CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1333-6 |
1321-0 |
-12-6 |
-1.0% |
1265-0 |
| High |
1339-0 |
1324-6 |
-14-2 |
-1.1% |
1344-4 |
| Low |
1310-0 |
1302-2 |
-7-6 |
-0.6% |
1244-6 |
| Close |
1319-6 |
1308-6 |
-11-0 |
-0.8% |
1332-4 |
| Range |
29-0 |
22-4 |
-6-4 |
-22.4% |
99-6 |
| ATR |
27-7 |
27-4 |
-0-3 |
-1.4% |
0-0 |
| Volume |
89,831 |
78,933 |
-10,898 |
-12.1% |
330,040 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1379-3 |
1366-5 |
1321-1 |
|
| R3 |
1356-7 |
1344-1 |
1315-0 |
|
| R2 |
1334-3 |
1334-3 |
1312-7 |
|
| R1 |
1321-5 |
1321-5 |
1310-6 |
1316-6 |
| PP |
1311-7 |
1311-7 |
1311-7 |
1309-4 |
| S1 |
1299-1 |
1299-1 |
1306-6 |
1294-2 |
| S2 |
1289-3 |
1289-3 |
1304-5 |
|
| S3 |
1266-7 |
1276-5 |
1302-4 |
|
| S4 |
1244-3 |
1254-1 |
1296-3 |
|
|
| 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 |
1350-0 |
1302-2 |
47-6 |
3.6% |
26-4 |
2.0% |
14% |
False |
True |
82,953 |
| 10 |
1350-0 |
1244-6 |
105-2 |
8.0% |
29-1 |
2.2% |
61% |
False |
False |
72,850 |
| 20 |
1350-0 |
1244-6 |
105-2 |
8.0% |
27-4 |
2.1% |
61% |
False |
False |
62,961 |
| 40 |
1394-4 |
1244-6 |
149-6 |
11.4% |
26-0 |
2.0% |
43% |
False |
False |
59,404 |
| 60 |
1397-0 |
1244-6 |
152-2 |
11.6% |
24-5 |
1.9% |
42% |
False |
False |
53,213 |
| 80 |
1397-0 |
1244-6 |
152-2 |
11.6% |
21-6 |
1.7% |
42% |
False |
False |
46,371 |
| 100 |
1397-0 |
1193-0 |
204-0 |
15.6% |
20-4 |
1.6% |
57% |
False |
False |
40,144 |
| 120 |
1397-0 |
1163-4 |
233-4 |
17.8% |
20-6 |
1.6% |
62% |
False |
False |
35,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1420-3 |
|
2.618 |
1383-5 |
|
1.618 |
1361-1 |
|
1.000 |
1347-2 |
|
0.618 |
1338-5 |
|
HIGH |
1324-6 |
|
0.618 |
1316-1 |
|
0.500 |
1313-4 |
|
0.382 |
1310-7 |
|
LOW |
1302-2 |
|
0.618 |
1288-3 |
|
1.000 |
1279-6 |
|
1.618 |
1265-7 |
|
2.618 |
1243-3 |
|
4.250 |
1206-5 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1313-4 |
1326-1 |
| PP |
1311-7 |
1320-3 |
| S1 |
1310-3 |
1314-4 |
|