CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 07-May-2008

Day Change Summary
	Previous	Current
	06-May-2008	07-May-2008	Change	Change %	Previous Week
Open	1.9531	1.9513	-0.0018	-0.1%	1.9596
High	1.9571	1.9513	-0.0058	-0.3%	1.9740
Low	1.9475	1.9325	-0.0150	-0.8%	1.9448
Close	1.9544	1.9345	-0.0199	-1.0%	1.9556
Range	0.0096	0.0188	0.0092	95.8%	0.0292
ATR	0.0142	0.0147	0.0006	3.9%	0.0000
Volume	43	79	36	83.7%	1,186

Daily Pivots for day following 07-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9958	1.9840	1.9448
R3	1.9770	1.9652	1.9397
R2	1.9582	1.9582	1.9379
R1	1.9464	1.9464	1.9362	1.9429
PP	1.9394	1.9394	1.9394	1.9377
S1	1.9276	1.9276	1.9328	1.9241
S2	1.9206	1.9206	1.9311
S3	1.9018	1.9088	1.9293
S4	1.8830	1.8900	1.9242

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	1.9325	0.0390	2.0%	0.0142	0.7%	5%	False	True	185
10	1.9740	1.9325	0.0415	2.1%	0.0158	0.8%	5%	False	True	152
20	1.9820	1.9325	0.0495	2.6%	0.0152	0.8%	4%	False	True	98
40	2.0000	1.9325	0.0675	3.5%	0.0115	0.6%	3%	False	True	78

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.0312
2.618	2.0005
1.618	1.9817
1.000	1.9701
0.618	1.9629
HIGH	1.9513
0.618	1.9441
0.500	1.9419
0.382	1.9397
LOW	1.9325
0.618	1.9209
1.000	1.9137
1.618	1.9021
2.618	1.8833
4.250	1.8526

Fisher Pivots for day following 07-May-2008
Pivot	1 day	3 day
R1	1.9419	1.9454
PP	1.9394	1.9417
S1	1.9370	1.9381

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

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