CME Corn Future December 2013
Trading Metrics calculated at close of trading on 14-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
538-2 |
534-0 |
-4-2 |
-0.8% |
551-2 |
High |
539-0 |
536-6 |
-2-2 |
-0.4% |
554-2 |
Low |
529-0 |
530-4 |
1-4 |
0.3% |
529-0 |
Close |
535-2 |
533-0 |
-2-2 |
-0.4% |
533-0 |
Range |
10-0 |
6-2 |
-3-6 |
-37.5% |
25-2 |
ATR |
13-5 |
13-0 |
-0-4 |
-3.9% |
0-0 |
Volume |
103,488 |
85,675 |
-17,813 |
-17.2% |
417,379 |
|
Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
552-1 |
548-7 |
536-4 |
|
R3 |
545-7 |
542-5 |
534-6 |
|
R2 |
539-5 |
539-5 |
534-1 |
|
R1 |
536-3 |
536-3 |
533-5 |
534-7 |
PP |
533-3 |
533-3 |
533-3 |
532-6 |
S1 |
530-1 |
530-1 |
532-3 |
528-5 |
S2 |
527-1 |
527-1 |
531-7 |
|
S3 |
520-7 |
523-7 |
531-2 |
|
S4 |
514-5 |
517-5 |
529-4 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
614-4 |
599-0 |
546-7 |
|
R3 |
589-2 |
573-6 |
540-0 |
|
R2 |
564-0 |
564-0 |
537-5 |
|
R1 |
548-4 |
548-4 |
535-3 |
543-5 |
PP |
538-6 |
538-6 |
538-6 |
536-2 |
S1 |
523-2 |
523-2 |
530-5 |
518-3 |
S2 |
513-4 |
513-4 |
528-3 |
|
S3 |
488-2 |
498-0 |
526-0 |
|
S4 |
463-0 |
472-6 |
519-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
554-2 |
529-0 |
25-2 |
4.7% |
12-2 |
2.3% |
16% |
False |
False |
83,475 |
10 |
573-4 |
529-0 |
44-4 |
8.3% |
13-0 |
2.4% |
9% |
False |
False |
83,331 |
20 |
573-4 |
512-0 |
61-4 |
11.5% |
12-4 |
2.3% |
34% |
False |
False |
82,395 |
40 |
573-4 |
512-0 |
61-4 |
11.5% |
12-5 |
2.4% |
34% |
False |
False |
75,277 |
60 |
573-6 |
512-0 |
61-6 |
11.6% |
12-2 |
2.3% |
34% |
False |
False |
68,914 |
80 |
573-6 |
512-0 |
61-6 |
11.6% |
11-2 |
2.1% |
34% |
False |
False |
59,466 |
100 |
596-4 |
512-0 |
84-4 |
15.9% |
10-5 |
2.0% |
25% |
False |
False |
52,343 |
120 |
608-6 |
512-0 |
96-6 |
18.2% |
10-3 |
1.9% |
22% |
False |
False |
46,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
563-2 |
2.618 |
553-1 |
1.618 |
546-7 |
1.000 |
543-0 |
0.618 |
540-5 |
HIGH |
536-6 |
0.618 |
534-3 |
0.500 |
533-5 |
0.382 |
532-7 |
LOW |
530-4 |
0.618 |
526-5 |
1.000 |
524-2 |
1.618 |
520-3 |
2.618 |
514-1 |
4.250 |
504-0 |
|
|
Fisher Pivots for day following 14-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
533-5 |
540-1 |
PP |
533-3 |
537-6 |
S1 |
533-2 |
535-3 |
|