CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1276-6 |
1299-0 |
22-2 |
1.7% |
1289-6 |
| High |
1306-4 |
1344-4 |
38-0 |
2.9% |
1307-6 |
| Low |
1275-4 |
1296-6 |
21-2 |
1.7% |
1245-0 |
| Close |
1299-2 |
1341-2 |
42-0 |
3.2% |
1258-0 |
| Range |
31-0 |
47-6 |
16-6 |
54.0% |
62-6 |
| ATR |
26-3 |
27-7 |
1-4 |
5.8% |
0-0 |
| Volume |
55,001 |
68,935 |
13,934 |
25.3% |
199,437 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1470-6 |
1453-6 |
1367-4 |
|
| R3 |
1423-0 |
1406-0 |
1354-3 |
|
| R2 |
1375-2 |
1375-2 |
1350-0 |
|
| R1 |
1358-2 |
1358-2 |
1345-5 |
1366-6 |
| PP |
1327-4 |
1327-4 |
1327-4 |
1331-6 |
| S1 |
1310-4 |
1310-4 |
1336-7 |
1319-0 |
| S2 |
1279-6 |
1279-6 |
1332-4 |
|
| S3 |
1232-0 |
1262-6 |
1328-1 |
|
| S4 |
1184-2 |
1215-0 |
1315-0 |
|
|
| 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 |
1344-4 |
1244-6 |
99-6 |
7.4% |
31-6 |
2.4% |
97% |
True |
False |
62,746 |
| 10 |
1344-4 |
1244-6 |
99-6 |
7.4% |
27-7 |
2.1% |
97% |
True |
False |
55,821 |
| 20 |
1368-0 |
1244-6 |
123-2 |
9.2% |
29-1 |
2.2% |
78% |
False |
False |
59,001 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.2% |
25-3 |
1.9% |
64% |
False |
False |
53,650 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.4% |
23-6 |
1.8% |
63% |
False |
False |
48,642 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.4% |
21-1 |
1.6% |
63% |
False |
False |
42,349 |
| 100 |
1397-0 |
1178-6 |
218-2 |
16.3% |
20-1 |
1.5% |
74% |
False |
False |
36,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1547-4 |
|
2.618 |
1469-4 |
|
1.618 |
1421-6 |
|
1.000 |
1392-2 |
|
0.618 |
1374-0 |
|
HIGH |
1344-4 |
|
0.618 |
1326-2 |
|
0.500 |
1320-5 |
|
0.382 |
1315-0 |
|
LOW |
1296-6 |
|
0.618 |
1267-2 |
|
1.000 |
1249-0 |
|
1.618 |
1219-4 |
|
2.618 |
1171-6 |
|
4.250 |
1093-6 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1334-3 |
1328-7 |
| PP |
1327-4 |
1316-3 |
| S1 |
1320-5 |
1304-0 |
|