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MRCI's Futures Highlight - Corn(CBOT)

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MRCI's Futures Highlight - Corn(CBOT)

MRCI hopes this profile of the CBOT Corn futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

The table below offers a statistical analysis of historical daily trading in the CBOT Corn futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market.

MRCI's Nearby Futures Range Detail for Corn(CBOT)
from 1/1976 - 9/2021
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1976 4.42($221) 3.99($199) 3.88($194) 4.17($209) 3.48($174) 3.99($199)
1977 3.46($173) 3.18($159) 2.99($150) 2.84($142) 2.70($135) 3.03($151)
1978 3.47($173) 3.13($157) 3.11($155) 3.05($153) 2.87($143) 3.12($156)
1979 4.41($221) 4.14($207) 4.13($206) 4.26($213) 3.90($195) 4.16($208)
1980 5.32($266) 4.59($229) 4.47($224) 4.72($236) 4.70($235) 4.75($238)
1981 5.87($293) 4.84($242) 4.18($209) 4.51($226) 4.40($220) 4.75($238)
1982 3.31($166) 2.84($142) 2.74($137) 2.95($148) 2.77($139) 2.92($146)
1983 5.35($268) 4.70($235) 5.31($265) 5.33($266) 4.31($215) 4.99($250)
1984 3.69($185) 3.82($191) 3.60($180) 3.39($169) 3.47($173) 3.59($180)
1985 2.40($120) 2.53($126) 2.23($112) 2.33($116) 2.30($115) 2.36($118)
1986 3.33($166) 3.18($159) 3.13($156) 3.22($161) 2.86($143) 3.14($157)
1987 3.85($192) 3.36($168) 3.31($166) 2.98($149) 2.90($145) 3.28($164)
1988 6.05($302) 6.16($308) 5.67($284) 5.72($286) 5.22($261) 5.76($288)
1989 5.09($254) 3.62($181) 3.32($166) 3.49($174) 3.30($165) 3.74($187)
1990 4.07($203) 3.05($153) 3.13($157) 3.68($184) 3.21($161) 3.42($171)
1991 4.06($203) 3.58($179) 3.59($179) 3.17($158) 3.46($173) 3.57($178)
1992 3.71($185) 3.14($157) 3.05($152) 2.77($138) 3.02($151) 3.13($156)
1993 3.36($168) 3.01($151) 3.11($156) 3.27($163) 2.99($149) 3.15($157)
1994 4.03($201) 3.79($189) 3.70($185) 3.71($185) 2.92($146) 3.62($181)
1995 4.54($227) 3.47($173) 3.13($156) 3.25($162) 3.37($168) 3.53($177)
1996 8.56($428) 8.01($400) 7.89($395) 7.31($366) 6.92($346) 7.73($387)
1997 5.77($288) 5.21($260) 4.43($221) 4.92($246) 5.00($250) 5.06($253)
1998 4.54($227) 4.25($213) 4.36($218) 3.84($192) 4.26($213) 4.25($212)
1999 4.08($204) 4.00($200) 3.68($184) 3.67($184) 3.32($166) 3.75($187)
2000 4.35($218) 3.64($182) 3.55($177) 3.67($183) 3.44($172) 3.72($186)
2001 3.73($187) 3.39($170) 3.35($167) 3.75($188) 3.86($193) 3.62($181)
2002 5.32($266) 4.05($203) 4.09($205) 4.19($210) 3.82($191) 4.28($214)
2003 4.34($217) 4.08($204) 4.02($201) 4.17($209) 3.86($193) 4.09($205)
2004 5.93($297) 5.53($276) 5.55($277) 5.87($293) 5.07($253) 5.59($279)
2005 5.07($253) 4.35($217) 4.24($212) 4.25($213) 4.09($205) 4.39($219)
2006 7.30($365) 6.06($303) 6.84($342) 6.95($347) 6.50($325) 6.72($336)
2007 11.58($579) 11.56($578) 11.12($556) 11.83($592) 11.29($565) 11.48($574)
2008 23.28($1164) 20.63($1031) 19.33($966) 19.50($975) 19.81($990) 20.47($1024)
2009 14.57($728) 13.30($665) 12.40($620) 12.31($615) 12.08($604) 12.92($646)
2010 11.73($587) 12.02($601) 12.52($626) 11.15($557) 12.47($623) 11.98($599)
2011 18.78($939) 20.20($1010) 21.13($1057) 22.26($1113) 20.99($1049) 20.71($1036)
2012 17.97($898) 15.71($786) 17.58($879) 17.58($879) 18.06($903) 17.37($869)
2013 14.27($714) 11.72($586) 11.24($562) 11.89($595) 11.26($563) 12.05($602)
2014 9.98($499) 8.66($433) 8.13($406) 8.56($428) 9.06($453) 8.86($443)
2015 8.29($415) 8.51($425) 8.18($409) 7.11($356) 7.87($394) 7.99($400)
2016 7.70($385) 8.21($411) 6.79($340) 7.98($399) 7.31($365) 7.59($380)
2017 5.97($299) 6.20($310) 5.74($287) 6.17($309) 5.48($274) 5.91($296)
2018 5.81($290) 5.54($277) 5.14($257) 6.44($322) 5.75($288) 5.74($287)
2019 7.66($383) 7.53($377) 7.17($358) 7.88($394) 7.97($398) 7.64($382)
2020 7.38($369) 7.65($382) 7.17($358) 7.58($379) 6.62($331) 7.29($364)
2021 18.80($940) 19.41($971) 18.33($916) 18.82($941) 17.51($875) 18.57($929)

