CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 06-Apr-2012 Change Change % Previous Week
Open 1374-4 1381-4 7-0 0.5% 1360-0
High 1384-0 1381-4 -2-4 -0.2% 1397-0
Low 1370-2 1381-4 11-2 0.8% 1360-0
Close 1381-4 1381-4 0-0 0.0% 1381-4
Range 13-6 0-0 -13-6 -100.0% 37-0
ATR 20-1 18-6 -1-4 -7.1% 0-0
Volume 63,800 41,569 -22,231 -34.8% 321,797
Daily Pivots for day following 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1381-4 1381-4 1381-4
R3 1381-4 1381-4 1381-4
R2 1381-4 1381-4 1381-4
R1 1381-4 1381-4 1381-4 1381-4
PP 1381-4 1381-4 1381-4 1381-4
S1 1381-4 1381-4 1381-4 1381-4
S2 1381-4 1381-4 1381-4
S3 1381-4 1381-4 1381-4
S4 1381-4 1381-4 1381-4
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1490-4 1473-0 1401-7
R3 1453-4 1436-0 1391-5
R2 1416-4 1416-4 1388-2
R1 1399-0 1399-0 1384-7 1407-6
PP 1379-4 1379-4 1379-4 1383-7
S1 1362-0 1362-0 1378-1 1370-6
S2 1342-4 1342-4 1374-6
S3 1305-4 1325-0 1371-3
S4 1268-4 1288-0 1361-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1397-0 1360-0 37-0 2.7% 17-2 1.3% 58% False False 64,359
10 1397-0 1298-6 98-2 7.1% 22-7 1.7% 84% False False 48,701
20 1397-0 1297-0 100-0 7.2% 18-7 1.4% 85% False False 39,267
40 1397-0 1225-6 171-2 12.4% 16-1 1.2% 91% False False 30,086
60 1397-0 1163-4 233-4 16.9% 17-2 1.3% 93% False False 24,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 1381-4
2.618 1381-4
1.618 1381-4
1.000 1381-4
0.618 1381-4
HIGH 1381-4
0.618 1381-4
0.500 1381-4
0.382 1381-4
LOW 1381-4
0.618 1381-4
1.000 1381-4
1.618 1381-4
2.618 1381-4
4.250 1381-4
Fisher Pivots for day following 06-Apr-2012
Pivot 1 day 3 day
R1 1381-4 1380-1
PP 1381-4 1378-6
S1 1381-4 1377-3

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

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