CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1368-0 |
1399-0 |
31-0 |
2.3% |
1324-2 |
| High |
1390-4 |
1437-0 |
46-4 |
3.3% |
1395-6 |
| Low |
1364-4 |
1398-4 |
34-0 |
2.5% |
1317-6 |
| Close |
1375-4 |
1425-4 |
50-0 |
3.6% |
1375-4 |
| Range |
26-0 |
38-4 |
12-4 |
48.1% |
78-0 |
| ATR |
28-1 |
30-4 |
2-3 |
8.5% |
0-0 |
| Volume |
94,420 |
82,939 |
-11,481 |
-12.2% |
497,391 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1535-7 |
1519-1 |
1446-5 |
|
| R3 |
1497-3 |
1480-5 |
1436-1 |
|
| R2 |
1458-7 |
1458-7 |
1432-4 |
|
| R1 |
1442-1 |
1442-1 |
1429-0 |
1450-4 |
| PP |
1420-3 |
1420-3 |
1420-3 |
1424-4 |
| S1 |
1403-5 |
1403-5 |
1422-0 |
1412-0 |
| S2 |
1381-7 |
1381-7 |
1418-4 |
|
| S3 |
1343-3 |
1365-1 |
1414-7 |
|
| S4 |
1304-7 |
1326-5 |
1404-3 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1597-0 |
1564-2 |
1418-3 |
|
| R3 |
1519-0 |
1486-2 |
1397-0 |
|
| R2 |
1441-0 |
1441-0 |
1389-6 |
|
| R1 |
1408-2 |
1408-2 |
1382-5 |
1424-5 |
| PP |
1363-0 |
1363-0 |
1363-0 |
1371-2 |
| S1 |
1330-2 |
1330-2 |
1368-3 |
1346-5 |
| S2 |
1285-0 |
1285-0 |
1361-2 |
|
| S3 |
1207-0 |
1252-2 |
1354-0 |
|
| S4 |
1129-0 |
1174-2 |
1332-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1437-0 |
1343-0 |
94-0 |
6.6% |
33-0 |
2.3% |
88% |
True |
False |
102,583 |
| 10 |
1437-0 |
1302-2 |
134-6 |
9.5% |
28-3 |
2.0% |
91% |
True |
False |
87,870 |
| 20 |
1437-0 |
1244-6 |
192-2 |
13.5% |
28-5 |
2.0% |
94% |
True |
False |
75,025 |
| 40 |
1437-0 |
1244-6 |
192-2 |
13.5% |
27-4 |
1.9% |
94% |
True |
False |
66,738 |
| 60 |
1437-0 |
1244-6 |
192-2 |
13.5% |
25-1 |
1.8% |
94% |
True |
False |
60,247 |
| 80 |
1437-0 |
1244-6 |
192-2 |
13.5% |
23-2 |
1.6% |
94% |
True |
False |
52,502 |
| 100 |
1437-0 |
1220-0 |
217-0 |
15.2% |
21-4 |
1.5% |
95% |
True |
False |
45,707 |
| 120 |
1437-0 |
1163-4 |
273-4 |
19.2% |
21-3 |
1.5% |
96% |
True |
False |
40,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1600-5 |
|
2.618 |
1537-6 |
|
1.618 |
1499-2 |
|
1.000 |
1475-4 |
|
0.618 |
1460-6 |
|
HIGH |
1437-0 |
|
0.618 |
1422-2 |
|
0.500 |
1417-6 |
|
0.382 |
1413-2 |
|
LOW |
1398-4 |
|
0.618 |
1374-6 |
|
1.000 |
1360-0 |
|
1.618 |
1336-2 |
|
2.618 |
1297-6 |
|
4.250 |
1234-7 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1422-7 |
1417-2 |
| PP |
1420-3 |
1409-0 |
| S1 |
1417-6 |
1400-6 |
|