CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 22-Oct-2008

Day Change Summary
	Previous	Current
	21-Oct-2008	22-Oct-2008	Change	Change %	Previous Week
Open	1.7107	1.6680	-0.0427	-2.5%	1.7128
High	1.7147	1.6680	-0.0467	-2.7%	1.7590
Low	1.6530	1.6100	-0.0430	-2.6%	1.6933
Close	1.6893	1.6305	-0.0588	-3.5%	1.7287
Range	0.0617	0.0580	-0.0037	-6.0%	0.0657
ATR	0.0342	0.0374	0.0032	9.4%	0.0000
Volume	53,336	63,721	10,385	19.5%	282,406

Daily Pivots for day following 22-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8102	1.7783	1.6624
R3	1.7522	1.7203	1.6465
R2	1.6942	1.6942	1.6411
R1	1.6623	1.6623	1.6358	1.6493
PP	1.6362	1.6362	1.6362	1.6296
S1	1.6043	1.6043	1.6252	1.5913
S2	1.5782	1.5782	1.6199
S3	1.5202	1.5463	1.6146
S4	1.4622	1.4883	1.5986

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9241	1.8921	1.7648
R3	1.8584	1.8264	1.7468
R2	1.7927	1.7927	1.7407
R1	1.7607	1.7607	1.7347	1.7767
PP	1.7270	1.7270	1.7270	1.7350
S1	1.6950	1.6950	1.7227	1.7110
S2	1.6613	1.6613	1.7167
S3	1.5956	1.6293	1.7106
S4	1.5299	1.5636	1.6926

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.7472	1.6100	0.1372	8.4%	0.0402	2.5%	15%	False	True	55,434
10	1.7590	1.6100	0.1490	9.1%	0.0381	2.3%	14%	False	True	58,752
20	1.8624	1.6100	0.2524	15.5%	0.0362	2.2%	8%	False	True	64,327
40	1.8624	1.6100	0.2524	15.5%	0.0316	1.9%	8%	False	True	52,344
60	1.9701	1.6100	0.3601	22.1%	0.0261	1.6%	6%	False	True	34,971
80	1.9923	1.6100	0.3823	23.4%	0.0216	1.3%	5%	False	True	26,233

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	0.0084
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9145
2.618	1.8198
1.618	1.7618
1.000	1.7260
0.618	1.7038
HIGH	1.6680
0.618	1.6458
0.500	1.6390
0.382	1.6322
LOW	1.6100
0.618	1.5742
1.000	1.5520
1.618	1.5162
2.618	1.4582
4.250	1.3635

Fisher Pivots for day following 22-Oct-2008
Pivot	1 day	3 day
R1	1.6390	1.6786
PP	1.6362	1.6626
S1	1.6333	1.6465

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

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