CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 06-May-2008

Day Change Summary
	Previous	Current
	05-May-2008	06-May-2008	Change	Change %	Previous Week
Open	1.9571	1.9531	-0.0040	-0.2%	1.9596
High	1.9582	1.9571	-0.0011	-0.1%	1.9740
Low	1.9500	1.9475	-0.0025	-0.1%	1.9448
Close	1.9532	1.9544	0.0012	0.1%	1.9556
Range	0.0082	0.0096	0.0014	17.1%	0.0292
ATR	0.0145	0.0142	-0.0004	-2.4%	0.0000
Volume	99	43	-56	-56.6%	1,186

Daily Pivots for day following 06-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9818	1.9777	1.9597
R3	1.9722	1.9681	1.9570
R2	1.9626	1.9626	1.9562
R1	1.9585	1.9585	1.9553	1.9606
PP	1.9530	1.9530	1.9530	1.9540
S1	1.9489	1.9489	1.9535	1.9510
S2	1.9434	1.9434	1.9526
S3	1.9338	1.9393	1.9518
S4	1.9242	1.9297	1.9491

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	2.0457	2.0299	1.9717
R3	2.0165	2.0007	1.9636
R2	1.9873	1.9873	1.9610
R1	1.9715	1.9715	1.9583	1.9648
PP	1.9581	1.9581	1.9581	1.9548
S1	1.9423	1.9423	1.9529	1.9356
S2	1.9289	1.9289	1.9502
S3	1.8997	1.9131	1.9476
S4	1.8705	1.8839	1.9395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9715	1.9448	0.0267	1.4%	0.0154	0.8%	36%	False	False	179
10	1.9748	1.9448	0.0300	1.5%	0.0155	0.8%	32%	False	False	146
20	1.9820	1.9400	0.0420	2.1%	0.0146	0.7%	34%	False	False	94
40	2.0000	1.9400	0.0600	3.1%	0.0111	0.6%	24%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.9979
2.618	1.9822
1.618	1.9726
1.000	1.9667
0.618	1.9630
HIGH	1.9571
0.618	1.9534
0.500	1.9523
0.382	1.9512
LOW	1.9475
0.618	1.9416
1.000	1.9379
1.618	1.9320
2.618	1.9224
4.250	1.9067

Fisher Pivots for day following 06-May-2008
Pivot	1 day	3 day
R1	1.9537	1.9588
PP	1.9530	1.9573
S1	1.9523	1.9559

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

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