CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	1.4976	1.4750	-0.0226	-1.5%	1.4736
High	1.4976	1.5043	0.0067	0.4%	1.5239
Low	1.4724	1.4728	0.0004	0.0%	1.4724
Close	1.4816	1.4790	-0.0026	-0.2%	1.4790
Range	0.0252	0.0315	0.0063	25.0%	0.0515
ATR	0.0307	0.0308	0.0001	0.2%	0.0000
Volume	1,673	2,885	1,212	72.4%	5,081

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5799	1.5609	1.4963
R3	1.5484	1.5294	1.4877
R2	1.5169	1.5169	1.4848
R1	1.4979	1.4979	1.4819	1.5074
PP	1.4854	1.4854	1.4854	1.4901
S1	1.4664	1.4664	1.4761	1.4759
S2	1.4539	1.4539	1.4732
S3	1.4224	1.4349	1.4703
S4	1.3909	1.4034	1.4617

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.6463	1.6141	1.5073
R3	1.5948	1.5626	1.4932
R2	1.5433	1.5433	1.4884
R1	1.5111	1.5111	1.4837	1.5272
PP	1.4918	1.4918	1.4918	1.4998
S1	1.4596	1.4596	1.4743	1.4757
S2	1.4403	1.4403	1.4696
S3	1.3888	1.4081	1.4648
S4	1.3373	1.3566	1.4507

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5239	1.4724	0.0515	3.5%	0.0259	1.7%	13%	False	False	1,016
10	1.5726	1.4635	0.1091	7.4%	0.0252	1.7%	14%	False	False	556
20	1.6565	1.4635	0.1930	13.0%	0.0286	1.9%	8%	False	False	347
40	1.8089	1.4635	0.3454	23.4%	0.0247	1.7%	4%	False	False	276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6382
2.618	1.5868
1.618	1.5553
1.000	1.5358
0.618	1.5238
HIGH	1.5043
0.618	1.4923
0.500	1.4886
0.382	1.4848
LOW	1.4728
0.618	1.4533
1.000	1.4413
1.618	1.4218
2.618	1.3903
4.250	1.3389

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	1.4886	1.4982
PP	1.4854	1.4918
S1	1.4822	1.4854

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

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