CME Corn Future December 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
546-0 |
550-2 |
4-2 |
0.8% |
565-0 |
High |
553-6 |
551-2 |
-2-4 |
-0.5% |
573-4 |
Low |
541-6 |
532-2 |
-9-4 |
-1.8% |
539-4 |
Close |
550-6 |
537-4 |
-13-2 |
-2.4% |
558-4 |
Range |
12-0 |
19-0 |
7-0 |
58.3% |
34-0 |
ATR |
13-4 |
13-7 |
0-3 |
2.9% |
0-0 |
Volume |
76,063 |
70,619 |
-5,444 |
-7.2% |
415,934 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
597-3 |
586-3 |
548-0 |
|
R3 |
578-3 |
567-3 |
542-6 |
|
R2 |
559-3 |
559-3 |
541-0 |
|
R1 |
548-3 |
548-3 |
539-2 |
544-3 |
PP |
540-3 |
540-3 |
540-3 |
538-2 |
S1 |
529-3 |
529-3 |
535-6 |
525-3 |
S2 |
521-3 |
521-3 |
534-0 |
|
S3 |
502-3 |
510-3 |
532-2 |
|
S4 |
483-3 |
491-3 |
527-0 |
|
|
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 |
532-2 |
27-4 |
5.1% |
13-5 |
2.5% |
19% |
False |
True |
73,904 |
10 |
573-4 |
532-2 |
41-2 |
7.7% |
14-0 |
2.6% |
13% |
False |
True |
86,190 |
20 |
573-4 |
512-0 |
61-4 |
11.4% |
12-5 |
2.3% |
41% |
False |
False |
78,507 |
40 |
573-4 |
512-0 |
61-4 |
11.4% |
12-7 |
2.4% |
41% |
False |
False |
72,811 |
60 |
573-6 |
512-0 |
61-6 |
11.5% |
12-2 |
2.3% |
41% |
False |
False |
66,695 |
80 |
573-6 |
512-0 |
61-6 |
11.5% |
11-2 |
2.1% |
41% |
False |
False |
57,644 |
100 |
596-4 |
512-0 |
84-4 |
15.7% |
10-5 |
2.0% |
30% |
False |
False |
50,761 |
120 |
626-2 |
512-0 |
114-2 |
21.3% |
10-4 |
2.0% |
22% |
False |
False |
45,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
632-0 |
2.618 |
601-0 |
1.618 |
582-0 |
1.000 |
570-2 |
0.618 |
563-0 |
HIGH |
551-2 |
0.618 |
544-0 |
0.500 |
541-6 |
0.382 |
539-4 |
LOW |
532-2 |
0.618 |
520-4 |
1.000 |
513-2 |
1.618 |
501-4 |
2.618 |
482-4 |
4.250 |
451-4 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
541-6 |
543-2 |
PP |
540-3 |
541-3 |
S1 |
538-7 |
539-3 |
|