CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 21-Apr-2008

Day Change Summary
	Previous	Current
	18-Apr-2008	21-Apr-2008	Change	Change %	Previous Week
Open	1.9791	1.9820	0.0029	0.1%	1.9432
High	1.9791	1.9820	0.0029	0.1%	1.9791
Low	1.9735	1.9600	-0.0135	-0.7%	1.9400
Close	1.9736	1.9600	-0.0136	-0.7%	1.9736
Range	0.0056	0.0220	0.0164	292.9%	0.0391
ATR	0.0112	0.0120	0.0008	6.9%	0.0000
Volume	218	56	-162	-74.3%	306

Daily Pivots for day following 21-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0333	2.0187	1.9721
R3	2.0113	1.9967	1.9661
R2	1.9893	1.9893	1.9640
R1	1.9747	1.9747	1.9620	1.9710
PP	1.9673	1.9673	1.9673	1.9655
S1	1.9527	1.9527	1.9580	1.9490
S2	1.9453	1.9453	1.9560
S3	1.9233	1.9307	1.9540
S4	1.9013	1.9087	1.9479

Weekly Pivots for week ending 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0815	2.0667	1.9951
R3	2.0424	2.0276	1.9844
R2	2.0033	2.0033	1.9808
R1	1.9885	1.9885	1.9772	1.9959
PP	1.9642	1.9642	1.9642	1.9680
S1	1.9494	1.9494	1.9700	1.9568
S2	1.9251	1.9251	1.9664
S3	1.8860	1.9103	1.9628
S4	1.8469	1.8712	1.9521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9820	1.9400	0.0420	2.1%	0.0142	0.7%	48%	True	False	70
10	1.9820	1.9400	0.0420	2.1%	0.0133	0.7%	48%	True	False	43
20	1.9903	1.9400	0.0503	2.6%	0.0100	0.5%	40%	False	False	72
40	2.0000	1.9395	0.0605	3.1%	0.0078	0.4%	34%	False	False	43

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	2.0755
2.618	2.0396
1.618	2.0176
1.000	2.0040
0.618	1.9956
HIGH	1.9820
0.618	1.9736
0.500	1.9710
0.382	1.9684
LOW	1.9600
0.618	1.9464
1.000	1.9380
1.618	1.9244
2.618	1.9024
4.250	1.8665

Fisher Pivots for day following 21-Apr-2008
Pivot	1 day	3 day
R1	1.9710	1.9661
PP	1.9673	1.9641
S1	1.9637	1.9620

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

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