CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 1324-2 1345-0 20-6 1.6% 1325-0
High 1341-0 1395-0 54-0 4.0% 1350-0
Low 1317-6 1343-0 25-2 1.9% 1302-2
Close 1339-2 1384-4 45-2 3.4% 1314-0
Range 23-2 52-0 28-6 123.7% 47-6
ATR 26-6 28-6 2-1 7.8% 0-0
Volume 67,415 86,437 19,022 28.2% 390,704
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 1530-1 1509-3 1413-1
R3 1478-1 1457-3 1398-6
R2 1426-1 1426-1 1394-0
R1 1405-3 1405-3 1389-2 1415-6
PP 1374-1 1374-1 1374-1 1379-3
S1 1353-3 1353-3 1379-6 1363-6
S2 1322-1 1322-1 1375-0
S3 1270-1 1301-3 1370-2
S4 1218-1 1249-3 1355-7
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 1395-0 1302-2 92-6 6.7% 28-6 2.1% 89% True False 76,773
10 1395-0 1275-4 119-4 8.6% 30-3 2.2% 91% True False 75,380
20 1395-0 1244-6 150-2 10.9% 28-6 2.1% 93% True False 64,661
40 1395-0 1244-6 150-2 10.9% 26-4 1.9% 93% True False 61,605
60 1397-0 1244-6 152-2 11.0% 25-2 1.8% 92% False False 55,471
80 1397-0 1244-6 152-2 11.0% 22-4 1.6% 92% False False 48,320
100 1397-0 1193-0 204-0 14.7% 21-1 1.5% 94% False False 41,925
120 1397-0 1163-4 233-4 16.9% 21-0 1.5% 95% False False 36,830
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 3-7
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1616-0
2.618 1531-1
1.618 1479-1
1.000 1447-0
0.618 1427-1
HIGH 1395-0
0.618 1375-1
0.500 1369-0
0.382 1362-7
LOW 1343-0
0.618 1310-7
1.000 1291-0
1.618 1258-7
2.618 1206-7
4.250 1122-0
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 1379-3 1373-2
PP 1374-1 1362-1
S1 1369-0 1350-7

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

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