CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 12-Dec-2006
Day Change Summary Previous Current 11-Dec-2006 12-Dec-2006 Change Change % Previous Week Open 1.9584 1.9695 0.0111 0.6% 1.9799 High 1.9584 1.9695 0.0111 0.6% 1.9799 Low 1.9584 1.9695 0.0111 0.6% 1.9522 Close 1.9584 1.9695 0.0111 0.6% 1.9522 Range ATR 0.0075 0.0078 0.0003 3.4% 0.0000 Volume 12 3 -9 -75.0% 8
Daily Pivots for day following 12-Dec-2006 Classic Woodie Camarilla DeMark R4 1.9695 1.9695 1.9695 R3 1.9695 1.9695 1.9695 R2 1.9695 1.9695 1.9695 R1 1.9695 1.9695 1.9695 1.9695 PP 1.9695 1.9695 1.9695 1.9695 S1 1.9695 1.9695 1.9695 1.9695 S2 1.9695 1.9695 1.9695 S3 1.9695 1.9695 1.9695 S4 1.9695 1.9695 1.9695	Weekly Pivots for week ending 08-Dec-2006 Classic Woodie Camarilla DeMark R4 2.0445 2.0261 1.9674 R3 2.0168 1.9984 1.9598 R2 1.9891 1.9891 1.9573 R1 1.9707 1.9707 1.9547 1.9661 PP 1.9614 1.9614 1.9614 1.9591 S1 1.9430 1.9430 1.9497 1.9384 S2 1.9337 1.9337 1.9471 S3 1.9060 1.9153 1.9446 S4 1.8783 1.8876 1.9370
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9695 1.9522 0.0173 0.9% 0.0000 0.0% 100% True False 3 10 1.9805 1.9469 0.0336 1.7% 0.0000 0.0% 67% False False 2 20 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 88% False False 2 40 1.9805 1.8696 0.1109 5.6% 0.0003 0.0% 90% 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 0.0000	Fibonacci Retracements and Extensions 4.250 1.9695 2.618 1.9695 1.618 1.9695 1.000 1.9695 0.618 1.9695 HIGH 1.9695 0.618 1.9695 0.500 1.9695 0.382 1.9695 LOW 1.9695 0.618 1.9695 1.000 1.9695 1.618 1.9695 2.618 1.9695 4.250 1.9695
Fisher Pivots for day following 12-Dec-2006 Pivot 1 day 3 day R1 1.9695 1.9666 PP 1.9695 1.9637 S1 1.9695 1.9609

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