CME British Pound Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jul-2008 | 
                    15-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.9672 | 
                        1.9823 | 
                        0.0151 | 
                        0.8% | 
                        1.9492 | 
                     
                    
                        | High | 
                        1.9708 | 
                        1.9923 | 
                        0.0215 | 
                        1.1% | 
                        1.9714 | 
                     
                    
                        | Low | 
                        1.9611 | 
                        1.9786 | 
                        0.0175 | 
                        0.9% | 
                        1.9432 | 
                     
                    
                        | Close | 
                        1.9721 | 
                        1.9792 | 
                        0.0071 | 
                        0.4% | 
                        1.9633 | 
                     
                    
                        | Range | 
                        0.0097 | 
                        0.0137 | 
                        0.0040 | 
                        41.2% | 
                        0.0282 | 
                     
                    
                        | ATR | 
                        0.0103 | 
                        0.0110 | 
                        0.0007 | 
                        6.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        25 | 
                        10 | 
                        -15 | 
                        -60.0% | 
                        102 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2.0245 | 
                2.0155 | 
                1.9867 | 
                 | 
             
            
                | R3 | 
                2.0108 | 
                2.0018 | 
                1.9830 | 
                 | 
             
            
                | R2 | 
                1.9971 | 
                1.9971 | 
                1.9817 | 
                 | 
             
            
                | R1 | 
                1.9881 | 
                1.9881 | 
                1.9805 | 
                1.9858 | 
             
            
                | PP | 
                1.9834 | 
                1.9834 | 
                1.9834 | 
                1.9822 | 
             
            
                | S1 | 
                1.9744 | 
                1.9744 | 
                1.9779 | 
                1.9721 | 
             
            
                | S2 | 
                1.9697 | 
                1.9697 | 
                1.9767 | 
                 | 
             
            
                | S3 | 
                1.9560 | 
                1.9607 | 
                1.9754 | 
                 | 
             
            
                | S4 | 
                1.9423 | 
                1.9470 | 
                1.9717 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2.0439 | 
                2.0318 | 
                1.9788 | 
                 | 
             
            
                | R3 | 
                2.0157 | 
                2.0036 | 
                1.9711 | 
                 | 
             
            
                | R2 | 
                1.9875 | 
                1.9875 | 
                1.9685 | 
                 | 
             
            
                | R1 | 
                1.9754 | 
                1.9754 | 
                1.9659 | 
                1.9815 | 
             
            
                | PP | 
                1.9593 | 
                1.9593 | 
                1.9593 | 
                1.9623 | 
             
            
                | S1 | 
                1.9472 | 
                1.9472 | 
                1.9607 | 
                1.9533 | 
             
            
                | S2 | 
                1.9311 | 
                1.9311 | 
                1.9581 | 
                 | 
             
            
                | S3 | 
                1.9029 | 
                1.9190 | 
                1.9555 | 
                 | 
             
            
                | S4 | 
                1.8747 | 
                1.8908 | 
                1.9478 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            2.0505 | 
         
        
            | 
2.618             | 
            2.0282 | 
         
        
            | 
1.618             | 
            2.0145 | 
         
        
            | 
1.000             | 
            2.0060 | 
         
        
            | 
0.618             | 
            2.0008 | 
         
        
            | 
HIGH             | 
            1.9923 | 
         
        
            | 
0.618             | 
            1.9871 | 
         
        
            | 
0.500             | 
            1.9855 | 
         
        
            | 
0.382             | 
            1.9838 | 
         
        
            | 
LOW             | 
            1.9786 | 
         
        
            | 
0.618             | 
            1.9701 | 
         
        
            | 
1.000             | 
            1.9649 | 
         
        
            | 
1.618             | 
            1.9564 | 
         
        
            | 
2.618             | 
            1.9427 | 
         
        
            | 
4.250             | 
            1.9204 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.9855 | 
                                1.9773 | 
                             
                            
                                | PP | 
                                1.9834 | 
                                1.9754 | 
                             
                            
                                | S1 | 
                                1.9813 | 
                                1.9735 | 
                             
             
         |