CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 05-Aug-2008

Day Change Summary
	Previous	Current
	04-Aug-2008	05-Aug-2008	Change	Change %	Previous Week
Open	1.9563	1.9443	-0.0120	-0.6%	1.9674
High	1.9563	1.9443	-0.0120	-0.6%	1.9755
Low	1.9424	1.9332	-0.0092	-0.5%	1.9538
Close	1.9439	1.9370	-0.0069	-0.4%	1.9541
Range	0.0139	0.0111	-0.0028	-20.1%	0.0217
ATR	0.0103	0.0104	0.0001	0.6%	0.0000
Volume	14	57	43	307.1%	402

Daily Pivots for day following 05-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9715	1.9653	1.9431
R3	1.9604	1.9542	1.9401
R2	1.9493	1.9493	1.9390
R1	1.9431	1.9431	1.9380	1.9407
PP	1.9382	1.9382	1.9382	1.9369
S1	1.9320	1.9320	1.9360	1.9296
S2	1.9271	1.9271	1.9350
S3	1.9160	1.9209	1.9339
S4	1.9049	1.9098	1.9309

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0262	2.0119	1.9660
R3	2.0045	1.9902	1.9601
R2	1.9828	1.9828	1.9581
R1	1.9685	1.9685	1.9561	1.9648
PP	1.9611	1.9611	1.9611	1.9593
S1	1.9468	1.9468	1.9521	1.9431
S2	1.9394	1.9394	1.9501
S3	1.9177	1.9251	1.9481
S4	1.8960	1.9034	1.9422

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9701	1.9332	0.0369	1.9%	0.0101	0.5%	10%	False	True	76
10	1.9817	1.9332	0.0485	2.5%	0.0099	0.5%	8%	False	True	52
20	1.9923	1.9332	0.0591	3.1%	0.0089	0.5%	6%	False	True	33
40	1.9923	1.9150	0.0773	4.0%	0.0075	0.4%	28%	False	False	48

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9915
2.618	1.9734
1.618	1.9623
1.000	1.9554
0.618	1.9512
HIGH	1.9443
0.618	1.9401
0.500	1.9388
0.382	1.9374
LOW	1.9332
0.618	1.9263
1.000	1.9221
1.618	1.9152
2.618	1.9041
4.250	1.8860

Fisher Pivots for day following 05-Aug-2008
Pivot	1 day	3 day
R1	1.9388	1.9486
PP	1.9382	1.9447
S1	1.9376	1.9409

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These figures are updated between 7pm and 10pm EST after a trading day.

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