CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 15-Nov-2006
Day Change Summary Previous Current 14-Nov-2006 15-Nov-2006 Change Change % Previous Week Open 1.8970 1.8897 -0.0073 -0.4% 1.8974 High 1.8980 1.8897 -0.0083 -0.4% 1.9176 Low 1.8920 1.8897 -0.0023 -0.1% 1.8980 Close 1.8977 1.8897 -0.0080 -0.4% 1.9119 Range 0.0060 0.0000 -0.0060 -100.0% 0.0196 ATR 0.0061 0.0062 0.0001 2.3% 0.0000 Volume 0 1 1 3
Daily Pivots for day following 15-Nov-2006 Classic Woodie Camarilla DeMark R4 1.8897 1.8897 1.8897 R3 1.8897 1.8897 1.8897 R2 1.8897 1.8897 1.8897 R1 1.8897 1.8897 1.8897 1.8897 PP 1.8897 1.8897 1.8897 1.8897 S1 1.8897 1.8897 1.8897 1.8897 S2 1.8897 1.8897 1.8897 S3 1.8897 1.8897 1.8897 S4 1.8897 1.8897 1.8897	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 1.8897 0.0279 1.5% 0.0023 0.1% 0% False True 10 1.9176 1.8897 0.0279 1.5% 0.0012 0.1% 0% False True 20 1.9176 1.8758 0.0418 2.2% 0.0006 0.0% 33% 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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1.8897 2.618 1.8897 1.618 1.8897 1.000 1.8897 0.618 1.8897 HIGH 1.8897 0.618 1.8897 0.500 1.8897 0.382 1.8897 LOW 1.8897 0.618 1.8897 1.000 1.8897 1.618 1.8897 2.618 1.8897 4.250 1.8897
Fisher Pivots for day following 15-Nov-2006 Pivot 1 day 3 day R1 1.8897 1.8957 PP 1.8897 1.8937 S1 1.8897 1.8917

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