CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 23-Apr-2008

Day Change Summary
	Previous	Current
	22-Apr-2008	23-Apr-2008	Change	Change %	Previous Week
Open	1.9584	1.9748	0.0164	0.8%	1.9432
High	1.9758	1.9748	-0.0010	-0.1%	1.9791
Low	1.9542	1.9596	0.0054	0.3%	1.9400
Close	1.9749	1.9602	-0.0147	-0.7%	1.9736
Range	0.0216	0.0152	-0.0064	-29.6%	0.0391
ATR	0.0127	0.0128	0.0002	1.5%	0.0000
Volume	7	18	11	157.1%	306

Daily Pivots for day following 23-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0105	2.0005	1.9686
R3	1.9953	1.9853	1.9644
R2	1.9801	1.9801	1.9630
R1	1.9701	1.9701	1.9616	1.9675
PP	1.9649	1.9649	1.9649	1.9636
S1	1.9549	1.9549	1.9588	1.9523
S2	1.9497	1.9497	1.9574
S3	1.9345	1.9397	1.9560
S4	1.9193	1.9245	1.9518

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	1.9502	0.0318	1.6%	0.0171	0.9%	31%	False	False	70
10	1.9820	1.9400	0.0420	2.1%	0.0145	0.7%	48%	False	False	43
20	1.9903	1.9400	0.0503	2.6%	0.0111	0.6%	40%	False	False	48
40	2.0000	1.9400	0.0600	3.1%	0.0087	0.4%	34%	False	False	43

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.0394
2.618	2.0146
1.618	1.9994
1.000	1.9900
0.618	1.9842
HIGH	1.9748
0.618	1.9690
0.500	1.9672
0.382	1.9654
LOW	1.9596
0.618	1.9502
1.000	1.9444
1.618	1.9350
2.618	1.9198
4.250	1.8950

Fisher Pivots for day following 23-Apr-2008
Pivot	1 day	3 day
R1	1.9672	1.9681
PP	1.9649	1.9655
S1	1.9625	1.9628

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

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