CME British Pound Future December 2008

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	1.5346	1.4847	-0.0499	-3.3%	1.6032
High	1.5461	1.4982	-0.0479	-3.1%	1.6363
Low	1.4870	1.4551	-0.0319	-2.1%	1.5511
Close	1.4946	1.4672	-0.0274	-1.8%	1.5669
Range	0.0591	0.0431	-0.0160	-27.1%	0.0852
ATR	0.0456	0.0454	-0.0002	-0.4%	0.0000
Volume	40,668	83,198	42,530	104.6%	359,990

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6028	1.5781	1.4909
R3	1.5597	1.5350	1.4791
R2	1.5166	1.5166	1.4751
R1	1.4919	1.4919	1.4712	1.4827
PP	1.4735	1.4735	1.4735	1.4689
S1	1.4488	1.4488	1.4632	1.4396
S2	1.4304	1.4304	1.4593
S3	1.3873	1.4057	1.4553
S4	1.3442	1.3626	1.4435

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8404	1.7888	1.6138
R3	1.7552	1.7036	1.5903
R2	1.6700	1.6700	1.5825
R1	1.6184	1.6184	1.5747	1.6016
PP	1.5848	1.5848	1.5848	1.5764
S1	1.5332	1.5332	1.5591	1.5164
S2	1.4996	1.4996	1.5513
S3	1.4144	1.4480	1.5435
S4	1.3292	1.3628	1.5200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5860	1.4551	0.1309	8.9%	0.0403	2.7%	9%	False	True	60,737
10	1.6464	1.4551	0.1913	13.0%	0.0457	3.1%	6%	False	True	66,297
20	1.7472	1.4551	0.2921	19.9%	0.0494	3.4%	4%	False	True	67,229
40	1.8624	1.4551	0.4073	27.8%	0.0413	2.8%	3%	False	True	66,827
60	1.8636	1.4551	0.4085	27.8%	0.0359	2.4%	3%	False	True	53,606
80	1.9756	1.4551	0.5205	35.5%	0.0302	2.1%	2%	False	True	40,240
100	1.9923	1.4551	0.5372	36.6%	0.0257	1.8%	2%	False	True	32,199

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	0.0145
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6814
2.618	1.6110
1.618	1.5679
1.000	1.5413
0.618	1.5248
HIGH	1.4982
0.618	1.4817
0.500	1.4767
0.382	1.4716
LOW	1.4551
0.618	1.4285
1.000	1.4120
1.618	1.3854
2.618	1.3423
4.250	1.2719

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	1.4767	1.5113
PP	1.4735	1.4966
S1	1.4704	1.4819

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

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