CME Corn Future December 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
558-4 |
553-0 |
-5-4 |
-1.0% |
542-6 |
High |
558-4 |
553-4 |
-5-0 |
-0.9% |
573-0 |
Low |
546-2 |
541-2 |
-5-0 |
-0.9% |
541-4 |
Close |
553-0 |
542-2 |
-10-6 |
-1.9% |
567-2 |
Range |
12-2 |
12-2 |
0-0 |
0.0% |
31-4 |
ATR |
13-5 |
13-4 |
-0-1 |
-0.7% |
0-0 |
Volume |
101,707 |
74,543 |
-27,164 |
-26.7% |
366,307 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
582-3 |
574-5 |
549-0 |
|
R3 |
570-1 |
562-3 |
545-5 |
|
R2 |
557-7 |
557-7 |
544-4 |
|
R1 |
550-1 |
550-1 |
543-3 |
547-7 |
PP |
545-5 |
545-5 |
545-5 |
544-4 |
S1 |
537-7 |
537-7 |
541-1 |
535-5 |
S2 |
533-3 |
533-3 |
540-0 |
|
S3 |
521-1 |
525-5 |
538-7 |
|
S4 |
508-7 |
513-3 |
535-4 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
655-1 |
642-5 |
584-5 |
|
R3 |
623-5 |
611-1 |
575-7 |
|
R2 |
592-1 |
592-1 |
573-0 |
|
R1 |
579-5 |
579-5 |
570-1 |
585-7 |
PP |
560-5 |
560-5 |
560-5 |
563-6 |
S1 |
548-1 |
548-1 |
564-3 |
554-3 |
S2 |
529-1 |
529-1 |
561-4 |
|
S3 |
497-5 |
516-5 |
558-5 |
|
S4 |
466-1 |
485-1 |
549-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
573-4 |
541-2 |
32-2 |
5.9% |
14-3 |
2.6% |
3% |
False |
True |
98,476 |
10 |
573-4 |
519-2 |
54-2 |
10.0% |
13-6 |
2.5% |
42% |
False |
False |
87,432 |
20 |
573-4 |
512-0 |
61-4 |
11.3% |
12-6 |
2.3% |
49% |
False |
False |
79,484 |
40 |
573-4 |
512-0 |
61-4 |
11.3% |
12-7 |
2.4% |
49% |
False |
False |
69,612 |
60 |
573-6 |
512-0 |
61-6 |
11.4% |
11-6 |
2.2% |
49% |
False |
False |
63,171 |
80 |
573-6 |
512-0 |
61-6 |
11.4% |
11-0 |
2.0% |
49% |
False |
False |
55,163 |
100 |
596-4 |
512-0 |
84-4 |
15.6% |
10-4 |
1.9% |
36% |
False |
False |
48,674 |
120 |
632-6 |
512-0 |
120-6 |
22.3% |
10-3 |
1.9% |
25% |
False |
False |
42,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
605-4 |
2.618 |
585-5 |
1.618 |
573-3 |
1.000 |
565-6 |
0.618 |
561-1 |
HIGH |
553-4 |
0.618 |
548-7 |
0.500 |
547-3 |
0.382 |
545-7 |
LOW |
541-2 |
0.618 |
533-5 |
1.000 |
529-0 |
1.618 |
521-3 |
2.618 |
509-1 |
4.250 |
489-2 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
547-3 |
557-3 |
PP |
545-5 |
552-3 |
S1 |
544-0 |
547-2 |
|