CME British Pound Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Dec-2008 | 
                    05-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.4781 | 
                        1.4680 | 
                        -0.0101 | 
                        -0.7% | 
                        1.5371 | 
                     
                    
                        | High | 
                        1.4814 | 
                        1.4775 | 
                        -0.0039 | 
                        -0.3% | 
                        1.5399 | 
                     
                    
                        | Low | 
                        1.4468 | 
                        1.4518 | 
                        0.0050 | 
                        0.3% | 
                        1.4468 | 
                     
                    
                        | Close | 
                        1.4746 | 
                        1.4705 | 
                        -0.0041 | 
                        -0.3% | 
                        1.4705 | 
                     
                    
                        | Range | 
                        0.0346 | 
                        0.0257 | 
                        -0.0089 | 
                        -25.7% | 
                        0.0931 | 
                     
                    
                        | ATR | 
                        0.0390 | 
                        0.0381 | 
                        -0.0010 | 
                        -2.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        47,387 | 
                        70,352 | 
                        22,965 | 
                        48.5% | 
                        293,694 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5437 | 
                1.5328 | 
                1.4846 | 
                 | 
             
            
                | R3 | 
                1.5180 | 
                1.5071 | 
                1.4776 | 
                 | 
             
            
                | R2 | 
                1.4923 | 
                1.4923 | 
                1.4752 | 
                 | 
             
            
                | R1 | 
                1.4814 | 
                1.4814 | 
                1.4729 | 
                1.4869 | 
             
            
                | PP | 
                1.4666 | 
                1.4666 | 
                1.4666 | 
                1.4693 | 
             
            
                | S1 | 
                1.4557 | 
                1.4557 | 
                1.4681 | 
                1.4612 | 
             
            
                | S2 | 
                1.4409 | 
                1.4409 | 
                1.4658 | 
                 | 
             
            
                | S3 | 
                1.4152 | 
                1.4300 | 
                1.4634 | 
                 | 
             
            
                | S4 | 
                1.3895 | 
                1.4043 | 
                1.4564 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.7650 | 
                1.7109 | 
                1.5217 | 
                 | 
             
            
                | R3 | 
                1.6719 | 
                1.6178 | 
                1.4961 | 
                 | 
             
            
                | R2 | 
                1.5788 | 
                1.5788 | 
                1.4876 | 
                 | 
             
            
                | R1 | 
                1.5247 | 
                1.5247 | 
                1.4790 | 
                1.5052 | 
             
            
                | PP | 
                1.4857 | 
                1.4857 | 
                1.4857 | 
                1.4760 | 
             
            
                | S1 | 
                1.4316 | 
                1.4316 | 
                1.4620 | 
                1.4121 | 
             
            
                | S2 | 
                1.3926 | 
                1.3926 | 
                1.4534 | 
                 | 
             
            
                | S3 | 
                1.2995 | 
                1.3385 | 
                1.4449 | 
                 | 
             
            
                | S4 | 
                1.2064 | 
                1.2454 | 
                1.4193 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.5399 | 
                1.4468 | 
                0.0931 | 
                6.3% | 
                0.0352 | 
                2.4% | 
                25% | 
                False | 
                False | 
                58,738 | 
                 
                
                | 10 | 
                1.5530 | 
                1.4468 | 
                0.1062 | 
                7.2% | 
                0.0355 | 
                2.4% | 
                22% | 
                False | 
                False | 
                63,055 | 
                 
                
                | 20 | 
                1.5860 | 
                1.4468 | 
                0.1392 | 
                9.5% | 
                0.0357 | 
                2.4% | 
                17% | 
                False | 
                False | 
                62,997 | 
                 
                
                | 40 | 
                1.7590 | 
                1.4468 | 
                0.3122 | 
                21.2% | 
                0.0417 | 
                2.8% | 
                8% | 
                False | 
                False | 
                64,580 | 
                 
                
                | 60 | 
                1.8624 | 
                1.4468 | 
                0.4156 | 
                28.3% | 
                0.0389 | 
                2.6% | 
                6% | 
                False | 
                False | 
                67,686 | 
                 
                
                | 80 | 
                1.8636 | 
                1.4468 | 
                0.4168 | 
                28.3% | 
                0.0341 | 
                2.3% | 
                6% | 
                False | 
                False | 
                52,180 | 
                 
                
                | 100 | 
                1.9831 | 
                1.4468 | 
                0.5363 | 
                36.5% | 
                0.0296 | 
                2.0% | 
                4% | 
                False | 
                False | 
                41,755 | 
                 
                
                | 120 | 
                1.9923 | 
                1.4468 | 
                0.5455 | 
                37.1% | 
                0.0258 | 
                1.8% | 
                4% | 
                False | 
                False | 
                34,806 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.5867 | 
         
        
            | 
2.618             | 
            1.5448 | 
         
        
            | 
1.618             | 
            1.5191 | 
         
        
            | 
1.000             | 
            1.5032 | 
         
        
            | 
0.618             | 
            1.4934 | 
         
        
            | 
HIGH             | 
            1.4775 | 
         
        
            | 
0.618             | 
            1.4677 | 
         
        
            | 
0.500             | 
            1.4647 | 
         
        
            | 
0.382             | 
            1.4616 | 
         
        
            | 
LOW             | 
            1.4518 | 
         
        
            | 
0.618             | 
            1.4359 | 
         
        
            | 
1.000             | 
            1.4261 | 
         
        
            | 
1.618             | 
            1.4102 | 
         
        
            | 
2.618             | 
            1.3845 | 
         
        
            | 
4.250             | 
            1.3426 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.4686 | 
                                1.4704 | 
                             
                            
                                | PP | 
                                1.4666 | 
                                1.4702 | 
                             
                            
                                | S1 | 
                                1.4647 | 
                                1.4701 | 
                             
             
         |