CME Soybeans Future November 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 1368-0 1399-0 31-0 2.3% 1324-2
High 1390-4 1437-0 46-4 3.3% 1395-6
Low 1364-4 1398-4 34-0 2.5% 1317-6
Close 1375-4 1425-4 50-0 3.6% 1375-4
Range 26-0 38-4 12-4 48.1% 78-0
ATR 28-1 30-4 2-3 8.5% 0-0
Volume 94,420 82,939 -11,481 -12.2% 497,391
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 1535-7 1519-1 1446-5
R3 1497-3 1480-5 1436-1
R2 1458-7 1458-7 1432-4
R1 1442-1 1442-1 1429-0 1450-4
PP 1420-3 1420-3 1420-3 1424-4
S1 1403-5 1403-5 1422-0 1412-0
S2 1381-7 1381-7 1418-4
S3 1343-3 1365-1 1414-7
S4 1304-7 1326-5 1404-3
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1597-0 1564-2 1418-3
R3 1519-0 1486-2 1397-0
R2 1441-0 1441-0 1389-6
R1 1408-2 1408-2 1382-5 1424-5
PP 1363-0 1363-0 1363-0 1371-2
S1 1330-2 1330-2 1368-3 1346-5
S2 1285-0 1285-0 1361-2
S3 1207-0 1252-2 1354-0
S4 1129-0 1174-2 1332-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1437-0 1343-0 94-0 6.6% 33-0 2.3% 88% True False 102,583
10 1437-0 1302-2 134-6 9.5% 28-3 2.0% 91% True False 87,870
20 1437-0 1244-6 192-2 13.5% 28-5 2.0% 94% True False 75,025
40 1437-0 1244-6 192-2 13.5% 27-4 1.9% 94% True False 66,738
60 1437-0 1244-6 192-2 13.5% 25-1 1.8% 94% True False 60,247
80 1437-0 1244-6 192-2 13.5% 23-2 1.6% 94% True False 52,502
100 1437-0 1220-0 217-0 15.2% 21-4 1.5% 95% True False 45,707
120 1437-0 1163-4 273-4 19.2% 21-3 1.5% 96% True False 40,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1600-5
2.618 1537-6
1.618 1499-2
1.000 1475-4
0.618 1460-6
HIGH 1437-0
0.618 1422-2
0.500 1417-6
0.382 1413-2
LOW 1398-4
0.618 1374-6
1.000 1360-0
1.618 1336-2
2.618 1297-6
4.250 1234-7
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 1422-7 1417-2
PP 1420-3 1409-0
S1 1417-6 1400-6

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

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