CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 18-Jan-2008

Day Change Summary
	Previous	Current
	17-Jan-2008	18-Jan-2008	Change	Change %	Previous Week
Open	1.9649	1.9541	-0.0108	-0.5%	1.9530
High	1.9750	1.9575	-0.0175	-0.9%	1.9750
Low	1.9625	1.9465	-0.0160	-0.8%	1.9465
Close	1.9663	1.9503	-0.0160	-0.8%	1.9503
Range	0.0125	0.0110	-0.0015	-12.0%	0.0285
ATR	0.0123	0.0128	0.0005	4.4%	0.0000
Volume	105,922	89,738	-16,184	-15.3%	404,198

Daily Pivots for day following 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9844	1.9784	1.9564
R3	1.9734	1.9674	1.9533
R2	1.9624	1.9624	1.9523
R1	1.9564	1.9564	1.9513	1.9539
PP	1.9514	1.9514	1.9514	1.9502
S1	1.9454	1.9454	1.9493	1.9429
S2	1.9404	1.9404	1.9483
S3	1.9294	1.9344	1.9473
S4	1.9184	1.9234	1.9443

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0428	2.0250	1.9660
R3	2.0143	1.9965	1.9581
R2	1.9858	1.9858	1.9555
R1	1.9680	1.9680	1.9529	1.9627
PP	1.9573	1.9573	1.9573	1.9546
S1	1.9395	1.9395	1.9477	1.9342
S2	1.9288	1.9288	1.9451
S3	1.9003	1.9110	1.9425
S4	1.8718	1.8825	1.9346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9750	1.9465	0.0285	1.5%	0.0114	0.6%	13%	False	True	80,839
10	1.9750	1.9465	0.0285	1.5%	0.0093	0.5%	13%	False	True	74,999
20	2.0055	1.9465	0.0590	3.0%	0.0097	0.5%	6%	False	True	57,835
40	2.0650	1.9465	0.1185	6.1%	0.0088	0.5%	3%	False	True	39,252
60	2.1002	1.9465	0.1537	7.9%	0.0061	0.3%	2%	False	True	26,265
80	2.1002	1.9465	0.1537	7.9%	0.0046	0.2%	2%	False	True	19,719

Crabel Price Patterns
NR	True
NR4	True
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	0.0029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.0043
2.618	1.9863
1.618	1.9753
1.000	1.9685
0.618	1.9643
HIGH	1.9575
0.618	1.9533
0.500	1.9520
0.382	1.9507
LOW	1.9465
0.618	1.9397
1.000	1.9355
1.618	1.9287
2.618	1.9177
4.250	1.8998

Fisher Pivots for day following 18-Jan-2008
Pivot	1 day	3 day
R1	1.9520	1.9608
PP	1.9514	1.9573
S1	1.9509	1.9538

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

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