CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary Previous Current 21-Dec-2006 22-Dec-2006 Change Change % Previous Week Open 1.9621 1.9565 -0.0056 -0.3% 1.9493 High 1.9621 1.9570 -0.0051 -0.3% 1.9682 Low 1.9621 1.9570 -0.0051 -0.3% 1.9493 Close 1.9621 1.9565 -0.0056 -0.3% 1.9565 Range ATR 0.0072 0.0070 -0.0001 -2.1% 0.0000 Volume 20 440 420 2,100.0% 479
Daily Pivots for day following 22-Dec-2006 Classic Woodie Camarilla DeMark R4 1.9568 1.9567 1.9565 R3 1.9568 1.9567 1.9565 R2 1.9568 1.9568 1.9565 R1 1.9567 1.9567 1.9565 1.9565 PP 1.9568 1.9568 1.9568 1.9568 S1 1.9567 1.9567 1.9565 1.9565 S2 1.9568 1.9568 1.9565 S3 1.9568 1.9567 1.9565 S4 1.9568 1.9567 1.9565	Weekly Pivots for week ending 22-Dec-2006 Classic Woodie Camarilla DeMark R4 2.0147 2.0045 1.9669 R3 1.9958 1.9856 1.9617 R2 1.9769 1.9769 1.9600 R1 1.9667 1.9667 1.9582 1.9718 PP 1.9580 1.9580 1.9580 1.9606 S1 1.9478 1.9478 1.9548 1.9529 S2 1.9391 1.9391 1.9530 S3 1.9202 1.9289 1.9513 S4 1.9013 1.9100 1.9461
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9682 1.9493 0.0189 1.0% 0.0000 0.0% 38% False False 95 10 1.9695 1.9493 0.0202 1.0% 0.0000 0.0% 36% False False 50 20 1.9805 1.9376 0.0429 2.2% 0.0000 0.0% 44% False False 26 40 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 74% False False 13
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 1.9570 2.618 1.9570 1.618 1.9570 1.000 1.9570 0.618 1.9570 HIGH 1.9570 0.618 1.9570 0.500 1.9570 0.382 1.9570 LOW 1.9570 0.618 1.9570 1.000 1.9570 1.618 1.9570 2.618 1.9570 4.250 1.9570
Fisher Pivots for day following 22-Dec-2006 Pivot 1 day 3 day R1 1.9570 1.9609 PP 1.9568 1.9594 S1 1.9567 1.9580

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