CME Corn Future December 2013
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
547-0 |
551-2 |
4-2 |
0.8% |
565-0 |
High |
559-6 |
554-2 |
-5-4 |
-1.0% |
573-4 |
Low |
547-0 |
540-2 |
-6-6 |
-1.2% |
539-4 |
Close |
558-4 |
546-0 |
-12-4 |
-2.2% |
558-4 |
Range |
12-6 |
14-0 |
1-2 |
9.8% |
34-0 |
ATR |
13-2 |
13-5 |
0-3 |
2.7% |
0-0 |
Volume |
53,866 |
81,534 |
27,668 |
51.4% |
415,934 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
588-7 |
581-3 |
553-6 |
|
R3 |
574-7 |
567-3 |
549-7 |
|
R2 |
560-7 |
560-7 |
548-5 |
|
R1 |
553-3 |
553-3 |
547-2 |
550-1 |
PP |
546-7 |
546-7 |
546-7 |
545-2 |
S1 |
539-3 |
539-3 |
544-6 |
536-1 |
S2 |
532-7 |
532-7 |
543-3 |
|
S3 |
518-7 |
525-3 |
542-1 |
|
S4 |
504-7 |
511-3 |
538-2 |
|
|
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 |
2.3% |
32% |
False |
False |
79,817 |
10 |
573-4 |
539-4 |
34-0 |
6.2% |
14-0 |
2.6% |
19% |
False |
False |
86,377 |
20 |
573-4 |
512-0 |
61-4 |
11.3% |
12-2 |
2.2% |
55% |
False |
False |
80,891 |
40 |
573-4 |
512-0 |
61-4 |
11.3% |
12-7 |
2.4% |
55% |
False |
False |
71,333 |
60 |
573-6 |
512-0 |
61-6 |
11.3% |
12-0 |
2.2% |
55% |
False |
False |
65,239 |
80 |
573-6 |
512-0 |
61-6 |
11.3% |
11-1 |
2.0% |
55% |
False |
False |
56,563 |
100 |
596-4 |
512-0 |
84-4 |
15.5% |
10-4 |
1.9% |
40% |
False |
False |
49,784 |
120 |
632-6 |
512-0 |
120-6 |
22.1% |
10-3 |
1.9% |
28% |
False |
False |
44,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
613-6 |
2.618 |
590-7 |
1.618 |
576-7 |
1.000 |
568-2 |
0.618 |
562-7 |
HIGH |
554-2 |
0.618 |
548-7 |
0.500 |
547-2 |
0.382 |
545-5 |
LOW |
540-2 |
0.618 |
531-5 |
1.000 |
526-2 |
1.618 |
517-5 |
2.618 |
503-5 |
4.250 |
480-6 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
547-2 |
549-5 |
PP |
546-7 |
548-3 |
S1 |
546-3 |
547-2 |
|