 |
1244-6 |
105-2 |
7.9% |
27-3 |
2.0% |
88% |
True |
False |
61,483 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.2% |
25-7 |
1.9% |
62% |
False |
False |
56,711 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.4% |
24-3 |
1.8% |
61% |
False |
False |
51,359 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.4% |
21-4 |
1.6% |
61% |
False |
False |
44,686 |
| 100 |
1397-0 |
1187-4 |
209-4 |
15.7% |
20-4 |
1.5% |
71% |
False |
False |
38,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1464-6 |
|
2.618 |
1420-5 |
|
1.618 |
1393-5 |
|
1.000 |
1377-0 |
|
0.618 |
1366-5 |
|
HIGH |
1350-0 |
|
0.618 |
1339-5 |
|
0.500 |
1336-4 |
|
0.382 |
1333-3 |
|
LOW |
1323-0 |
|
0.618 |
1306-3 |
|
1.000 |
1296-0 |
|
1.618 |
1279-3 |
|
2.618 |
1252-3 |
|
4.250 |
1208-2 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1336-7 |
1335-4 |
| PP |
1336-5 |
1334-0 |
| S1 |
1336-4 |
1332-4 |
|