CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	1.8794	1.8480	-0.0314	-1.7%	1.9563
High	1.8859	1.8610	-0.0249	-1.3%	1.9563
Low	1.8484	1.8480	-0.0004	0.0%	1.8975
Close	1.8561	1.8514	-0.0047	-0.3%	1.9019
Range	0.0375	0.0130	-0.0245	-65.3%	0.0588
ATR	0.0140	0.0139	-0.0001	-0.5%	0.0000
Volume	110	544	434	394.5%	178

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8925	1.8849	1.8586
R3	1.8795	1.8719	1.8550
R2	1.8665	1.8665	1.8538
R1	1.8589	1.8589	1.8526	1.8627
PP	1.8535	1.8535	1.8535	1.8554
S1	1.8459	1.8459	1.8502	1.8497
S2	1.8405	1.8405	1.8490
S3	1.8275	1.8329	1.8478
S4	1.8145	1.8199	1.8443

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	1.9259	1.8480	0.0779	4.2%	0.0207	1.1%	4%	False	True	197
10	1.9640	1.8480	0.1160	6.3%	0.0159	0.9%	3%	False	True	118
20	1.9817	1.8480	0.1337	7.2%	0.0118	0.6%	3%	False	True	80
40	1.9923	1.8480	0.1443	7.8%	0.0094	0.5%	2%	False	True	70

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9163
2.618	1.8950
1.618	1.8820
1.000	1.8740
0.618	1.8690
HIGH	1.8610
0.618	1.8560
0.500	1.8545
0.382	1.8530
LOW	1.8480
0.618	1.8400
1.000	1.8350
1.618	1.8270
2.618	1.8140
4.250	1.7928

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	1.8545	1.8678
PP	1.8535	1.8623
S1	1.8524	1.8569

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

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