CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 26-Dec-2006
Day Change Summary Previous Current 22-Dec-2006 26-Dec-2006 Change Change % Previous Week Open 1.9565 1.9540 -0.0025 -0.1% 1.9493 High 1.9570 1.9540 -0.0030 -0.2% 1.9682 Low 1.9570 1.9540 -0.0030 -0.2% 1.9493 Close 1.9565 1.9540 -0.0025 -0.1% 1.9565 Range ATR 0.0070 0.0067 -0.0003 -4.6% 0.0000 Volume 440 402 -38 -8.6% 479
Daily Pivots for day following 26-Dec-2006 Classic Woodie Camarilla DeMark R4 1.9540 1.9540 1.9540 R3 1.9540 1.9540 1.9540 R2 1.9540 1.9540 1.9540 R1 1.9540 1.9540 1.9540 1.9540 PP 1.9540 1.9540 1.9540 1.9540 S1 1.9540 1.9540 1.9540 1.9540 S2 1.9540 1.9540 1.9540 S3 1.9540 1.9540 1.9540 S4 1.9540 1.9540 1.9540	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 1.9540 0.0142 0.7% 0.0000 0.0% 0% False True 174 10 1.9695 1.9493 0.0202 1.0% 0.0000 0.0% 23% False False 89 20 1.9805 1.9469 0.0336 1.7% 0.0000 0.0% 21% False False 46 40 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 71% False False 23
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 1.9540 2.618 1.9540 1.618 1.9540 1.000 1.9540 0.618 1.9540 HIGH 1.9540 0.618 1.9540 0.500 1.9540 0.382 1.9540 LOW 1.9540 0.618 1.9540 1.000 1.9540 1.618 1.9540 2.618 1.9540 4.250 1.9540
Fisher Pivots for day following 26-Dec-2006 Pivot 1 day 3 day R1 1.9540 1.9581 PP 1.9540 1.9567 S1 1.9540 1.9554

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