CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	1.5725	1.5570	-0.0155	-1.0%	1.6170
High	1.5726	1.5570	-0.0156	-1.0%	1.6170
Low	1.5560	1.5447	-0.0113	-0.7%	1.5495
Close	1.5553	1.5355	-0.0198	-1.3%	1.5629
Range	0.0166	0.0123	-0.0043	-25.9%	0.0675
ATR	0.0331	0.0317	-0.0015	-4.5%	0.0000
Volume	41	60	19	46.3%	270

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5826	1.5714	1.5423
R3	1.5703	1.5591	1.5389
R2	1.5580	1.5580	1.5378
R1	1.5468	1.5468	1.5366	1.5463
PP	1.5457	1.5457	1.5457	1.5455
S1	1.5345	1.5345	1.5344	1.5340
S2	1.5334	1.5334	1.5332
S3	1.5211	1.5222	1.5321
S4	1.5088	1.5099	1.5287

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.7790	1.7384	1.6000
R3	1.7115	1.6709	1.5815
R2	1.6440	1.6440	1.5753
R1	1.6034	1.6034	1.5691	1.5900
PP	1.5765	1.5765	1.5765	1.5697
S1	1.5359	1.5359	1.5567	1.5225
S2	1.5090	1.5090	1.5505
S3	1.4415	1.4684	1.5443
S4	1.3740	1.4009	1.5258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6066	1.5447	0.0619	4.0%	0.0220	1.4%	-15%	False	True	57
10	1.6565	1.5447	0.1118	7.3%	0.0269	1.7%	-8%	False	True	140
20	1.7464	1.5330	0.2134	13.9%	0.0265	1.7%	1%	False	False	207
40	1.8480	1.5330	0.3150	20.5%	0.0220	1.4%	1%	False	False	149

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0040
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.6093
2.618	1.5892
1.618	1.5769
1.000	1.5693
0.618	1.5646
HIGH	1.5570
0.618	1.5523
0.500	1.5509
0.382	1.5494
LOW	1.5447
0.618	1.5371
1.000	1.5324
1.618	1.5248
2.618	1.5125
4.250	1.4924

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	1.5509	1.5600
PP	1.5457	1.5518
S1	1.5406	1.5437

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

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