CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1310-0 |
1324-2 |
14-2 |
1.1% |
1325-0 |
| High |
1323-4 |
1341-0 |
17-4 |
1.3% |
1350-0 |
| Low |
1306-6 |
1317-6 |
11-0 |
0.8% |
1302-2 |
| Close |
1314-0 |
1339-2 |
25-2 |
1.9% |
1314-0 |
| Range |
16-6 |
23-2 |
6-4 |
38.8% |
47-6 |
| ATR |
26-6 |
26-6 |
0-0 |
0.1% |
0-0 |
| Volume |
61,250 |
67,415 |
6,165 |
10.1% |
390,704 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1402-3 |
1394-1 |
1352-0 |
|
| R3 |
1379-1 |
1370-7 |
1345-5 |
|
| R2 |
1355-7 |
1355-7 |
1343-4 |
|
| R1 |
1347-5 |
1347-5 |
1341-3 |
1351-6 |
| PP |
1332-5 |
1332-5 |
1332-5 |
1334-6 |
| S1 |
1324-3 |
1324-3 |
1337-1 |
1328-4 |
| S2 |
1309-3 |
1309-3 |
1335-0 |
|
| S3 |
1286-1 |
1301-1 |
1332-7 |
|
| S4 |
1262-7 |
1277-7 |
1326-4 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1465-3 |
1437-3 |
1340-2 |
|
| R3 |
1417-5 |
1389-5 |
1327-1 |
|
| R2 |
1369-7 |
1369-7 |
1322-6 |
|
| R1 |
1341-7 |
1341-7 |
1318-3 |
1332-0 |
| PP |
1322-1 |
1322-1 |
1322-1 |
1317-1 |
| S1 |
1294-1 |
1294-1 |
1309-5 |
1284-2 |
| S2 |
1274-3 |
1274-3 |
1305-2 |
|
| S3 |
1226-5 |
1246-3 |
1300-7 |
|
| S4 |
1178-7 |
1198-5 |
1287-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1350-0 |
1302-2 |
47-6 |
3.6% |
23-6 |
1.8% |
77% |
False |
False |
73,157 |
| 10 |
1350-0 |
1263-4 |
86-4 |
6.5% |
27-1 |
2.0% |
88% |
False |
False |
71,584 |
| 20 |
1350-0 |
1244-6 |
105-2 |
7.9% |
27-1 |
2.0% |
90% |
False |
False |
62,975 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.2% |
25-7 |
1.9% |
63% |
False |
False |
60,846 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.4% |
24-6 |
1.8% |
62% |
False |
False |
54,452 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.4% |
22-0 |
1.6% |
62% |
False |
False |
47,504 |
| 100 |
1397-0 |
1193-0 |
204-0 |
15.2% |
20-5 |
1.5% |
72% |
False |
False |
41,140 |
| 120 |
1397-0 |
1163-4 |
233-4 |
17.4% |
20-6 |
1.5% |
75% |
False |
False |
36,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1439-6 |
|
2.618 |
1401-7 |
|
1.618 |
1378-5 |
|
1.000 |
1364-2 |
|
0.618 |
1355-3 |
|
HIGH |
1341-0 |
|
0.618 |
1332-1 |
|
0.500 |
1329-3 |
|
0.382 |
1326-5 |
|
LOW |
1317-6 |
|
0.618 |
1303-3 |
|
1.000 |
1294-4 |
|
1.618 |
1280-1 |
|
2.618 |
1256-7 |
|
4.250 |
1219-0 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1336-0 |
1333-3 |
| PP |
1332-5 |
1327-4 |
| S1 |
1329-3 |
1321-5 |
|