CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	1.4736	1.4995	0.0259	1.8%	1.5725
High	1.5034	1.5013	-0.0021	-0.1%	1.5726
Low	1.4736	1.4898	0.0162	1.1%	1.4635
Close	1.5018	1.4902	-0.0116	-0.8%	1.4939
Range	0.0298	0.0115	-0.0183	-61.4%	0.1091
ATR	0.0320	0.0306	-0.0014	-4.5%	0.0000
Volume	386	94	-292	-75.6%	482

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5283	1.5207	1.4965
R3	1.5168	1.5092	1.4934
R2	1.5053	1.5053	1.4923
R1	1.4977	1.4977	1.4913	1.4958
PP	1.4938	1.4938	1.4938	1.4928
S1	1.4862	1.4862	1.4891	1.4843
S2	1.4823	1.4823	1.4881
S3	1.4708	1.4747	1.4870
S4	1.4593	1.4632	1.4839

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.8373	1.7747	1.5539
R3	1.7282	1.6656	1.5239
R2	1.6191	1.6191	1.5139
R1	1.5565	1.5565	1.5039	1.5333
PP	1.5100	1.5100	1.5100	1.4984
S1	1.4474	1.4474	1.4839	1.4242
S2	1.4009	1.4009	1.4739
S3	1.2918	1.3383	1.4639
S4	1.1827	1.2292	1.4339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5304	1.4635	0.0669	4.5%	0.0271	1.8%	40%	False	False	172
10	1.6066	1.4635	0.1431	9.6%	0.0245	1.6%	19%	False	False	114
20	1.6565	1.4635	0.1930	13.0%	0.0286	1.9%	14%	False	False	153
40	1.8480	1.4635	0.3845	25.8%	0.0232	1.6%	7%	False	False	170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.5502
2.618	1.5314
1.618	1.5199
1.000	1.5128
0.618	1.5084
HIGH	1.5013
0.618	1.4969
0.500	1.4956
0.382	1.4942
LOW	1.4898
0.618	1.4827
1.000	1.4783
1.618	1.4712
2.618	1.4597
4.250	1.4409

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	1.4956	1.4893
PP	1.4938	1.4884
S1	1.4920	1.4875

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

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