CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1445-2 |
1454-6 |
9-4 |
0.7% |
1399-0 |
| High |
1455-6 |
1478-0 |
22-2 |
1.5% |
1439-6 |
| Low |
1430-4 |
1441-2 |
10-6 |
0.8% |
1392-6 |
| Close |
1438-0 |
1474-6 |
36-6 |
2.6% |
1427-6 |
| Range |
25-2 |
36-6 |
11-4 |
45.5% |
47-0 |
| ATR |
30-6 |
31-3 |
0-5 |
2.2% |
0-0 |
| Volume |
133,307 |
113,647 |
-19,660 |
-14.7% |
595,681 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1574-7 |
1561-5 |
1495-0 |
|
| R3 |
1538-1 |
1524-7 |
1484-7 |
|
| R2 |
1501-3 |
1501-3 |
1481-4 |
|
| R1 |
1488-1 |
1488-1 |
1478-1 |
1494-6 |
| PP |
1464-5 |
1464-5 |
1464-5 |
1468-0 |
| S1 |
1451-3 |
1451-3 |
1471-3 |
1458-0 |
| S2 |
1427-7 |
1427-7 |
1468-0 |
|
| S3 |
1391-1 |
1414-5 |
1464-5 |
|
| S4 |
1354-3 |
1377-7 |
1454-4 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1561-1 |
1541-3 |
1453-5 |
|
| R3 |
1514-1 |
1494-3 |
1440-5 |
|
| R2 |
1467-1 |
1467-1 |
1436-3 |
|
| R1 |
1447-3 |
1447-3 |
1432-0 |
1457-2 |
| PP |
1420-1 |
1420-1 |
1420-1 |
1425-0 |
| S1 |
1400-3 |
1400-3 |
1423-4 |
1410-2 |
| S2 |
1373-1 |
1373-1 |
1419-1 |
|
| S3 |
1326-1 |
1353-3 |
1414-7 |
|
| S4 |
1279-1 |
1306-3 |
1401-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1478-0 |
1392-6 |
85-2 |
5.8% |
31-4 |
2.1% |
96% |
True |
False |
120,974 |
| 10 |
1478-0 |
1364-4 |
113-4 |
7.7% |
30-3 |
2.1% |
97% |
True |
False |
118,617 |
| 20 |
1478-0 |
1275-4 |
202-4 |
13.7% |
30-3 |
2.1% |
98% |
True |
False |
96,999 |
| 40 |
1478-0 |
1244-6 |
233-2 |
15.8% |
29-1 |
2.0% |
99% |
True |
False |
77,522 |
| 60 |
1478-0 |
1244-6 |
233-2 |
15.8% |
26-4 |
1.8% |
99% |
True |
False |
67,546 |
| 80 |
1478-0 |
1244-6 |
233-2 |
15.8% |
24-6 |
1.7% |
99% |
True |
False |
59,865 |
| 100 |
1478-0 |
1242-4 |
235-4 |
16.0% |
22-3 |
1.5% |
99% |
True |
False |
52,378 |
| 120 |
1478-0 |
1168-4 |
309-4 |
21.0% |
21-5 |
1.5% |
99% |
True |
False |
45,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1634-2 |
|
2.618 |
1574-2 |
|
1.618 |
1537-4 |
|
1.000 |
1514-6 |
|
0.618 |
1500-6 |
|
HIGH |
1478-0 |
|
0.618 |
1464-0 |
|
0.500 |
1459-5 |
|
0.382 |
1455-2 |
|
LOW |
1441-2 |
|
0.618 |
1418-4 |
|
1.000 |
1404-4 |
|
1.618 |
1381-6 |
|
2.618 |
1345-0 |
|
4.250 |
1285-0 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1469-6 |
1463-0 |
| PP |
1464-5 |
1451-2 |
| S1 |
1459-5 |
1439-4 |
|