CME British Pound Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Nov-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Nov-2008 | 
                    13-Nov-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5346 | 
                        1.4847 | 
                        -0.0499 | 
                        -3.3% | 
                        1.6032 | 
                     
                    
                        | High | 
                        1.5461 | 
                        1.4982 | 
                        -0.0479 | 
                        -3.1% | 
                        1.6363 | 
                     
                    
                        | Low | 
                        1.4870 | 
                        1.4551 | 
                        -0.0319 | 
                        -2.1% | 
                        1.5511 | 
                     
                    
                        | Close | 
                        1.4946 | 
                        1.4672 | 
                        -0.0274 | 
                        -1.8% | 
                        1.5669 | 
                     
                    
                        | Range | 
                        0.0591 | 
                        0.0431 | 
                        -0.0160 | 
                        -27.1% | 
                        0.0852 | 
                     
                    
                        | ATR | 
                        0.0456 | 
                        0.0454 | 
                        -0.0002 | 
                        -0.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        40,668 | 
                        83,198 | 
                        42,530 | 
                        104.6% | 
                        359,990 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6028 | 
                1.5781 | 
                1.4909 | 
                 | 
             
            
                | R3 | 
                1.5597 | 
                1.5350 | 
                1.4791 | 
                 | 
             
            
                | R2 | 
                1.5166 | 
                1.5166 | 
                1.4751 | 
                 | 
             
            
                | R1 | 
                1.4919 | 
                1.4919 | 
                1.4712 | 
                1.4827 | 
             
            
                | PP | 
                1.4735 | 
                1.4735 | 
                1.4735 | 
                1.4689 | 
             
            
                | S1 | 
                1.4488 | 
                1.4488 | 
                1.4632 | 
                1.4396 | 
             
            
                | S2 | 
                1.4304 | 
                1.4304 | 
                1.4593 | 
                 | 
             
            
                | S3 | 
                1.3873 | 
                1.4057 | 
                1.4553 | 
                 | 
             
            
                | S4 | 
                1.3442 | 
                1.3626 | 
                1.4435 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.8404 | 
                1.7888 | 
                1.6138 | 
                 | 
             
            
                | R3 | 
                1.7552 | 
                1.7036 | 
                1.5903 | 
                 | 
             
            
                | R2 | 
                1.6700 | 
                1.6700 | 
                1.5825 | 
                 | 
             
            
                | R1 | 
                1.6184 | 
                1.6184 | 
                1.5747 | 
                1.6016 | 
             
            
                | PP | 
                1.5848 | 
                1.5848 | 
                1.5848 | 
                1.5764 | 
             
            
                | S1 | 
                1.5332 | 
                1.5332 | 
                1.5591 | 
                1.5164 | 
             
            
                | S2 | 
                1.4996 | 
                1.4996 | 
                1.5513 | 
                 | 
             
            
                | S3 | 
                1.4144 | 
                1.4480 | 
                1.5435 | 
                 | 
             
            
                | S4 | 
                1.3292 | 
                1.3628 | 
                1.5200 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.5860 | 
                1.4551 | 
                0.1309 | 
                8.9% | 
                0.0403 | 
                2.7% | 
                9% | 
                False | 
                True | 
                60,737 | 
                 
                
                | 10 | 
                1.6464 | 
                1.4551 | 
                0.1913 | 
                13.0% | 
                0.0457 | 
                3.1% | 
                6% | 
                False | 
                True | 
                66,297 | 
                 
                
                | 20 | 
                1.7472 | 
                1.4551 | 
                0.2921 | 
                19.9% | 
                0.0494 | 
                3.4% | 
                4% | 
                False | 
                True | 
                67,229 | 
                 
                
                | 40 | 
                1.8624 | 
                1.4551 | 
                0.4073 | 
                27.8% | 
                0.0413 | 
                2.8% | 
                3% | 
                False | 
                True | 
                66,827 | 
                 
                
                | 60 | 
                1.8636 | 
                1.4551 | 
                0.4085 | 
                27.8% | 
                0.0359 | 
                2.4% | 
                3% | 
                False | 
                True | 
                53,606 | 
                 
                
                | 80 | 
                1.9756 | 
                1.4551 | 
                0.5205 | 
                35.5% | 
                0.0302 | 
                2.1% | 
                2% | 
                False | 
                True | 
                40,240 | 
                 
                
                | 100 | 
                1.9923 | 
                1.4551 | 
                0.5372 | 
                36.6% | 
                0.0257 | 
                1.8% | 
                2% | 
                False | 
                True | 
                32,199 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6814 | 
         
        
            | 
2.618             | 
            1.6110 | 
         
        
            | 
1.618             | 
            1.5679 | 
         
        
            | 
1.000             | 
            1.5413 | 
         
        
            | 
0.618             | 
            1.5248 | 
         
        
            | 
HIGH             | 
            1.4982 | 
         
        
            | 
0.618             | 
            1.4817 | 
         
        
            | 
0.500             | 
            1.4767 | 
         
        
            | 
0.382             | 
            1.4716 | 
         
        
            | 
LOW             | 
            1.4551 | 
         
        
            | 
0.618             | 
            1.4285 | 
         
        
            | 
1.000             | 
            1.4120 | 
         
        
            | 
1.618             | 
            1.3854 | 
         
        
            | 
2.618             | 
            1.3423 | 
         
        
            | 
4.250             | 
            1.2719 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Nov-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4767 | 
                                1.5113 | 
                             
                            
                                | PP | 
                                1.4735 | 
                                1.4966 | 
                             
                            
                                | S1 | 
                                1.4704 | 
                                1.4819 | 
                             
             
         |