CME British Pound Future September 2008

Trading Metrics calculated at close of trading on 08-May-2008

Day Change Summary
	Previous	Current
	07-May-2008	08-May-2008	Change	Change %	Previous Week
Open	1.9513	1.9414	-0.0099	-0.5%	1.9596
High	1.9513	1.9415	-0.0098	-0.5%	1.9740
Low	1.9325	1.9344	0.0019	0.1%	1.9448
Close	1.9345	1.9351	0.0006	0.0%	1.9556
Range	0.0188	0.0071	-0.0117	-62.2%	0.0292
ATR	0.0147	0.0142	-0.0005	-3.7%	0.0000
Volume	79	159	80	101.3%	1,186

Daily Pivots for day following 08-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.9583	1.9538	1.9390
R3	1.9512	1.9467	1.9371
R2	1.9441	1.9441	1.9364
R1	1.9396	1.9396	1.9358	1.9383
PP	1.9370	1.9370	1.9370	1.9364
S1	1.9325	1.9325	1.9344	1.9312
S2	1.9299	1.9299	1.9338
S3	1.9228	1.9254	1.9331
S4	1.9157	1.9183	1.9312

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	1.9700	1.9325	0.0375	1.9%	0.0123	0.6%	7%	False	False	179
10	1.9740	1.9325	0.0415	2.1%	0.0153	0.8%	6%	False	False	160
20	1.9820	1.9325	0.0495	2.6%	0.0149	0.8%	5%	False	False	105
40	2.0000	1.9325	0.0675	3.5%	0.0117	0.6%	4%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.9717
2.618	1.9601
1.618	1.9530
1.000	1.9486
0.618	1.9459
HIGH	1.9415
0.618	1.9388
0.500	1.9380
0.382	1.9371
LOW	1.9344
0.618	1.9300
1.000	1.9273
1.618	1.9229
2.618	1.9158
4.250	1.9042

Fisher Pivots for day following 08-May-2008
Pivot	1 day	3 day
R1	1.9380	1.9448
PP	1.9370	1.9416
S1	1.9361	1.9383

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

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