CME Corn Future December 2013
Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
546-4 |
544-4 |
-2-0 |
-0.4% |
528-0 |
High |
551-0 |
550-0 |
-1-0 |
-0.2% |
571-0 |
Low |
541-4 |
542-0 |
0-4 |
0.1% |
525-6 |
Close |
544-4 |
544-0 |
-0-4 |
-0.1% |
556-2 |
Range |
9-4 |
8-0 |
-1-4 |
-15.8% |
45-2 |
ATR |
13-7 |
13-3 |
-0-3 |
-3.0% |
0-0 |
Volume |
89,909 |
76,218 |
-13,691 |
-15.2% |
578,299 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
569-3 |
564-5 |
548-3 |
|
R3 |
561-3 |
556-5 |
546-2 |
|
R2 |
553-3 |
553-3 |
545-4 |
|
R1 |
548-5 |
548-5 |
544-6 |
547-0 |
PP |
545-3 |
545-3 |
545-3 |
544-4 |
S1 |
540-5 |
540-5 |
543-2 |
539-0 |
S2 |
537-3 |
537-3 |
542-4 |
|
S3 |
529-3 |
532-5 |
541-6 |
|
S4 |
521-3 |
524-5 |
539-5 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686-6 |
666-6 |
581-1 |
|
R3 |
641-4 |
621-4 |
568-6 |
|
R2 |
596-2 |
596-2 |
564-4 |
|
R1 |
576-2 |
576-2 |
560-3 |
586-2 |
PP |
551-0 |
551-0 |
551-0 |
556-0 |
S1 |
531-0 |
531-0 |
552-1 |
541-0 |
S2 |
505-6 |
505-6 |
548-0 |
|
S3 |
460-4 |
485-6 |
543-6 |
|
S4 |
415-2 |
440-4 |
531-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
568-4 |
541-4 |
27-0 |
5.0% |
10-3 |
1.9% |
9% |
False |
False |
107,582 |
10 |
571-0 |
525-6 |
45-2 |
8.3% |
12-2 |
2.3% |
40% |
False |
False |
102,610 |
20 |
573-4 |
525-6 |
47-6 |
8.8% |
13-1 |
2.4% |
38% |
False |
False |
94,400 |
40 |
573-4 |
512-0 |
61-4 |
11.3% |
12-4 |
2.3% |
52% |
False |
False |
84,012 |
60 |
573-4 |
512-0 |
61-4 |
11.3% |
12-4 |
2.3% |
52% |
False |
False |
73,905 |
80 |
573-6 |
512-0 |
61-6 |
11.4% |
11-6 |
2.2% |
52% |
False |
False |
67,163 |
100 |
596-4 |
512-0 |
84-4 |
15.5% |
11-2 |
2.1% |
38% |
False |
False |
59,258 |
120 |
596-4 |
512-0 |
84-4 |
15.5% |
10-6 |
2.0% |
38% |
False |
False |
53,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
584-0 |
2.618 |
571-0 |
1.618 |
563-0 |
1.000 |
558-0 |
0.618 |
555-0 |
HIGH |
550-0 |
0.618 |
547-0 |
0.500 |
546-0 |
0.382 |
545-0 |
LOW |
542-0 |
0.618 |
537-0 |
1.000 |
534-0 |
1.618 |
529-0 |
2.618 |
521-0 |
4.250 |
508-0 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
546-0 |
546-2 |
PP |
545-3 |
545-4 |
S1 |
544-5 |
544-6 |
|