CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 15-Dec-2006
Day Change Summary Previous Current 14-Dec-2006 15-Dec-2006 Change Change % Previous Week Open 1.9604 1.9501 -0.0103 -0.5% 1.9584 High 1.9604 1.9501 -0.0103 -0.5% 1.9695 Low 1.9604 1.9501 -0.0103 -0.5% 1.9501 Close 1.9611 1.9501 -0.0110 -0.6% 1.9501 Range ATR 0.0072 0.0075 0.0003 3.8% 0.0000 Volume 1 4 3 300.0% 27
Daily Pivots for day following 15-Dec-2006 Classic Woodie Camarilla DeMark R4 1.9501 1.9501 1.9501 R3 1.9501 1.9501 1.9501 R2 1.9501 1.9501 1.9501 R1 1.9501 1.9501 1.9501 1.9501 PP 1.9501 1.9501 1.9501 1.9501 S1 1.9501 1.9501 1.9501 1.9501 S2 1.9501 1.9501 1.9501 S3 1.9501 1.9501 1.9501 S4 1.9501 1.9501 1.9501	Weekly Pivots for week ending 15-Dec-2006 Classic Woodie Camarilla DeMark R4 2.0148 2.0018 1.9608 R3 1.9954 1.9824 1.9554 R2 1.9760 1.9760 1.9537 R1 1.9630 1.9630 1.9519 1.9598 PP 1.9566 1.9566 1.9566 1.9550 S1 1.9436 1.9436 1.9483 1.9404 S2 1.9372 1.9372 1.9465 S3 1.9178 1.9242 1.9448 S4 1.8984 1.9048 1.9394
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9695 1.9501 0.0194 1.0% 0.0000 0.0% 0% False True 5 10 1.9799 1.9501 0.0298 1.5% 0.0000 0.0% 0% False True 3 20 1.9805 1.8941 0.0864 4.4% 0.0000 0.0% 65% False False 2 40 1.9805 1.8758 0.1047 5.4% 0.0003 0.0% 71% 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 1.9501 2.618 1.9501 1.618 1.9501 1.000 1.9501 0.618 1.9501 HIGH 1.9501 0.618 1.9501 0.500 1.9501 0.382 1.9501 LOW 1.9501 0.618 1.9501 1.000 1.9501 1.618 1.9501 2.618 1.9501 4.250 1.9501
Fisher Pivots for day following 15-Dec-2006 Pivot 1 day 3 day R1 1.9501 1.9592 PP 1.9501 1.9561 S1 1.9501 1.9531

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