CME British Pound Future December 2008

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Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary Previous Current 22-Jul-2008 23-Jul-2008 Change Change % Previous Week Open 1.9816 1.9705 -0.0111 -0.6% 1.9672 High 1.9817 1.9817 0.0000 0.0% 1.9923 Low 1.9696 1.9704 0.0008 0.0% 1.9611 Close 1.9704 1.9757 0.0053 0.3% 1.9762 Range 0.0121 0.0113 -0.0008 -6.6% 0.0312 ATR 0.0096 0.0097 0.0001 1.3% 0.0000 Volume 6 8 2 33.3% 100
Daily Pivots for day following 23-Jul-2008 Classic Woodie Camarilla DeMark R4 2.0098 2.0041 1.9819 R3 1.9985 1.9928 1.9788 R2 1.9872 1.9872 1.9778 R1 1.9815 1.9815 1.9767 1.9844 PP 1.9759 1.9759 1.9759 1.9774 S1 1.9702 1.9702 1.9747 1.9731 S2 1.9646 1.9646 1.9736 S3 1.9533 1.9589 1.9726 S4 1.9420 1.9476 1.9695	Weekly Pivots for week ending 18-Jul-2008 Classic Woodie Camarilla DeMark R4 2.0701 2.0544 1.9934 R3 2.0389 2.0232 1.9848 R2 2.0077 2.0077 1.9819 R1 1.9920 1.9920 1.9791 1.9999 PP 1.9765 1.9765 1.9765 1.9805 S1 1.9608 1.9608 1.9733 1.9687 S2 1.9453 1.9453 1.9705 S3 1.9141 1.9296 1.9676 S4 1.8829 1.8984 1.9590
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9831 1.9696 0.0135 0.7% 0.0066 0.3% 45% False False 7 10 1.9923 1.9497 0.0426 2.2% 0.0082 0.4% 61% False False 13 20 1.9923 1.9432 0.0491 2.5% 0.0079 0.4% 66% False False 36
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 2.0297 2.618 2.0113 1.618 2.0000 1.000 1.9930 0.618 1.9887 HIGH 1.9817 0.618 1.9774 0.500 1.9761 0.382 1.9747 LOW 1.9704 0.618 1.9634 1.000 1.9591 1.618 1.9521 2.618 1.9408 4.250 1.9224
Fisher Pivots for day following 23-Jul-2008 Pivot 1 day 3 day R1 1.9761 1.9757 PP 1.9759 1.9757 S1 1.9758 1.9757

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