CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 07-Jan-2008

Day Change Summary
	Previous	Current
	04-Jan-2008	07-Jan-2008	Change	Change %	Previous Week
Open	1.9728	1.9697	-0.0031	-0.2%	2.0037
High	1.9815	1.9712	-0.0103	-0.5%	2.0055
Low	1.9670	1.9640	-0.0030	-0.2%	1.9665
Close	1.9686	1.9655	-0.0031	-0.2%	1.9686
Range	0.0145	0.0072	-0.0073	-50.3%	0.0390
ATR	0.0128	0.0124	-0.0004	-3.1%	0.0000
Volume	67,990	77,313	9,323	13.7%	185,331

Daily Pivots for day following 07-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9885	1.9842	1.9695
R3	1.9813	1.9770	1.9675
R2	1.9741	1.9741	1.9668
R1	1.9698	1.9698	1.9662	1.9684
PP	1.9669	1.9669	1.9669	1.9662
S1	1.9626	1.9626	1.9648	1.9612
S2	1.9597	1.9597	1.9642
S3	1.9525	1.9554	1.9635
S4	1.9453	1.9482	1.9615

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0972	2.0719	1.9901
R3	2.0582	2.0329	1.9793
R2	2.0192	2.0192	1.9758
R1	1.9939	1.9939	1.9722	1.9871
PP	1.9802	1.9802	1.9802	1.9768
S1	1.9549	1.9549	1.9650	1.9481
S2	1.9412	1.9412	1.9615
S3	1.9022	1.9159	1.9579
S4	1.8632	1.8769	1.9472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0055	1.9640	0.0415	2.1%	0.0136	0.7%	4%	False	True	52,528
10	2.0055	1.9640	0.0415	2.1%	0.0099	0.5%	4%	False	True	42,345
20	2.0580	1.9640	0.0940	4.8%	0.0108	0.5%	2%	False	True	43,979
40	2.1002	1.9640	0.1362	6.9%	0.0068	0.3%	1%	False	True	22,544
60	2.1002	1.9640	0.1362	6.9%	0.0046	0.2%	1%	False	True	15,061
80	2.1002	1.9640	0.1362	6.9%	0.0035	0.2%	1%	False	True	11,315

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.0018
2.618	1.9900
1.618	1.9828
1.000	1.9784
0.618	1.9756
HIGH	1.9712
0.618	1.9684
0.500	1.9676
0.382	1.9668
LOW	1.9640
0.618	1.9596
1.000	1.9568
1.618	1.9524
2.618	1.9452
4.250	1.9334

Fisher Pivots for day following 07-Jan-2008
Pivot	1 day	3 day
R1	1.9676	1.9728
PP	1.9669	1.9703
S1	1.9662	1.9679

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

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