CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 28-Apr-2008

Day Change Summary
	Previous	Current
	25-Apr-2008	28-Apr-2008	Change	Change %	Previous Week
Open	1.9489	1.9596	0.0107	0.5%	1.9820
High	1.9672	1.9740	0.0068	0.3%	1.9820
Low	1.9486	1.9596	0.0110	0.6%	1.9486
Close	1.9622	1.9702	0.0080	0.4%	1.9622
Range	0.0186	0.0144	-0.0042	-22.6%	0.0334
ATR	0.0132	0.0133	0.0001	0.6%	0.0000
Volume	42	379	337	802.4%	201

Daily Pivots for day following 28-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0111	2.0051	1.9781
R3	1.9967	1.9907	1.9742
R2	1.9823	1.9823	1.9728
R1	1.9763	1.9763	1.9715	1.9793
PP	1.9679	1.9679	1.9679	1.9695
S1	1.9619	1.9619	1.9689	1.9649
S2	1.9535	1.9535	1.9676
S3	1.9391	1.9475	1.9662
S4	1.9247	1.9331	1.9623

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0645	2.0467	1.9806
R3	2.0311	2.0133	1.9714
R2	1.9977	1.9977	1.9683
R1	1.9799	1.9799	1.9653	1.9721
PP	1.9643	1.9643	1.9643	1.9604
S1	1.9465	1.9465	1.9591	1.9387
S2	1.9309	1.9309	1.9561
S3	1.8975	1.9131	1.9530
S4	1.8641	1.8797	1.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9758	1.9486	0.0272	1.4%	0.0164	0.8%	79%	False	False	104
10	1.9820	1.9400	0.0420	2.1%	0.0153	0.8%	72%	False	False	87
20	1.9820	1.9400	0.0420	2.1%	0.0120	0.6%	72%	False	False	50
40	2.0000	1.9400	0.0600	3.0%	0.0095	0.5%	50%	False	False	55

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0352
2.618	2.0117
1.618	1.9973
1.000	1.9884
0.618	1.9829
HIGH	1.9740
0.618	1.9685
0.500	1.9668
0.382	1.9651
LOW	1.9596
0.618	1.9507
1.000	1.9452
1.618	1.9363
2.618	1.9219
4.250	1.8984

Fisher Pivots for day following 28-Apr-2008
Pivot	1 day	3 day
R1	1.9691	1.9672
PP	1.9679	1.9643
S1	1.9668	1.9613

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

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