CME British Pound Future September 2008

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Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary Previous Current 28-Mar-2008 31-Mar-2008 Change Change % Previous Week Open 1.9792 1.9560 -0.0232 -1.2% 1.9556 High 1.9806 1.9560 -0.0246 -1.2% 1.9903 Low 1.9670 1.9560 -0.0110 -0.6% 1.9556 Close 1.9636 1.9559 -0.0077 -0.4% 1.9636 Range 0.0136 0.0000 -0.0136 -100.0% 0.0347 ATR 0.0100 0.0099 -0.0002 -1.7% 0.0000 Volume 16 7 -9 -56.3% 1,006
Daily Pivots for day following 31-Mar-2008 Classic Woodie Camarilla DeMark R4 1.9560 1.9559 1.9559 R3 1.9560 1.9559 1.9559 R2 1.9560 1.9560 1.9559 R1 1.9559 1.9559 1.9559 1.9560 PP 1.9560 1.9560 1.9560 1.9560 S1 1.9559 1.9559 1.9559 1.9560 S2 1.9560 1.9560 1.9559 S3 1.9560 1.9559 1.9559 S4 1.9560 1.9559 1.9559	Weekly Pivots for week ending 28-Mar-2008 Classic Woodie Camarilla DeMark R4 2.0739 2.0535 1.9827 R3 2.0392 2.0188 1.9731 R2 2.0045 2.0045 1.9700 R1 1.9841 1.9841 1.9668 1.9943 PP 1.9698 1.9698 1.9698 1.9750 S1 1.9494 1.9494 1.9604 1.9596 S2 1.9351 1.9351 1.9572 S3 1.9004 1.9147 1.9541 S4 1.8657 1.8800 1.9445
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9903 1.9560 0.0343 1.8% 0.0084 0.4% 0% False True 193 10 1.9903 1.9444 0.0459 2.3% 0.0103 0.5% 25% False False 108 20 2.0000 1.9444 0.0556 2.8% 0.0070 0.4% 21% False False 60
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 5 trading days	Fibonacci Retracements and Extensions 4.250 1.9560 2.618 1.9560 1.618 1.9560 1.000 1.9560 0.618 1.9560 HIGH 1.9560 0.618 1.9560 0.500 1.9560 0.382 1.9560 LOW 1.9560 0.618 1.9560 1.000 1.9560 1.618 1.9560 2.618 1.9560 4.250 1.9560
Fisher Pivots for day following 31-Mar-2008 Pivot 1 day 3 day R1 1.9560 1.9732 PP 1.9560 1.9674 S1 1.9559 1.9617

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