CME British Pound Future September 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Aug-2008 | 
                    12-Aug-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.9155 | 
                        1.9051 | 
                        -0.0104 | 
                        -0.5% | 
                        1.9698 | 
                     
                    
                        | High | 
                        1.9206 | 
                        1.9075 | 
                        -0.0131 | 
                        -0.7% | 
                        1.9699 | 
                     
                    
                        | Low | 
                        1.9017 | 
                        1.8905 | 
                        -0.0112 | 
                        -0.6% | 
                        1.9095 | 
                     
                    
                        | Close | 
                        1.9072 | 
                        1.8946 | 
                        -0.0126 | 
                        -0.7% | 
                        1.9146 | 
                     
                    
                        | Range | 
                        0.0189 | 
                        0.0170 | 
                        -0.0019 | 
                        -10.1% | 
                        0.0604 | 
                     
                    
                        | ATR | 
                        0.0156 | 
                        0.0157 | 
                        0.0001 | 
                        0.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        119,828 | 
                        76,877 | 
                        -42,951 | 
                        -35.8% | 
                        402,376 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.9485 | 
                1.9386 | 
                1.9040 | 
                 | 
             
            
                | R3 | 
                1.9315 | 
                1.9216 | 
                1.8993 | 
                 | 
             
            
                | R2 | 
                1.9145 | 
                1.9145 | 
                1.8977 | 
                 | 
             
            
                | R1 | 
                1.9046 | 
                1.9046 | 
                1.8962 | 
                1.9011 | 
             
            
                | PP | 
                1.8975 | 
                1.8975 | 
                1.8975 | 
                1.8958 | 
             
            
                | S1 | 
                1.8876 | 
                1.8876 | 
                1.8930 | 
                1.8841 | 
             
            
                | S2 | 
                1.8805 | 
                1.8805 | 
                1.8915 | 
                 | 
             
            
                | S3 | 
                1.8635 | 
                1.8706 | 
                1.8899 | 
                 | 
             
            
                | S4 | 
                1.8465 | 
                1.8536 | 
                1.8853 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Aug-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                2.1125 | 
                2.0740 | 
                1.9478 | 
                 | 
             
            
                | R3 | 
                2.0521 | 
                2.0136 | 
                1.9312 | 
                 | 
             
            
                | R2 | 
                1.9917 | 
                1.9917 | 
                1.9257 | 
                 | 
             
            
                | R1 | 
                1.9532 | 
                1.9532 | 
                1.9201 | 
                1.9423 | 
             
            
                | PP | 
                1.9313 | 
                1.9313 | 
                1.9313 | 
                1.9259 | 
             
            
                | S1 | 
                1.8928 | 
                1.8928 | 
                1.9091 | 
                1.8819 | 
             
            
                | S2 | 
                1.8709 | 
                1.8709 | 
                1.9035 | 
                 | 
             
            
                | S3 | 
                1.8105 | 
                1.8324 | 
                1.8980 | 
                 | 
             
            
                | S4 | 
                1.7501 | 
                1.7720 | 
                1.8814 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.9539 | 
                1.8905 | 
                0.0634 | 
                3.3% | 
                0.0181 | 
                1.0% | 
                6% | 
                False | 
                True | 
                86,533 | 
                 
                
                | 10 | 
                1.9865 | 
                1.8905 | 
                0.0960 | 
                5.1% | 
                0.0154 | 
                0.8% | 
                4% | 
                False | 
                True | 
                91,697 | 
                 
                
                | 20 | 
                2.0006 | 
                1.8905 | 
                0.1101 | 
                5.8% | 
                0.0150 | 
                0.8% | 
                4% | 
                False | 
                True | 
                86,180 | 
                 
                
                | 40 | 
                2.0074 | 
                1.8905 | 
                0.1169 | 
                6.2% | 
                0.0151 | 
                0.8% | 
                4% | 
                False | 
                True | 
                82,609 | 
                 
                
                | 60 | 
                2.0074 | 
                1.8905 | 
                0.1169 | 
                6.2% | 
                0.0149 | 
                0.8% | 
                4% | 
                False | 
                True | 
                59,122 | 
                 
                
                | 80 | 
                2.0074 | 
                1.8905 | 
                0.1169 | 
                6.2% | 
                0.0148 | 
                0.8% | 
                4% | 
                False | 
                True | 
                44,377 | 
                 
                
                | 100 | 
                2.0074 | 
                1.8905 | 
                0.1169 | 
                6.2% | 
                0.0138 | 
                0.7% | 
                4% | 
                False | 
                True | 
                35,516 | 
                 
                
                | 120 | 
                2.0074 | 
                1.8905 | 
                0.1169 | 
                6.2% | 
                0.0125 | 
                0.7% | 
                4% | 
                False | 
                True | 
                29,599 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.9798 | 
         
        
            | 
2.618             | 
            1.9520 | 
         
        
            | 
1.618             | 
            1.9350 | 
         
        
            | 
1.000             | 
            1.9245 | 
         
        
            | 
0.618             | 
            1.9180 | 
         
        
            | 
HIGH             | 
            1.9075 | 
         
        
            | 
0.618             | 
            1.9010 | 
         
        
            | 
0.500             | 
            1.8990 | 
         
        
            | 
0.382             | 
            1.8970 | 
         
        
            | 
LOW             | 
            1.8905 | 
         
        
            | 
0.618             | 
            1.8800 | 
         
        
            | 
1.000             | 
            1.8735 | 
         
        
            | 
1.618             | 
            1.8630 | 
         
        
            | 
2.618             | 
            1.8460 | 
         
        
            | 
4.250             | 
            1.8183 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Aug-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.8990 | 
                                1.9147 | 
                             
                            
                                | PP | 
                                1.8975 | 
                                1.9080 | 
                             
                            
                                | S1 | 
                                1.8961 | 
                                1.9013 | 
                             
             
         |