CME British Pound Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Sep-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Aug-2008 | 
                    02-Sep-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.8150 | 
                        1.8039 | 
                        -0.0111 | 
                        -0.6% | 
                        1.8382 | 
                     
                    
                        | High | 
                        1.8204 | 
                        1.8039 | 
                        -0.0165 | 
                        -0.9% | 
                        1.8442 | 
                     
                    
                        | Low | 
                        1.8038 | 
                        1.7655 | 
                        -0.0383 | 
                        -2.1% | 
                        1.8038 | 
                     
                    
                        | Close | 
                        1.8039 | 
                        1.7693 | 
                        -0.0346 | 
                        -1.9% | 
                        1.8039 | 
                     
                    
                        | Range | 
                        0.0166 | 
                        0.0384 | 
                        0.0218 | 
                        131.3% | 
                        0.0404 | 
                     
                    
                        | ATR | 
                        0.0155 | 
                        0.0171 | 
                        0.0016 | 
                        10.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1,575 | 
                        1,366 | 
                        -209 | 
                        -13.3% | 
                        3,406 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Sep-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.8948 | 
                1.8704 | 
                1.7904 | 
                 | 
             
            
                | R3 | 
                1.8564 | 
                1.8320 | 
                1.7799 | 
                 | 
             
            
                | R2 | 
                1.8180 | 
                1.8180 | 
                1.7763 | 
                 | 
             
            
                | R1 | 
                1.7936 | 
                1.7936 | 
                1.7728 | 
                1.7866 | 
             
            
                | PP | 
                1.7796 | 
                1.7796 | 
                1.7796 | 
                1.7761 | 
             
            
                | S1 | 
                1.7552 | 
                1.7552 | 
                1.7658 | 
                1.7482 | 
             
            
                | S2 | 
                1.7412 | 
                1.7412 | 
                1.7623 | 
                 | 
             
            
                | S3 | 
                1.7028 | 
                1.7168 | 
                1.7587 | 
                 | 
             
            
                | S4 | 
                1.6644 | 
                1.6784 | 
                1.7482 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.9385 | 
                1.9116 | 
                1.8261 | 
                 | 
             
            
                | R3 | 
                1.8981 | 
                1.8712 | 
                1.8150 | 
                 | 
             
            
                | R2 | 
                1.8577 | 
                1.8577 | 
                1.8113 | 
                 | 
             
            
                | R1 | 
                1.8308 | 
                1.8308 | 
                1.8076 | 
                1.8241 | 
             
            
                | PP | 
                1.8173 | 
                1.8173 | 
                1.8173 | 
                1.8139 | 
             
            
                | S1 | 
                1.7904 | 
                1.7904 | 
                1.8002 | 
                1.7837 | 
             
            
                | S2 | 
                1.7769 | 
                1.7769 | 
                1.7965 | 
                 | 
             
            
                | S3 | 
                1.7365 | 
                1.7500 | 
                1.7928 | 
                 | 
             
            
                | S4 | 
                1.6961 | 
                1.7096 | 
                1.7817 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.8372 | 
                1.7655 | 
                0.0717 | 
                4.1% | 
                0.0215 | 
                1.2% | 
                5% | 
                False | 
                True | 
                810 | 
                 
                
                | 10 | 
                1.8636 | 
                1.7655 | 
                0.0981 | 
                5.5% | 
                0.0192 | 
                1.1% | 
                4% | 
                False | 
                True | 
                629 | 
                 
                
                | 20 | 
                1.9443 | 
                1.7655 | 
                0.1788 | 
                10.1% | 
                0.0176 | 
                1.0% | 
                2% | 
                False | 
                True | 
                393 | 
                 
                
                | 40 | 
                1.9923 | 
                1.7655 | 
                0.2268 | 
                12.8% | 
                0.0132 | 
                0.7% | 
                2% | 
                False | 
                True | 
                213 | 
                 
                
                | 60 | 
                1.9923 | 
                1.7655 | 
                0.2268 | 
                12.8% | 
                0.0109 | 
                0.6% | 
                2% | 
                False | 
                True | 
                162 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.9671 | 
         
        
            | 
2.618             | 
            1.9044 | 
         
        
            | 
1.618             | 
            1.8660 | 
         
        
            | 
1.000             | 
            1.8423 | 
         
        
            | 
0.618             | 
            1.8276 | 
         
        
            | 
HIGH             | 
            1.8039 | 
         
        
            | 
0.618             | 
            1.7892 | 
         
        
            | 
0.500             | 
            1.7847 | 
         
        
            | 
0.382             | 
            1.7802 | 
         
        
            | 
LOW             | 
            1.7655 | 
         
        
            | 
0.618             | 
            1.7418 | 
         
        
            | 
1.000             | 
            1.7271 | 
         
        
            | 
1.618             | 
            1.7034 | 
         
        
            | 
2.618             | 
            1.6650 | 
         
        
            | 
4.250             | 
            1.6023 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Sep-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.7847 | 
                                1.7956 | 
                             
                            
                                | PP | 
                                1.7796 | 
                                1.7868 | 
                             
                            
                                | S1 | 
                                1.7744 | 
                                1.7781 | 
                             
             
         |