CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1345-0 |
1383-0 |
38-0 |
2.8% |
1325-0 |
| High |
1395-0 |
1395-6 |
0-6 |
0.1% |
1350-0 |
| Low |
1343-0 |
1370-4 |
27-4 |
2.0% |
1302-2 |
| Close |
1384-4 |
1395-4 |
11-0 |
0.8% |
1314-0 |
| Range |
52-0 |
25-2 |
-26-6 |
-51.4% |
47-6 |
| ATR |
28-6 |
28-4 |
-0-2 |
-0.9% |
0-0 |
| Volume |
86,437 |
154,690 |
68,253 |
79.0% |
390,704 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1463-0 |
1454-4 |
1409-3 |
|
| R3 |
1437-6 |
1429-2 |
1402-4 |
|
| R2 |
1412-4 |
1412-4 |
1400-1 |
|
| R1 |
1404-0 |
1404-0 |
1397-7 |
1408-2 |
| PP |
1387-2 |
1387-2 |
1387-2 |
1389-3 |
| S1 |
1378-6 |
1378-6 |
1393-1 |
1383-0 |
| S2 |
1362-0 |
1362-0 |
1390-7 |
|
| S3 |
1336-6 |
1353-4 |
1388-4 |
|
| S4 |
1311-4 |
1328-2 |
1381-5 |
|
|
| 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 |
1395-6 |
1302-2 |
93-4 |
6.7% |
28-0 |
2.0% |
100% |
True |
False |
89,745 |
| 10 |
1395-6 |
1296-6 |
99-0 |
7.1% |
29-6 |
2.1% |
100% |
True |
False |
85,349 |
| 20 |
1395-6 |
1244-6 |
151-0 |
10.8% |
28-0 |
2.0% |
100% |
True |
False |
70,342 |
| 40 |
1395-6 |
1244-6 |
151-0 |
10.8% |
26-6 |
1.9% |
100% |
True |
False |
64,336 |
| 60 |
1397-0 |
1244-6 |
152-2 |
10.9% |
25-4 |
1.8% |
99% |
False |
False |
57,525 |
| 80 |
1397-0 |
1244-6 |
152-2 |
10.9% |
22-5 |
1.6% |
99% |
False |
False |
50,013 |
| 100 |
1397-0 |
1194-0 |
203-0 |
14.5% |
21-0 |
1.5% |
99% |
False |
False |
43,331 |
| 120 |
1397-0 |
1163-4 |
233-4 |
16.7% |
21-0 |
1.5% |
99% |
False |
False |
38,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1503-0 |
|
2.618 |
1461-7 |
|
1.618 |
1436-5 |
|
1.000 |
1421-0 |
|
0.618 |
1411-3 |
|
HIGH |
1395-6 |
|
0.618 |
1386-1 |
|
0.500 |
1383-1 |
|
0.382 |
1380-1 |
|
LOW |
1370-4 |
|
0.618 |
1354-7 |
|
1.000 |
1345-2 |
|
1.618 |
1329-5 |
|
2.618 |
1304-3 |
|
4.250 |
1263-2 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1391-3 |
1382-5 |
| PP |
1387-2 |
1369-5 |
| S1 |
1383-1 |
1356-6 |
|