CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 06-Nov-2008

Day Change Summary
	Previous	Current
	05-Nov-2008	06-Nov-2008	Change	Change %	Previous Week
Open	1.5734	1.5761	0.0027	0.2%	1.5604
High	1.6066	1.5839	-0.0227	-1.4%	1.6565
Low	1.5734	1.5619	-0.0115	-0.7%	1.5330
Close	1.5865	1.5680	-0.0185	-1.2%	1.6049
Range	0.0332	0.0220	-0.0112	-33.7%	0.1235
ATR	0.0359	0.0351	-0.0008	-2.2%	0.0000
Volume	47	58	11	23.4%	1,118

Daily Pivots for day following 06-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6373	1.6246	1.5801
R3	1.6153	1.6026	1.5741
R2	1.5933	1.5933	1.5720
R1	1.5806	1.5806	1.5700	1.5760
PP	1.5713	1.5713	1.5713	1.5689
S1	1.5586	1.5586	1.5660	1.5540
S2	1.5493	1.5493	1.5640
S3	1.5273	1.5366	1.5620
S4	1.5053	1.5146	1.5559

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9686	1.9103	1.6728
R3	1.8451	1.7868	1.6389
R2	1.7216	1.7216	1.6275
R1	1.6633	1.6633	1.6162	1.6925
PP	1.5981	1.5981	1.5981	1.6127
S1	1.5398	1.5398	1.5936	1.5690
S2	1.4746	1.4746	1.5823
S3	1.3511	1.4163	1.5709
S4	1.2276	1.2928	1.5370

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6170	1.5571	0.0599	3.8%	0.0315	2.0%	18%	False	False	40
10	1.6565	1.5330	0.1235	7.9%	0.0341	2.2%	28%	False	False	170
20	1.7520	1.5330	0.2190	14.0%	0.0262	1.7%	16%	False	False	203
40	1.8480	1.5330	0.3150	20.1%	0.0220	1.4%	11%	False	False	147

Crabel Price Patterns
NR	True
NR4	True
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	0.0045
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6774
2.618	1.6415
1.618	1.6195
1.000	1.6059
0.618	1.5975
HIGH	1.5839
0.618	1.5755
0.500	1.5729
0.382	1.5703
LOW	1.5619
0.618	1.5483
1.000	1.5399
1.618	1.5263
2.618	1.5043
4.250	1.4684

Fisher Pivots for day following 06-Nov-2008
Pivot	1 day	3 day
R1	1.5729	1.5819
PP	1.5713	1.5772
S1	1.5696	1.5726

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

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