CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
550-2 |
538-2 |
-12-0 |
-2.2% |
565-0 |
| High |
551-2 |
539-0 |
-12-2 |
-2.2% |
573-4 |
| Low |
532-2 |
529-0 |
-3-2 |
-0.6% |
539-4 |
| Close |
537-4 |
535-2 |
-2-2 |
-0.4% |
558-4 |
| Range |
19-0 |
10-0 |
-9-0 |
-47.4% |
34-0 |
| ATR |
13-7 |
13-5 |
-0-2 |
-2.0% |
0-0 |
| Volume |
70,619 |
103,488 |
32,869 |
46.5% |
415,934 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
564-3 |
559-7 |
540-6 |
|
| R3 |
554-3 |
549-7 |
538-0 |
|
| R2 |
544-3 |
544-3 |
537-1 |
|
| R1 |
539-7 |
539-7 |
536-1 |
537-1 |
| PP |
534-3 |
534-3 |
534-3 |
533-0 |
| S1 |
529-7 |
529-7 |
534-3 |
527-1 |
| S2 |
524-3 |
524-3 |
533-3 |
|
| S3 |
514-3 |
519-7 |
532-4 |
|
| S4 |
504-3 |
509-7 |
529-6 |
|
|
| 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 |
529-0 |
30-6 |
5.7% |
13-4 |
2.5% |
20% |
False |
True |
77,114 |
| 10 |
573-4 |
529-0 |
44-4 |
8.3% |
13-7 |
2.6% |
14% |
False |
True |
81,996 |
| 20 |
573-4 |
512-0 |
61-4 |
11.5% |
12-6 |
2.4% |
38% |
False |
False |
81,084 |
| 40 |
573-4 |
512-0 |
61-4 |
11.5% |
12-6 |
2.4% |
38% |
False |
False |
74,450 |
| 60 |
573-6 |
512-0 |
61-6 |
11.5% |
12-3 |
2.3% |
38% |
False |
False |
68,001 |
| 80 |
573-6 |
512-0 |
61-6 |
11.5% |
11-2 |
2.1% |
38% |
False |
False |
58,701 |
| 100 |
596-4 |
512-0 |
84-4 |
15.8% |
10-5 |
2.0% |
28% |
False |
False |
51,630 |
| 120 |
617-2 |
512-0 |
105-2 |
19.7% |
10-4 |
2.0% |
22% |
False |
False |
46,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
581-4 |
|
2.618 |
565-1 |
|
1.618 |
555-1 |
|
1.000 |
549-0 |
|
0.618 |
545-1 |
|
HIGH |
539-0 |
|
0.618 |
535-1 |
|
0.500 |
534-0 |
|
0.382 |
532-7 |
|
LOW |
529-0 |
|
0.618 |
522-7 |
|
1.000 |
519-0 |
|
1.618 |
512-7 |
|
2.618 |
502-7 |
|
4.250 |
486-4 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
534-7 |
541-3 |
| PP |
534-3 |
539-3 |
| S1 |
534-0 |
537-2 |
|