CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1338-0 |
1325-0 |
-13-0 |
-1.0% |
1265-0 |
| High |
1340-4 |
1349-2 |
8-6 |
0.7% |
1344-4 |
| Low |
1315-0 |
1320-4 |
5-4 |
0.4% |
1244-6 |
| Close |
1332-4 |
1331-2 |
-1-2 |
-0.1% |
1332-4 |
| Range |
25-4 |
28-6 |
3-2 |
12.7% |
99-6 |
| ATR |
27-6 |
27-7 |
0-1 |
0.3% |
0-0 |
| Volume |
85,315 |
92,331 |
7,016 |
8.2% |
330,040 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1419-7 |
1404-3 |
1347-0 |
|
| R3 |
1391-1 |
1375-5 |
1339-1 |
|
| R2 |
1362-3 |
1362-3 |
1336-4 |
|
| R1 |
1346-7 |
1346-7 |
1333-7 |
1354-5 |
| PP |
1333-5 |
1333-5 |
1333-5 |
1337-4 |
| S1 |
1318-1 |
1318-1 |
1328-5 |
1325-7 |
| S2 |
1304-7 |
1304-7 |
1326-0 |
|
| S3 |
1276-1 |
1289-3 |
1323-3 |
|
| S4 |
1247-3 |
1260-5 |
1315-4 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1606-4 |
1569-2 |
1387-3 |
|
| R3 |
1506-6 |
1469-4 |
1359-7 |
|
| R2 |
1407-0 |
1407-0 |
1350-6 |
|
| R1 |
1369-6 |
1369-6 |
1341-5 |
1388-3 |
| PP |
1307-2 |
1307-2 |
1307-2 |
1316-4 |
| S1 |
1270-0 |
1270-0 |
1323-3 |
1288-5 |
| S2 |
1207-4 |
1207-4 |
1314-2 |
|
| S3 |
1107-6 |
1170-2 |
1305-1 |
|
| S4 |
1008-0 |
1070-4 |
1277-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1349-2 |
1263-4 |
85-6 |
6.4% |
30-5 |
2.3% |
79% |
True |
False |
70,011 |
| 10 |
1349-2 |
1244-6 |
104-4 |
7.8% |
28-7 |
2.2% |
83% |
True |
False |
62,180 |
| 20 |
1349-2 |
1244-6 |
104-4 |
7.8% |
27-5 |
2.1% |
83% |
True |
False |
61,824 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.2% |
25-6 |
1.9% |
58% |
False |
False |
56,014 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.4% |
24-1 |
1.8% |
57% |
False |
False |
50,648 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.4% |
21-3 |
1.6% |
57% |
False |
False |
44,059 |
| 100 |
1397-0 |
1179-4 |
217-4 |
16.3% |
20-4 |
1.5% |
70% |
False |
False |
38,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1471-4 |
|
2.618 |
1424-4 |
|
1.618 |
1395-6 |
|
1.000 |
1378-0 |
|
0.618 |
1367-0 |
|
HIGH |
1349-2 |
|
0.618 |
1338-2 |
|
0.500 |
1334-7 |
|
0.382 |
1331-4 |
|
LOW |
1320-4 |
|
0.618 |
1302-6 |
|
1.000 |
1291-6 |
|
1.618 |
1274-0 |
|
2.618 |
1245-2 |
|
4.250 |
1198-2 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1334-7 |
1328-4 |
| PP |
1333-5 |
1325-6 |
| S1 |
1332-4 |
1323-0 |
|