CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 04-Dec-2007

Day Change Summary
	Previous	Current
	03-Dec-2007	04-Dec-2007	Change	Change %	Previous Week
Open	2.0572	2.0506	-0.0066	-0.3%	2.0610
High	2.0601	2.0506	-0.0095	-0.5%	2.0650
Low	2.0570	2.0506	-0.0064	-0.3%	2.0475
Close	2.0595	2.0501	-0.0094	-0.5%	2.0492
Range	0.0031	0.0000	-0.0031	-100.0%	0.0175
ATR	0.0101	0.0100	-0.0001	-0.9%	0.0000
Volume	1,645	2,144	499	30.3%	3,879

Daily Pivots for day following 04-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0504	2.0503	2.0501
R3	2.0504	2.0503	2.0501
R2	2.0504	2.0504	2.0501
R1	2.0503	2.0503	2.0501	2.0504
PP	2.0504	2.0504	2.0504	2.0505
S1	2.0503	2.0503	2.0501	2.0504
S2	2.0504	2.0504	2.0501
S3	2.0504	2.0503	2.0501
S4	2.0504	2.0503	2.0501

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1064	2.0953	2.0588
R3	2.0889	2.0778	2.0540
R2	2.0714	2.0714	2.0524
R1	2.0603	2.0603	2.0508	2.0571
PP	2.0539	2.0539	2.0539	2.0523
S1	2.0428	2.0428	2.0476	2.0396
S2	2.0364	2.0364	2.0460
S3	2.0189	2.0253	2.0444
S4	2.0014	2.0078	2.0396

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0630	2.0475	0.0155	0.8%	0.0040	0.2%	17%	False	False	1,439
10	2.0650	2.0450	0.0200	1.0%	0.0039	0.2%	26%	False	False	944
20	2.1002	2.0360	0.0642	3.1%	0.0024	0.1%	22%	False	False	691
40	2.1002	2.0175	0.0827	4.0%	0.0013	0.1%	39%	False	False	387
60	2.1002	1.9839	0.1163	5.7%	0.0009	0.0%	57%	False	False	282

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0001
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.0506
2.618	2.0506
1.618	2.0506
1.000	2.0506
0.618	2.0506
HIGH	2.0506
0.618	2.0506
0.500	2.0506
0.382	2.0506
LOW	2.0506
0.618	2.0506
1.000	2.0506
1.618	2.0506
2.618	2.0506
4.250	2.0506

Fisher Pivots for day following 04-Dec-2007
Pivot	1 day	3 day
R1	2.0506	2.0538
PP	2.0504	2.0526
S1	2.0503	2.0513

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

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