CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 13-Nov-2006
Day Change Summary Previous Current 10-Nov-2006 13-Nov-2006 Change Change % Previous Week Open 1.9176 1.9017 -0.0159 -0.8% 1.8974 High 1.9176 1.9017 -0.0159 -0.8% 1.9176 Low 1.9120 1.9017 -0.0103 -0.5% 1.8980 Close 1.9119 1.9017 -0.0102 -0.5% 1.9119 Range 0.0056 0.0000 -0.0056 -100.0% 0.0196 ATR 0.0055 0.0058 0.0003 6.2% 0.0000 Volume 2 1 -1 -50.0% 3
Daily Pivots for day following 13-Nov-2006 Classic Woodie Camarilla DeMark R4 1.9017 1.9017 1.9017 R3 1.9017 1.9017 1.9017 R2 1.9017 1.9017 1.9017 R1 1.9017 1.9017 1.9017 1.9017 PP 1.9017 1.9017 1.9017 1.9017 S1 1.9017 1.9017 1.9017 1.9017 S2 1.9017 1.9017 1.9017 S3 1.9017 1.9017 1.9017 S4 1.9017 1.9017 1.9017	Weekly Pivots for week ending 10-Nov-2006 Classic Woodie Camarilla DeMark R4 1.9680 1.9595 1.9227 R3 1.9484 1.9399 1.9173 R2 1.9288 1.9288 1.9155 R1 1.9203 1.9203 1.9137 1.9246 PP 1.9092 1.9092 1.9092 1.9113 S1 1.9007 1.9007 1.9101 1.9050 S2 1.8896 1.8896 1.9083 S3 1.8700 1.8811 1.9065 S4 1.8504 1.8615 1.9011
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9176 1.9017 0.0159 0.8% 0.0011 0.1% 0% False True 10 1.9176 1.8980 0.0196 1.0% 0.0006 0.0% 19% False False 1 20 1.9176 1.8696 0.0480 2.5% 0.0003 0.0% 67% False False 1
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 -0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.9017 2.618 1.9017 1.618 1.9017 1.000 1.9017 0.618 1.9017 HIGH 1.9017 0.618 1.9017 0.500 1.9017 0.382 1.9017 LOW 1.9017 0.618 1.9017 1.000 1.9017 1.618 1.9017 2.618 1.9017 4.250 1.9017
Fisher Pivots for day following 13-Nov-2006 Pivot 1 day 3 day R1 1.9017 1.9097 PP 1.9017 1.9070 S1 1.9017 1.9044

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