CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 10-Mar-2008

Day Change Summary
	Previous	Current
	07-Mar-2008	10-Mar-2008	Change	Change %	Previous Week
Open	2.0162	2.0193	0.0031	0.2%	1.9840
High	2.0200	2.0193	-0.0007	0.0%	2.0200
Low	2.0108	2.0080	-0.0028	-0.1%	1.9755
Close	2.0137	2.0085	-0.0052	-0.3%	2.0137
Range	0.0092	0.0113	0.0021	22.8%	0.0445
ATR	0.0127	0.0126	-0.0001	-0.8%	0.0000
Volume	85,999	87,191	1,192	1.4%	395,271

Daily Pivots for day following 10-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0458	2.0385	2.0147
R3	2.0345	2.0272	2.0116
R2	2.0232	2.0232	2.0106
R1	2.0159	2.0159	2.0095	2.0139
PP	2.0119	2.0119	2.0119	2.0110
S1	2.0046	2.0046	2.0075	2.0026
S2	2.0006	2.0006	2.0064
S3	1.9893	1.9933	2.0054
S4	1.9780	1.9820	2.0023

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.1366	2.1196	2.0382
R3	2.0921	2.0751	2.0259
R2	2.0476	2.0476	2.0219
R1	2.0306	2.0306	2.0178	2.0391
PP	2.0031	2.0031	2.0031	2.0073
S1	1.9861	1.9861	2.0096	1.9946
S2	1.9586	1.9586	2.0055
S3	1.9141	1.9416	2.0015
S4	1.8696	1.8971	1.9892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0200	1.9755	0.0445	2.2%	0.0115	0.6%	74%	False	False	81,804
10	2.0200	1.9692	0.0508	2.5%	0.0116	0.6%	77%	False	False	77,269
20	2.0200	1.9330	0.0870	4.3%	0.0095	0.5%	87%	False	False	72,048
40	2.0200	1.9330	0.0870	4.3%	0.0097	0.5%	87%	False	False	75,475
60	2.0580	1.9330	0.1250	6.2%	0.0100	0.5%	60%	False	False	67,091
80	2.0650	1.9330	0.1320	6.6%	0.0085	0.4%	57%	False	False	51,039
100	2.1002	1.9330	0.1672	8.3%	0.0069	0.3%	45%	False	False	40,862
120	2.1002	1.9330	0.1672	8.3%	0.0058	0.3%	45%	False	False	34,067

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.0673
2.618	2.0489
1.618	2.0376
1.000	2.0306
0.618	2.0263
HIGH	2.0193
0.618	2.0150
0.500	2.0137
0.382	2.0123
LOW	2.0080
0.618	2.0010
1.000	1.9967
1.618	1.9897
2.618	1.9784
4.250	1.9600

Fisher Pivots for day following 10-Mar-2008
Pivot	1 day	3 day
R1	2.0137	2.0100
PP	2.0119	2.0095
S1	2.0102	2.0090

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

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