On the basis of daily closing price data of Dalian corn futures and Chicago corn futures price, this paper carries out the statistical Physics on Sino US corn futures price changes. It takes corn price fluctuation mode as point and change between modes as edge, set up the directed and weighted linkage complex network of the Chinese corn and American corn futures price, studies the linkage of fluctuation law of the Sino US agricultural products futures price. Research shows that the linkage fluctuation trend of Dalian corn and U.S. corn futures prices is the same directed linkage, but the linkage between Sino US corn futures price does not remain change in the same direction; There is a negative correlation between weighted clustering coefficient and point of strength, the linkage fluctuation of price interaction moves in cycles, the average conversion cycle between linkage modes lasts 5--6 days; The mass fluctuation of Sino US corn futures price linkage carries out alternate conversion by betweenness centrality higher modes of low probability, it can serve as a reference to avoid market risks by forecasting the fluctuation states of price linkage.