CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 02-Jan-2008

Day Change Summary
	Previous	Current
	31-Dec-2007	02-Jan-2008	Change	Change %	Previous Week
Open	2.0037	1.9774	-0.0263	-1.3%	1.9754
High	2.0055	1.9800	-0.0255	-1.3%	1.9935
Low	1.9768	1.9730	-0.0038	-0.2%	1.9715
Close	1.9785	1.9763	-0.0022	-0.1%	1.9885
Range	0.0287	0.0070	-0.0217	-75.6%	0.0220
ATR	0.0132	0.0128	-0.0004	-3.4%	0.0000
Volume	36,882	30,262	-6,620	-17.9%	109,372

Daily Pivots for day following 02-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9974	1.9939	1.9802
R3	1.9904	1.9869	1.9782
R2	1.9834	1.9834	1.9776
R1	1.9799	1.9799	1.9769	1.9782
PP	1.9764	1.9764	1.9764	1.9756
S1	1.9729	1.9729	1.9757	1.9712
S2	1.9694	1.9694	1.9750
S3	1.9624	1.9659	1.9744
S4	1.9554	1.9589	1.9725

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0505	2.0415	2.0006
R3	2.0285	2.0195	1.9946
R2	2.0065	2.0065	1.9925
R1	1.9975	1.9975	1.9905	2.0020
PP	1.9845	1.9845	1.9845	1.9868
S1	1.9755	1.9755	1.9865	1.9800
S2	1.9625	1.9625	1.9845
S3	1.9405	1.9535	1.9825
S4	1.9185	1.9315	1.9764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0055	1.9730	0.0325	1.6%	0.0109	0.6%	10%	False	True	26,549
10	2.0145	1.9715	0.0430	2.2%	0.0100	0.5%	11%	False	False	38,166
20	2.0580	1.9715	0.0865	4.4%	0.0098	0.5%	6%	False	False	34,744
40	2.1002	1.9715	0.1287	6.5%	0.0061	0.3%	4%	False	False	17,671
60	2.1002	1.9715	0.1287	6.5%	0.0041	0.2%	4%	False	False	11,803
80	2.1002	1.9715	0.1287	6.5%	0.0031	0.2%	4%	False	False	8,871

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0098
2.618	1.9983
1.618	1.9913
1.000	1.9870
0.618	1.9843
HIGH	1.9800
0.618	1.9773
0.500	1.9765
0.382	1.9757
LOW	1.9730
0.618	1.9687
1.000	1.9660
1.618	1.9617
2.618	1.9547
4.250	1.9433

Fisher Pivots for day following 02-Jan-2008
Pivot	1 day	3 day
R1	1.9765	1.9893
PP	1.9764	1.9849
S1	1.9764	1.9806

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

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