CME Corn Future December 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
534-0 |
528-0 |
-6-0 |
-1.1% |
551-2 |
High |
536-6 |
541-4 |
4-6 |
0.9% |
554-2 |
Low |
530-4 |
525-6 |
-4-6 |
-0.9% |
529-0 |
Close |
533-0 |
538-4 |
5-4 |
1.0% |
533-0 |
Range |
6-2 |
15-6 |
9-4 |
152.0% |
25-2 |
ATR |
13-0 |
13-2 |
0-2 |
1.5% |
0-0 |
Volume |
85,675 |
69,981 |
-15,694 |
-18.3% |
417,379 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
582-4 |
576-2 |
547-1 |
|
R3 |
566-6 |
560-4 |
542-7 |
|
R2 |
551-0 |
551-0 |
541-3 |
|
R1 |
544-6 |
544-6 |
540-0 |
547-7 |
PP |
535-2 |
535-2 |
535-2 |
536-6 |
S1 |
529-0 |
529-0 |
537-0 |
532-1 |
S2 |
519-4 |
519-4 |
535-5 |
|
S3 |
503-6 |
513-2 |
534-1 |
|
S4 |
488-0 |
497-4 |
529-7 |
|
|
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 |
553-6 |
525-6 |
28-0 |
5.2% |
12-5 |
2.3% |
46% |
False |
True |
81,165 |
10 |
559-6 |
525-6 |
34-0 |
6.3% |
12-4 |
2.3% |
38% |
False |
True |
80,491 |
20 |
573-4 |
512-0 |
61-4 |
11.4% |
12-6 |
2.4% |
43% |
False |
False |
82,956 |
40 |
573-4 |
512-0 |
61-4 |
11.4% |
12-6 |
2.4% |
43% |
False |
False |
75,695 |
60 |
573-6 |
512-0 |
61-6 |
11.5% |
12-4 |
2.3% |
43% |
False |
False |
69,385 |
80 |
573-6 |
512-0 |
61-6 |
11.5% |
11-3 |
2.1% |
43% |
False |
False |
60,094 |
100 |
596-4 |
512-0 |
84-4 |
15.7% |
10-6 |
2.0% |
31% |
False |
False |
52,921 |
120 |
608-6 |
512-0 |
96-6 |
18.0% |
10-4 |
1.9% |
27% |
False |
False |
47,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
608-4 |
2.618 |
582-6 |
1.618 |
567-0 |
1.000 |
557-2 |
0.618 |
551-2 |
HIGH |
541-4 |
0.618 |
535-4 |
0.500 |
533-5 |
0.382 |
531-6 |
LOW |
525-6 |
0.618 |
516-0 |
1.000 |
510-0 |
1.618 |
500-2 |
2.618 |
484-4 |
4.250 |
458-6 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
536-7 |
536-7 |
PP |
535-2 |
535-2 |
S1 |
533-5 |
533-5 |
|