CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
542-2 |
547-0 |
4-6 |
0.9% |
565-0 |
| High |
549-6 |
559-6 |
10-0 |
1.8% |
573-4 |
| Low |
539-4 |
547-0 |
7-4 |
1.4% |
539-4 |
| Close |
548-2 |
558-4 |
10-2 |
1.9% |
558-4 |
| Range |
10-2 |
12-6 |
2-4 |
24.4% |
34-0 |
| ATR |
13-2 |
13-2 |
0-0 |
-0.3% |
0-0 |
| Volume |
87,439 |
53,866 |
-33,573 |
-38.4% |
415,934 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
593-3 |
588-5 |
565-4 |
|
| R3 |
580-5 |
575-7 |
562-0 |
|
| R2 |
567-7 |
567-7 |
560-7 |
|
| R1 |
563-1 |
563-1 |
559-5 |
565-4 |
| PP |
555-1 |
555-1 |
555-1 |
556-2 |
| S1 |
550-3 |
550-3 |
557-3 |
552-6 |
| S2 |
542-3 |
542-3 |
556-1 |
|
| S3 |
529-5 |
537-5 |
555-0 |
|
| S4 |
516-7 |
524-7 |
551-4 |
|
|
| 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 |
573-4 |
539-4 |
34-0 |
6.1% |
13-6 |
2.5% |
56% |
False |
False |
83,186 |
| 10 |
573-4 |
527-0 |
46-4 |
8.3% |
13-5 |
2.4% |
68% |
False |
False |
84,583 |
| 20 |
573-4 |
512-0 |
61-4 |
11.0% |
12-4 |
2.2% |
76% |
False |
False |
80,533 |
| 40 |
573-4 |
512-0 |
61-4 |
11.0% |
12-6 |
2.3% |
76% |
False |
False |
70,480 |
| 60 |
573-6 |
512-0 |
61-6 |
11.1% |
11-7 |
2.1% |
75% |
False |
False |
64,405 |
| 80 |
573-6 |
512-0 |
61-6 |
11.1% |
11-0 |
2.0% |
75% |
False |
False |
56,068 |
| 100 |
596-4 |
512-0 |
84-4 |
15.1% |
10-3 |
1.9% |
55% |
False |
False |
49,301 |
| 120 |
632-6 |
512-0 |
120-6 |
21.6% |
10-3 |
1.9% |
39% |
False |
False |
43,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
614-0 |
|
2.618 |
593-1 |
|
1.618 |
580-3 |
|
1.000 |
572-4 |
|
0.618 |
567-5 |
|
HIGH |
559-6 |
|
0.618 |
554-7 |
|
0.500 |
553-3 |
|
0.382 |
551-7 |
|
LOW |
547-0 |
|
0.618 |
539-1 |
|
1.000 |
534-2 |
|
1.618 |
526-3 |
|
2.618 |
513-5 |
|
4.250 |
492-6 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
556-6 |
555-4 |
| PP |
555-1 |
552-5 |
| S1 |
553-3 |
549-5 |
|