CME British Pound Future June 2008

Trading Metrics calculated at close of trading on 04-Mar-2008

Day Change Summary
	Previous	Current
	03-Mar-2008	04-Mar-2008	Change	Change %	Previous Week
Open	1.9693	1.9720	0.0027	0.1%	1.9510
High	1.9810	1.9730	-0.0080	-0.4%	1.9778
Low	1.9690	1.9660	-0.0030	-0.2%	1.9510
Close	1.9696	1.9707	0.0011	0.1%	1.9730
Range	0.0120	0.0070	-0.0050	-41.7%	0.0268
ATR	0.0085	0.0084	-0.0001	-1.3%	0.0000
Volume	1,077	1,161	84	7.8%	3,746

Daily Pivots for day following 04-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9909	1.9878	1.9746
R3	1.9839	1.9808	1.9726
R2	1.9769	1.9769	1.9720
R1	1.9738	1.9738	1.9713	1.9719
PP	1.9699	1.9699	1.9699	1.9689
S1	1.9668	1.9668	1.9701	1.9649
S2	1.9629	1.9629	1.9694
S3	1.9559	1.9598	1.9688
S4	1.9489	1.9528	1.9669

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0477	2.0371	1.9877
R3	2.0209	2.0103	1.9804
R2	1.9941	1.9941	1.9779
R1	1.9835	1.9835	1.9755	1.9888
PP	1.9673	1.9673	1.9673	1.9699
S1	1.9567	1.9567	1.9705	1.9620
S2	1.9405	1.9405	1.9681
S3	1.9137	1.9299	1.9656
S4	1.8869	1.9031	1.9583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9810	1.9660	0.0150	0.8%	0.0043	0.2%	31%	False	True	897
10	1.9810	1.9275	0.0535	2.7%	0.0028	0.1%	81%	False	False	756
20	1.9810	1.9235	0.0575	2.9%	0.0018	0.1%	82%	False	False	473
40	1.9810	1.9235	0.0575	2.9%	0.0011	0.1%	82%	False	False	375

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	0.0000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0028
2.618	1.9913
1.618	1.9843
1.000	1.9800
0.618	1.9773
HIGH	1.9730
0.618	1.9703
0.500	1.9695
0.382	1.9687
LOW	1.9660
0.618	1.9617
1.000	1.9590
1.618	1.9547
2.618	1.9477
4.250	1.9363

Fisher Pivots for day following 04-Mar-2008
Pivot	1 day	3 day
R1	1.9703	1.9735
PP	1.9699	1.9726
S1	1.9695	1.9716

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

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