CME British Pound Future September 2008

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Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary Previous Current 11-Mar-2008 12-Mar-2008 Change Change % Previous Week Open 1.9760 1.9945 0.0185 0.9% 1.9521 High 1.9772 1.9945 0.0173 0.9% 1.9852 Low 1.9750 1.9945 0.0195 1.0% 1.9521 Close 1.9738 1.9945 0.0207 1.0% 1.9852 Range 0.0022 0.0000 -0.0022 -100.0% 0.0331 ATR 0.0066 0.0076 0.0010 15.2% 0.0000 Volume 37 7 -30 -81.1% 79
Daily Pivots for day following 12-Mar-2008 Classic Woodie Camarilla DeMark R4 1.9945 1.9945 1.9945 R3 1.9945 1.9945 1.9945 R2 1.9945 1.9945 1.9945 R1 1.9945 1.9945 1.9945 1.9945 PP 1.9945 1.9945 1.9945 1.9945 S1 1.9945 1.9945 1.9945 1.9945 S2 1.9945 1.9945 1.9945 S3 1.9945 1.9945 1.9945 S4 1.9945 1.9945 1.9945	Weekly Pivots for week ending 07-Mar-2008 Classic Woodie Camarilla DeMark R4 2.0735 2.0624 2.0034 R3 2.0404 2.0293 1.9943 R2 2.0073 2.0073 1.9913 R1 1.9962 1.9962 1.9882 2.0018 PP 1.9742 1.9742 1.9742 1.9769 S1 1.9631 1.9631 1.9822 1.9687 S2 1.9411 1.9411 1.9791 S3 1.9080 1.9300 1.9761 S4 1.8749 1.8969 1.9670
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9945 1.9750 0.0195 1.0% 0.0014 0.1% 100% True False 16 10 1.9945 1.9521 0.0424 2.1% 0.0044 0.2% 100% True False 13
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 0.0003 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.9945 2.618 1.9945 1.618 1.9945 1.000 1.9945 0.618 1.9945 HIGH 1.9945 0.618 1.9945 0.500 1.9945 0.382 1.9945 LOW 1.9945 0.618 1.9945 1.000 1.9945 1.618 1.9945 2.618 1.9945 4.250 1.9945
Fisher Pivots for day following 12-Mar-2008 Pivot 1 day 3 day R1 1.9945 1.9913 PP 1.9945 1.9880 S1 1.9945 1.9848

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