CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 15-Oct-2007

Day Change Summary
	Previous	Current
	12-Oct-2007	15-Oct-2007	Change	Change %	Previous Week
Open	2.0256	2.0338	0.0082	0.4%	2.0341
High	2.0256	2.0338	0.0082	0.4%	2.0341
Low	2.0256	2.0338	0.0082	0.4%	2.0252
Close	2.0256	2.0338	0.0082	0.4%	2.0256
Range
ATR	0.0062	0.0063	0.0001	2.3%	0.0000
Volume	85	15	-70	-82.4%	309

Daily Pivots for day following 15-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0338	2.0338	2.0338
R3	2.0338	2.0338	2.0338
R2	2.0338	2.0338	2.0338
R1	2.0338	2.0338	2.0338	2.0338
PP	2.0338	2.0338	2.0338	2.0338
S1	2.0338	2.0338	2.0338	2.0338
S2	2.0338	2.0338	2.0338
S3	2.0338	2.0338	2.0338
S4	2.0338	2.0338	2.0338

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0550	2.0492	2.0305
R3	2.0461	2.0403	2.0280
R2	2.0372	2.0372	2.0272
R1	2.0314	2.0314	2.0264	2.0299
PP	2.0283	2.0283	2.0283	2.0275
S1	2.0225	2.0225	2.0248	2.0210
S2	2.0194	2.0194	2.0240
S3	2.0105	2.0136	2.0232
S4	2.0016	2.0047	2.0207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0338	2.0252	0.0086	0.4%	0.0000	0.0%	100%	True	False	63
10	2.0341	2.0238	0.0103	0.5%	0.0000	0.0%	97%	False	False	103
20	2.0360	1.9917	0.0443	2.2%	0.0000	0.0%	95%	False	False	89

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	2.0338
2.618	2.0338
1.618	2.0338
1.000	2.0338
0.618	2.0338
HIGH	2.0338
0.618	2.0338
0.500	2.0338
0.382	2.0338
LOW	2.0338
0.618	2.0338
1.000	2.0338
1.618	2.0338
2.618	2.0338
4.250	2.0338

Fisher Pivots for day following 15-Oct-2007
Pivot	1 day	3 day
R1	2.0338	2.0324
PP	2.0338	2.0309
S1	2.0338	2.0295

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

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