CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 20-Nov-2006
Day Change Summary Previous Current 17-Nov-2006 20-Nov-2006 Change Change % Previous Week Open 1.8941 1.8972 0.0031 0.2% 1.9017 High 1.8941 1.8972 0.0031 0.2% 1.9017 Low 1.8941 1.8972 0.0031 0.2% 1.8887 Close 1.8941 1.8972 0.0031 0.2% 1.8941 Range ATR 0.0058 0.0056 -0.0002 -3.3% 0.0000 Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 20-Nov-2006 Classic Woodie Camarilla DeMark R4 1.8972 1.8972 1.8972 R3 1.8972 1.8972 1.8972 R2 1.8972 1.8972 1.8972 R1 1.8972 1.8972 1.8972 1.8972 PP 1.8972 1.8972 1.8972 1.8972 S1 1.8972 1.8972 1.8972 1.8972 S2 1.8972 1.8972 1.8972 S3 1.8972 1.8972 1.8972 S4 1.8972 1.8972 1.8972	Weekly Pivots for week ending 17-Nov-2006 Classic Woodie Camarilla DeMark R4 1.9338 1.9270 1.9013 R3 1.9208 1.9140 1.8977 R2 1.9078 1.9078 1.8965 R1 1.9010 1.9010 1.8953 1.8979 PP 1.8948 1.8948 1.8948 1.8933 S1 1.8880 1.8880 1.8929 1.8849 S2 1.8818 1.8818 1.8917 S3 1.8688 1.8750 1.8905 S4 1.8558 1.8620 1.8870
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.8980 1.8887 0.0093 0.5% 0.0012 0.1% 91% False False 2 10 1.9176 1.8887 0.0289 1.5% 0.0012 0.1% 29% False False 1 20 1.9176 1.8763 0.0413 2.2% 0.0006 0.0% 51% False False 1
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.8972 2.618 1.8972 1.618 1.8972 1.000 1.8972 0.618 1.8972 HIGH 1.8972 0.618 1.8972 0.500 1.8972 0.382 1.8972 LOW 1.8972 0.618 1.8972 1.000 1.8972 1.618 1.8972 2.618 1.8972 4.250 1.8972
Fisher Pivots for day following 20-Nov-2006 Pivot 1 day 3 day R1 1.8972 1.8958 PP 1.8972 1.8944 S1 1.8972 1.8930

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