What other characteristics do CBOT Corn futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract.

MRCI's Nearby Futures Summary for Corn(CBOT)
from 1/1976 - 9/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 7.03($352) 6.56($328) 6.38($319) 6.52($326) 6.30($315) 6.55($328)
Closed Up 1026(47%) 1089(46%) 1130(48%) 1083(47%) 1063(47%) 5391(47%)
Closed Dn 1087(50%) 1158(49%) 1129(48%) 1141(49%) 1130(49%) 5645(49%)
Closed Uchg 53(2%) 97(4%) 95(4%) 86(4%) 93(4%) 424(4%)
Gapped up 232(11%) 287(12%) 219(9%) 220(10%) 203(9%) 1161(10%)
Un-filled Gaps Up 114(49%) 91(32%) 74(34%) 70(32%) 75(37%) 424(37%)
Gapped Down 423(20%) 223(10%) 236(10%) 240(10%) 227(10%) 1349(12%)
Un-filled Gaps Down 194(46%) 86(39%) 67(28%) 84(35%) 71(31%) 502(37%)

Daily Percent Change Summary for Corn(CBOT)

UNCH
>0%-
<1%
+1%-
<2%
+2%-
<3%
+3%-
<4%
+4%-
<5%
+5%-
<6%
+6%-
<7%
+7%-
<8%
+8%-
<9%
+9%-
<10%
+10%-
<20%

>+20%
424 3184 1462 449 178 72 25 15 4 1 1 0 0
<0%-
>-1%
-1%-
>-2%
-2%-
>-3%
-3%-
>-4%
-4%-
>-5%
-5%-
>-6%
-6%-
>-7%
-7%-
>-8%
-8%-
>-9%
-9%-
>-10%
-10%-
>-20%

<-20%
3363 1518 471 180 68 27 12 5 1 0 0 0

The table below represents yearly low, high, last yield in the cash market for the CBOT Corn futures contracts. Quotes are from daily cash market price activity.

