CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	1.8255	1.8224	-0.0031	-0.2%	1.8474
High	1.8338	1.8256	-0.0082	-0.4%	1.8636
Low	1.8147	1.8104	-0.0043	-0.2%	1.8358
Close	1.8184	1.8149	-0.0035	-0.2%	1.8370
Range	0.0191	0.0152	-0.0039	-20.4%	0.0278
ATR	0.0154	0.0154	0.0000	-0.1%	0.0000
Volume	319	447	128	40.1%	1,829

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8626	1.8539	1.8233
R3	1.8474	1.8387	1.8191
R2	1.8322	1.8322	1.8177
R1	1.8235	1.8235	1.8163	1.8203
PP	1.8170	1.8170	1.8170	1.8153
S1	1.8083	1.8083	1.8135	1.8051
S2	1.8018	1.8018	1.8121
S3	1.7866	1.7931	1.8107
S4	1.7714	1.7779	1.8065

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9289	1.9107	1.8523
R3	1.9011	1.8829	1.8446
R2	1.8733	1.8733	1.8421
R1	1.8551	1.8551	1.8395	1.8503
PP	1.8455	1.8455	1.8455	1.8431
S1	1.8273	1.8273	1.8345	1.8225
S2	1.8177	1.8177	1.8319
S3	1.7899	1.7995	1.8294
S4	1.7621	1.7717	1.8217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.8636	1.8104	0.0532	2.9%	0.0195	1.1%	8%	False	True	432
10	1.8636	1.8104	0.0532	2.9%	0.0161	0.9%	8%	False	True	381
20	1.9640	1.8104	0.1536	8.5%	0.0160	0.9%	3%	False	True	249
40	1.9923	1.8104	0.1819	10.0%	0.0122	0.7%	2%	False	True	140

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	0.0027
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.8902
2.618	1.8654
1.618	1.8502
1.000	1.8408
0.618	1.8350
HIGH	1.8256
0.618	1.8198
0.500	1.8180
0.382	1.8162
LOW	1.8104
0.618	1.8010
1.000	1.7952
1.618	1.7858
2.618	1.7706
4.250	1.7458

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	1.8180	1.8238
PP	1.8170	1.8208
S1	1.8159	1.8179

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

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