It seems that 31yr old McCammon has chosen to go to Bradford City ahead of the Millers.
Ronnie Moore told BBC Radio Sheffield: "Yesterday everything seemed fine. We had a call late on from the agent saying he'd had a change of mind and he's going to go to Bradford. It's disappointing for us.
"We thought the guy would like to come and take us on to getting into the top three.
"Is it the ground? Is there some other reason why he's not come? It disappoints you because I know they get 11,000 or whatever it is they've got in season ticket holders there.Maybe he's gone for that reason."
The Millers are however understood to be close in sealing a deal for a midfielder in time for the weekend game at Burton.