CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 26-Nov-2007

Day Change Summary
	Previous	Current
	23-Nov-2007	26-Nov-2007	Change	Change %	Previous Week
Open	2.0450	2.0610	0.0160	0.8%	2.0413
High	2.0513	2.0646	0.0133	0.6%	2.0584
Low	2.0450	2.0596	0.0146	0.7%	2.0413
Close	2.0519	2.0637	0.0118	0.6%	2.0519
Range	0.0063	0.0050	-0.0013	-20.6%	0.0171
ATR	0.0097	0.0099	0.0002	2.3%	0.0000
Volume	507	169	-338	-66.7%	2,264

Daily Pivots for day following 26-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0776	2.0757	2.0665
R3	2.0726	2.0707	2.0651
R2	2.0676	2.0676	2.0646
R1	2.0657	2.0657	2.0642	2.0667
PP	2.0626	2.0626	2.0626	2.0631
S1	2.0607	2.0607	2.0632	2.0617
S2	2.0576	2.0576	2.0628
S3	2.0526	2.0557	2.0623
S4	2.0476	2.0507	2.0610

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1018	2.0940	2.0613
R3	2.0847	2.0769	2.0566
R2	2.0676	2.0676	2.0550
R1	2.0598	2.0598	2.0535	2.0637
PP	2.0505	2.0505	2.0505	2.0525
S1	2.0427	2.0427	2.0503	2.0466
S2	2.0334	2.0334	2.0488
S3	2.0163	2.0256	2.0472
S4	1.9992	2.0085	2.0425

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0646	2.0413	0.0233	1.1%	0.0023	0.1%	96%	True	False	486
10	2.0813	2.0360	0.0453	2.2%	0.0016	0.1%	61%	False	False	501
20	2.1002	2.0360	0.0642	3.1%	0.0010	0.0%	43%	False	False	361
40	2.1002	2.0175	0.0827	4.0%	0.0006	0.0%	56%	False	False	221

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	-0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0859
2.618	2.0777
1.618	2.0727
1.000	2.0696
0.618	2.0677
HIGH	2.0646
0.618	2.0627
0.500	2.0621
0.382	2.0615
LOW	2.0596
0.618	2.0565
1.000	2.0546
1.618	2.0515
2.618	2.0465
4.250	2.0384

Fisher Pivots for day following 26-Nov-2007
Pivot	1 day	3 day
R1	2.0632	2.0607
PP	2.0626	2.0578
S1	2.0621	2.0548

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

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