CME British Pound Future December 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	1.9000	1.8857	-0.0143	-0.8%	1.9563
High	1.9065	1.8876	-0.0189	-1.0%	1.9563
Low	1.8913	1.8782	-0.0131	-0.7%	1.8975
Close	1.8945	1.8819	-0.0126	-0.7%	1.9019
Range	0.0152	0.0094	-0.0058	-38.2%	0.0588
ATR	0.0119	0.0122	0.0003	2.7%	0.0000
Volume	84	219	135	160.7%	178

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9108	1.9057	1.8871
R3	1.9014	1.8963	1.8845
R2	1.8920	1.8920	1.8836
R1	1.8869	1.8869	1.8828	1.8848
PP	1.8826	1.8826	1.8826	1.8815
S1	1.8775	1.8775	1.8810	1.8754
S2	1.8732	1.8732	1.8802
S3	1.8638	1.8681	1.8793
S4	1.8544	1.8587	1.8767

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0950	2.0572	1.9342
R3	2.0362	1.9984	1.9181
R2	1.9774	1.9774	1.9127
R1	1.9396	1.9396	1.9073	1.9291
PP	1.9186	1.9186	1.9186	1.9133
S1	1.8808	1.8808	1.8965	1.8703
S2	1.8598	1.8598	1.8911
S3	1.8010	1.8220	1.8857
S4	1.7422	1.7632	1.8696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9381	1.8782	0.0599	3.2%	0.0146	0.8%	6%	False	True	82
10	1.9701	1.8782	0.0919	4.9%	0.0124	0.7%	4%	False	True	79
20	1.9831	1.8782	0.1049	5.6%	0.0100	0.5%	4%	False	True	50
40	1.9923	1.8782	0.1141	6.1%	0.0084	0.4%	3%	False	True	56

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.9276
2.618	1.9122
1.618	1.9028
1.000	1.8970
0.618	1.8934
HIGH	1.8876
0.618	1.8840
0.500	1.8829
0.382	1.8818
LOW	1.8782
0.618	1.8724
1.000	1.8688
1.618	1.8630
2.618	1.8536
4.250	1.8383

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	1.8829	1.9021
PP	1.8826	1.8953
S1	1.8822	1.8886

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

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