CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 22-Apr-2008

Day Change Summary
	Previous	Current
	21-Apr-2008	22-Apr-2008	Change	Change %	Previous Week
Open	1.9820	1.9584	-0.0236	-1.2%	1.9432
High	1.9820	1.9758	-0.0062	-0.3%	1.9791
Low	1.9600	1.9542	-0.0058	-0.3%	1.9400
Close	1.9600	1.9749	0.0149	0.8%	1.9736
Range	0.0220	0.0216	-0.0004	-1.8%	0.0391
ATR	0.0120	0.0127	0.0007	5.7%	0.0000
Volume	56	7	-49	-87.5%	306

Daily Pivots for day following 22-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0331	2.0256	1.9868
R3	2.0115	2.0040	1.9808
R2	1.9899	1.9899	1.9789
R1	1.9824	1.9824	1.9769	1.9862
PP	1.9683	1.9683	1.9683	1.9702
S1	1.9608	1.9608	1.9729	1.9646
S2	1.9467	1.9467	1.9709
S3	1.9251	1.9392	1.9690
S4	1.9035	1.9176	1.9630

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	1.9450	0.0370	1.9%	0.0163	0.8%	81%	False	False	70
10	1.9820	1.9400	0.0420	2.1%	0.0138	0.7%	83%	False	False	42
20	1.9903	1.9400	0.0503	2.5%	0.0110	0.6%	69%	False	False	48
40	2.0000	1.9400	0.0600	3.0%	0.0083	0.4%	58%	False	False	43

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	True
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0676
2.618	2.0323
1.618	2.0107
1.000	1.9974
0.618	1.9891
HIGH	1.9758
0.618	1.9675
0.500	1.9650
0.382	1.9625
LOW	1.9542
0.618	1.9409
1.000	1.9326
1.618	1.9193
2.618	1.8977
4.250	1.8624

Fisher Pivots for day following 22-Apr-2008
Pivot	1 day	3 day
R1	1.9716	1.9726
PP	1.9683	1.9704
S1	1.9650	1.9681

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

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