Corn: No 2 yellow Cent-Ill - Jun 4, 2021
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2020 04/28/2020 287.00 12/31/2020 479.00 12/31/2020 479.00 352.06
2019 04/24/2019 326.50 07/12/2019 457.50 12/31/2019 380.00 370.34
2018 09/18/2018 291.50 05/03/2018 378.50 12/31/2018 346.00 338.42
2017 09/18/2017 306.00 07/10/2017 369.00 12/29/2017 323.00 334.51
2016 08/31/2016 288.00 06/17/2016 418.50 12/30/2016 337.00 343.89
2015 08/12/2015 336.00 07/13/2015 415.00 12/31/2015 350.00 361.62
2014 10/01/2014 279.00 04/29/2014 498.50 12/31/2014 372.00 397.30
2013 11/18/2013 398.50 03/20/2013 751.50 12/31/2013 405.50 596.18
2012 06/01/2012 579.50 08/21/2012 849.00 12/31/2012 694.50 699.49
2011 01/07/2011 571.50 06/10/2011 781.00 12/30/2011 646.50 670.62
2010 06/29/2010 302.50 12/29/2010 598.50 12/31/2010 590.50 404.09
2009 09/09/2009 269.50 06/04/2009 430.00 12/31/2009 376.00 354.77
2008 12/05/2008 272.00 06/27/2008 711.00 12/31/2008 378.50 489.46
2007 07/23/2007 282.00 12/27/2007 426.50 12/31/2007 425.50 350.49
2006 01/24/2006 189.00 11/28/2006 368.00 12/29/2006 365.00 240.85
2005 10/18/2005 163.50 07/18/2005 239.50 12/30/2005 200.00 189.93
2004 11/04/2004 169.50 04/08/2004 314.50 12/30/2004 188.50 238.23
2003 10/01/2003 200.00 05/15/2003 250.50 12/31/2003 235.50 226.84
2002 04/29/2002 184.00 09/11/2002 278.50 12/31/2002 229.50 217.24
2001 06/25/2001 169.00 01/03/2001
01/04/2001
209.50 12/31/2001 192.63 190.12
2000 08/11/2000 145.00 05/03/2000
05/04/2000
222.50 12/29/2000 210.50 187.47
1999 07/19/1999 152.00 03/30/1999 218.00 12/30/1999 188.00 191.20
1998 08/31/1998 166.25 03/12/1998 268.50 12/31/1998 199.50 222.23
1997 07/07/1997 229.00 04/01/1997 299.50 12/31/1997 254.00 266.47
1996 11/05/1996 251.00 07/11/1996 525.00 12/31/1996 255.00 381.84
1995 01/03/1995 216.50 12/29/1995 356.00 12/29/1995 356.00 270.27
1994 10/25/1994 184.50 01/14/1994 295.00 12/30/1994 219.00 239.41
1993 02/04/1993 200.50 12/30/1993 290.50 12/30/1993 290.50 227.09
1992 10/27/1992
10/28/1992
186.50 03/09/1992 270.00 12/31/1992 203.00 232.05
1991 06/28/1991
07/09/1991
220.50 08/02/1991 255.00 12/31/1991 241.50 239.90
1990 10/01/1990 210.50 06/29/1990 285.00 12/31/1990 223.50 244.49
1989 09/27/1989 215.50 07/05/1989 274.00 12/29/1989 229.00 245.64
1988 01/04/1988 174.50 06/27/1988 323.00 12/30/1988 267.00 236.34
1987 02/13/1987 130.00 06/16/1987 185.50 12/31/1987 174.00 159.00
1986 10/16/1986 122.00 06/06/1986 249.50 12/31/1986 142.00 193.62
1985 10/18/1985
10/24/1985
10/25/1985
205.00 04/24/1985 274.50 12/31/1985 238.50 251.11
1984 12/13/1984 250.50 04/04/1984 354.00 12/31/1984 259.50 310.67
1983 01/04/1983 226.00 08/15/1983 377.00 12/30/1983 329.00 312.31
1982 10/25/1982 186.00 03/22/1982
03/24/1982
271.25 12/30/1982 229.00 241.71

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