CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	1.9443	1.9374	-0.0069	-0.4%	1.9674
High	1.9443	1.9381	-0.0062	-0.3%	1.9755
Low	1.9332	1.9284	-0.0048	-0.2%	1.9538
Close	1.9370	1.9289	-0.0081	-0.4%	1.9541
Range	0.0111	0.0097	-0.0014	-12.6%	0.0217
ATR	0.0104	0.0103	0.0000	-0.5%	0.0000
Volume	57	40	-17	-29.8%	402

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9609	1.9546	1.9342
R3	1.9512	1.9449	1.9316
R2	1.9415	1.9415	1.9307
R1	1.9352	1.9352	1.9298	1.9335
PP	1.9318	1.9318	1.9318	1.9310
S1	1.9255	1.9255	1.9280	1.9238
S2	1.9221	1.9221	1.9271
S3	1.9124	1.9158	1.9262
S4	1.9027	1.9061	1.9236

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	1.9284	0.0417	2.2%	0.0110	0.6%	1%	False	True	69
10	1.9756	1.9284	0.0472	2.4%	0.0098	0.5%	1%	False	True	55
20	1.9923	1.9284	0.0639	3.3%	0.0090	0.5%	1%	False	True	34
40	1.9923	1.9150	0.0773	4.0%	0.0078	0.4%	18%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.9793
2.618	1.9635
1.618	1.9538
1.000	1.9478
0.618	1.9441
HIGH	1.9381
0.618	1.9344
0.500	1.9333
0.382	1.9321
LOW	1.9284
0.618	1.9224
1.000	1.9187
1.618	1.9127
2.618	1.9030
4.250	1.8872

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	1.9333	1.9424
PP	1.9318	1.9379
S1	1.9304	1.9334

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

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