CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	1.4750	1.4909	0.0159	1.1%	1.4736
High	1.5043	1.5189	0.0146	1.0%	1.5239
Low	1.4728	1.4901	0.0173	1.2%	1.4724
Close	1.4790	1.5133	0.0343	2.3%	1.4790
Range	0.0315	0.0288	-0.0027	-8.6%	0.0515
ATR	0.0308	0.0314	0.0007	2.1%	0.0000
Volume	2,885	2,878	-7	-0.2%	5,081

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.5938	1.5824	1.5291
R3	1.5650	1.5536	1.5212
R2	1.5362	1.5362	1.5186
R1	1.5248	1.5248	1.5159	1.5305
PP	1.5074	1.5074	1.5074	1.5103
S1	1.4960	1.4960	1.5107	1.5017
S2	1.4786	1.4786	1.5080
S3	1.4498	1.4672	1.5054
S4	1.4210	1.4384	1.4975

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	3.4%	0.0257	1.7%	79%	False	False	1,514
10	1.5570	1.4635	0.0935	6.2%	0.0265	1.7%	53%	False	False	840
20	1.6565	1.4635	0.1930	12.8%	0.0285	1.9%	26%	False	False	490
40	1.8050	1.4635	0.3415	22.6%	0.0249	1.6%	15%	False	False	348

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6413
2.618	1.5943
1.618	1.5655
1.000	1.5477
0.618	1.5367
HIGH	1.5189
0.618	1.5079
0.500	1.5045
0.382	1.5011
LOW	1.4901
0.618	1.4723
1.000	1.4613
1.618	1.4435
2.618	1.4147
4.250	1.3677

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	1.5104	1.5074
PP	1.5074	1.5015
S1	1.5045	1.4957

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

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