CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
551-2 |
546-0 |
-5-2 |
-1.0% |
565-0 |
| High |
554-2 |
553-6 |
-0-4 |
-0.1% |
573-4 |
| Low |
540-2 |
541-6 |
1-4 |
0.3% |
539-4 |
| Close |
546-0 |
550-6 |
4-6 |
0.9% |
558-4 |
| Range |
14-0 |
12-0 |
-2-0 |
-14.3% |
34-0 |
| ATR |
13-5 |
13-4 |
-0-1 |
-0.8% |
0-0 |
| Volume |
81,534 |
76,063 |
-5,471 |
-6.7% |
415,934 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
584-6 |
579-6 |
557-3 |
|
| R3 |
572-6 |
567-6 |
554-0 |
|
| R2 |
560-6 |
560-6 |
553-0 |
|
| R1 |
555-6 |
555-6 |
551-7 |
558-2 |
| PP |
548-6 |
548-6 |
548-6 |
550-0 |
| S1 |
543-6 |
543-6 |
549-5 |
546-2 |
| S2 |
536-6 |
536-6 |
548-4 |
|
| S3 |
524-6 |
531-6 |
547-4 |
|
| S4 |
512-6 |
519-6 |
544-1 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-1 |
642-7 |
577-2 |
|
| R3 |
625-1 |
608-7 |
567-7 |
|
| R2 |
591-1 |
591-1 |
564-6 |
|
| R1 |
574-7 |
574-7 |
561-5 |
566-0 |
| PP |
557-1 |
557-1 |
557-1 |
552-6 |
| S1 |
540-7 |
540-7 |
555-3 |
532-0 |
| S2 |
523-1 |
523-1 |
552-2 |
|
| S3 |
489-1 |
506-7 |
549-1 |
|
| S4 |
455-1 |
472-7 |
539-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
559-6 |
539-4 |
20-2 |
3.7% |
12-2 |
2.2% |
56% |
False |
False |
74,689 |
| 10 |
573-4 |
539-4 |
34-0 |
6.2% |
14-0 |
2.5% |
33% |
False |
False |
89,800 |
| 20 |
573-4 |
512-0 |
61-4 |
11.2% |
12-0 |
2.2% |
63% |
False |
False |
80,030 |
| 40 |
573-4 |
512-0 |
61-4 |
11.2% |
12-5 |
2.3% |
63% |
False |
False |
72,225 |
| 60 |
573-6 |
512-0 |
61-6 |
11.2% |
12-0 |
2.2% |
63% |
False |
False |
65,973 |
| 80 |
573-6 |
512-0 |
61-6 |
11.2% |
11-1 |
2.0% |
63% |
False |
False |
57,046 |
| 100 |
596-4 |
512-0 |
84-4 |
15.3% |
10-4 |
1.9% |
46% |
False |
False |
50,276 |
| 120 |
626-2 |
512-0 |
114-2 |
20.7% |
10-3 |
1.9% |
34% |
False |
False |
44,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
604-6 |
|
2.618 |
585-1 |
|
1.618 |
573-1 |
|
1.000 |
565-6 |
|
0.618 |
561-1 |
|
HIGH |
553-6 |
|
0.618 |
549-1 |
|
0.500 |
547-6 |
|
0.382 |
546-3 |
|
LOW |
541-6 |
|
0.618 |
534-3 |
|
1.000 |
529-6 |
|
1.618 |
522-3 |
|
2.618 |
510-3 |
|
4.250 |
490-6 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
549-6 |
550-4 |
| PP |
548-6 |
550-2 |
| S1 |
547-6 |
550-0 |
|