CME British Pound Future September 2008

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Trading Metrics calculated at close of trading on 24-Mar-2008
Day Change Summary Previous Current 20-Mar-2008 24-Mar-2008 Change Change % Previous Week Open 1.9474 1.9556 0.0082 0.4% 1.9892 High 1.9530 1.9556 0.0026 0.1% 1.9892 Low 1.9444 1.9556 0.0112 0.6% 1.9444 Close 1.9534 1.9556 0.0022 0.1% 1.9534 Range 0.0086 0.0000 -0.0086 -100.0% 0.0448 ATR 0.0093 0.0088 -0.0005 -5.5% 0.0000 Volume 6 46 40 666.7% 76
Daily Pivots for day following 24-Mar-2008 Classic Woodie Camarilla DeMark R4 1.9556 1.9556 1.9556 R3 1.9556 1.9556 1.9556 R2 1.9556 1.9556 1.9556 R1 1.9556 1.9556 1.9556 1.9556 PP 1.9556 1.9556 1.9556 1.9556 S1 1.9556 1.9556 1.9556 1.9556 S2 1.9556 1.9556 1.9556 S3 1.9556 1.9556 1.9556 S4 1.9556 1.9556 1.9556	Weekly Pivots for week ending 21-Mar-2008 Classic Woodie Camarilla DeMark R4 2.0967 2.0699 1.9780 R3 2.0519 2.0251 1.9657 R2 2.0071 2.0071 1.9616 R1 1.9803 1.9803 1.9575 1.9713 PP 1.9623 1.9623 1.9623 1.9579 S1 1.9355 1.9355 1.9493 1.9265 S2 1.9175 1.9175 1.9452 S3 1.8727 1.8907 1.9411 S4 1.8279 1.8459 1.9288
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9892 1.9444 0.0448 2.3% 0.0122 0.6% 25% False False 24 10 2.0000 1.9444 0.0556 2.8% 0.0070 0.4% 20% False False 16 20 2.0000 1.9395 0.0605 3.1% 0.0056 0.3% 27% False False 13
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0004 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1.9556 2.618 1.9556 1.618 1.9556 1.000 1.9556 0.618 1.9556 HIGH 1.9556 0.618 1.9556 0.500 1.9556 0.382 1.9556 LOW 1.9556 0.618 1.9556 1.000 1.9556 1.618 1.9556 2.618 1.9556 4.250 1.9556
Fisher Pivots for day following 24-Mar-2008 Pivot 1 day 3 day R1 1.9556 1.9660 PP 1.9556 1.9625 S1 1.9556 1.9591

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