CME British Pound Future March 2009

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	1.5275	1.4890	-0.0385	-2.5%	1.6170
High	1.5304	1.4924	-0.0380	-2.5%	1.6170
Low	1.4867	1.4635	-0.0232	-1.6%	1.5495
Close	1.4932	1.4669	-0.0263	-1.8%	1.5629
Range	0.0437	0.0289	-0.0148	-33.9%	0.0675
ATR	0.0329	0.0327	-0.0002	-0.7%	0.0000
Volume	11	209	198	1,800.0%	270

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5610	1.5428	1.4828
R3	1.5321	1.5139	1.4748
R2	1.5032	1.5032	1.4722
R1	1.4850	1.4850	1.4695	1.4797
PP	1.4743	1.4743	1.4743	1.4716
S1	1.4561	1.4561	1.4643	1.4508
S2	1.4454	1.4454	1.4616
S3	1.4165	1.4272	1.4590
S4	1.3876	1.3983	1.4510

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	1.5753	1.4635	0.1118	7.6%	0.0255	1.7%	3%	False	True	80
10	1.6170	1.4635	0.1535	10.5%	0.0285	1.9%	2%	False	True	60
20	1.7225	1.4635	0.2590	17.7%	0.0285	1.9%	1%	False	True	163
40	1.8480	1.4635	0.3845	26.2%	0.0227	1.5%	1%	False	True	154

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	0.0038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6152
2.618	1.5681
1.618	1.5392
1.000	1.5213
0.618	1.5103
HIGH	1.4924
0.618	1.4814
0.500	1.4780
0.382	1.4745
LOW	1.4635
0.618	1.4456
1.000	1.4346
1.618	1.4167
2.618	1.3878
4.250	1.3407

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	1.4780	1.5103
PP	1.4743	1.4958
S1	1.4706	1.4814

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

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