CME British Pound Future March 2008

Trading Metrics calculated at close of trading on 17-Mar-2008

Day Change Summary
	Previous	Current
	14-Mar-2008	17-Mar-2008	Change	Change %	Previous Week
Open	2.0272	2.0040	-0.0232	-1.1%	2.0193
High	2.0385	2.0056	-0.0329	-1.6%	2.0385
Low	2.0200	2.0040	-0.0160	-0.8%	1.9995
Close	2.0216	2.0056	-0.0160	-0.8%	2.0216
Range	0.0185	0.0016	-0.0169	-91.4%	0.0390
ATR	0.0139	0.0142	0.0003	1.9%	0.0000
Volume	58,171	21,258	-36,913	-63.5%	412,000

Daily Pivots for day following 17-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0099	2.0093	2.0065
R3	2.0083	2.0077	2.0060
R2	2.0067	2.0067	2.0059
R1	2.0061	2.0061	2.0057	2.0064
PP	2.0051	2.0051	2.0051	2.0052
S1	2.0045	2.0045	2.0055	2.0048
S2	2.0035	2.0035	2.0053
S3	2.0019	2.0029	2.0052
S4	2.0003	2.0013	2.0047

Weekly Pivots for week ending 14-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.1369	2.1182	2.0431
R3	2.0979	2.0792	2.0323
R2	2.0589	2.0589	2.0288
R1	2.0402	2.0402	2.0252	2.0496
PP	2.0199	2.0199	2.0199	2.0245
S1	2.0012	2.0012	2.0180	2.0106
S2	1.9809	1.9809	2.0145
S3	1.9419	1.9622	2.0109
S4	1.9029	1.9232	2.0002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0385	1.9995	0.0390	1.9%	0.0112	0.6%	16%	False	False	69,213
10	2.0385	1.9755	0.0630	3.1%	0.0113	0.6%	48%	False	False	75,508
20	2.0385	1.9330	0.1055	5.3%	0.0102	0.5%	69%	False	False	75,339
40	2.0385	1.9330	0.1055	5.3%	0.0098	0.5%	69%	False	False	73,649
60	2.0385	1.9330	0.1055	5.3%	0.0099	0.5%	69%	False	False	67,633
80	2.0650	1.9330	0.1320	6.6%	0.0092	0.5%	55%	False	False	55,332
100	2.1002	1.9330	0.1672	8.3%	0.0075	0.4%	43%	False	False	44,322
120	2.1002	1.9330	0.1672	8.3%	0.0062	0.3%	43%	False	False	36,948

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	0.0021
Narrowest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	2.0124
2.618	2.0098
1.618	2.0082
1.000	2.0072
0.618	2.0066
HIGH	2.0056
0.618	2.0050
0.500	2.0048
0.382	2.0046
LOW	2.0040
0.618	2.0030
1.000	2.0024
1.618	2.0014
2.618	1.9998
4.250	1.9972

Fisher Pivots for day following 17-Mar-2008
Pivot	1 day	3 day
R1	2.0053	2.0213
PP	2.0051	2.0160
S1	2.0048	2.0108

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

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