CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1296-0 |
1270-2 |
-25-6 |
-2.0% |
1289-6 |
| High |
1297-2 |
1277-6 |
-19-4 |
-1.5% |
1307-6 |
| Low |
1265-0 |
1245-0 |
-20-0 |
-1.6% |
1245-0 |
| Close |
1270-2 |
1258-0 |
-12-2 |
-1.0% |
1258-0 |
| Range |
32-2 |
32-6 |
0-4 |
1.6% |
62-6 |
| ATR |
25-7 |
26-3 |
0-4 |
1.9% |
0-0 |
| Volume |
52,091 |
69,009 |
16,918 |
32.5% |
199,437 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1358-4 |
1341-0 |
1276-0 |
|
| R3 |
1325-6 |
1308-2 |
1267-0 |
|
| R2 |
1293-0 |
1293-0 |
1264-0 |
|
| R1 |
1275-4 |
1275-4 |
1261-0 |
1267-7 |
| PP |
1260-2 |
1260-2 |
1260-2 |
1256-4 |
| S1 |
1242-6 |
1242-6 |
1255-0 |
1235-1 |
| S2 |
1227-4 |
1227-4 |
1252-0 |
|
| S3 |
1194-6 |
1210-0 |
1249-0 |
|
| S4 |
1162-0 |
1177-2 |
1240-0 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1458-4 |
1421-0 |
1292-4 |
|
| R3 |
1395-6 |
1358-2 |
1275-2 |
|
| R2 |
1333-0 |
1333-0 |
1269-4 |
|
| R1 |
1295-4 |
1295-4 |
1263-6 |
1282-7 |
| PP |
1270-2 |
1270-2 |
1270-2 |
1264-0 |
| S1 |
1232-6 |
1232-6 |
1252-2 |
1220-1 |
| S2 |
1207-4 |
1207-4 |
1246-4 |
|
| S3 |
1144-6 |
1170-0 |
1240-6 |
|
| S4 |
1082-0 |
1107-2 |
1223-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1307-6 |
1245-0 |
62-6 |
5.0% |
26-0 |
2.1% |
21% |
False |
True |
49,475 |
| 10 |
1317-4 |
1245-0 |
72-4 |
5.8% |
27-2 |
2.2% |
18% |
False |
True |
52,915 |
| 20 |
1373-0 |
1245-0 |
128-0 |
10.2% |
27-4 |
2.2% |
10% |
False |
True |
57,519 |
| 40 |
1395-2 |
1245-0 |
150-2 |
11.9% |
23-7 |
1.9% |
9% |
False |
True |
50,839 |
| 60 |
1397-0 |
1245-0 |
152-0 |
12.1% |
22-5 |
1.8% |
9% |
False |
True |
46,770 |
| 80 |
1397-0 |
1225-6 |
171-2 |
13.6% |
20-2 |
1.6% |
19% |
False |
False |
40,121 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.6% |
20-1 |
1.6% |
40% |
False |
False |
34,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1417-0 |
|
2.618 |
1363-4 |
|
1.618 |
1330-6 |
|
1.000 |
1310-4 |
|
0.618 |
1298-0 |
|
HIGH |
1277-6 |
|
0.618 |
1265-2 |
|
0.500 |
1261-3 |
|
0.382 |
1257-4 |
|
LOW |
1245-0 |
|
0.618 |
1224-6 |
|
1.000 |
1212-2 |
|
1.618 |
1192-0 |
|
2.618 |
1159-2 |
|
4.250 |
1105-6 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1261-3 |
1273-4 |
| PP |
1260-2 |
1268-3 |
| S1 |
1259-1 |
1263-1 |
|