CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1330-0 |
1333-6 |
3-6 |
0.3% |
1265-0 |
| High |
1350-0 |
1339-0 |
-11-0 |
-0.8% |
1344-4 |
| Low |
1323-0 |
1310-0 |
-13-0 |
-1.0% |
1244-6 |
| Close |
1337-0 |
1319-6 |
-17-2 |
-1.3% |
1332-4 |
| Range |
27-0 |
29-0 |
2-0 |
7.4% |
99-6 |
| ATR |
27-6 |
27-7 |
0-1 |
0.3% |
0-0 |
| Volume |
68,359 |
89,831 |
21,472 |
31.4% |
330,040 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1409-7 |
1393-7 |
1335-6 |
|
| R3 |
1380-7 |
1364-7 |
1327-6 |
|
| R2 |
1351-7 |
1351-7 |
1325-1 |
|
| R1 |
1335-7 |
1335-7 |
1322-3 |
1329-3 |
| PP |
1322-7 |
1322-7 |
1322-7 |
1319-6 |
| S1 |
1306-7 |
1306-7 |
1317-1 |
1300-3 |
| S2 |
1293-7 |
1293-7 |
1314-3 |
|
| S3 |
1264-7 |
1277-7 |
1311-6 |
|
| S4 |
1235-7 |
1248-7 |
1303-6 |
|
|
| 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 |
1296-6 |
53-2 |
4.0% |
31-5 |
2.4% |
43% |
False |
False |
80,954 |
| 10 |
1350-0 |
1244-6 |
105-2 |
8.0% |
30-1 |
2.3% |
71% |
False |
False |
70,166 |
| 20 |
1350-0 |
1244-6 |
105-2 |
8.0% |
27-6 |
2.1% |
71% |
False |
False |
62,215 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.3% |
26-2 |
2.0% |
50% |
False |
False |
58,084 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.5% |
24-4 |
1.9% |
49% |
False |
False |
52,427 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.5% |
21-5 |
1.6% |
49% |
False |
False |
45,622 |
| 100 |
1397-0 |
1193-0 |
204-0 |
15.5% |
20-5 |
1.6% |
62% |
False |
False |
39,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1462-2 |
|
2.618 |
1414-7 |
|
1.618 |
1385-7 |
|
1.000 |
1368-0 |
|
0.618 |
1356-7 |
|
HIGH |
1339-0 |
|
0.618 |
1327-7 |
|
0.500 |
1324-4 |
|
0.382 |
1321-1 |
|
LOW |
1310-0 |
|
0.618 |
1292-1 |
|
1.000 |
1281-0 |
|
1.618 |
1263-1 |
|
2.618 |
1234-1 |
|
4.250 |
1186-6 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1324-4 |
1330-0 |
| PP |
1322-7 |
1326-5 |
| S1 |
1321-3 |
1323-1 |
|