CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary Previous Current 09-Jan-2007 10-Jan-2007 Change Change % Previous Week Open 1.9397 1.9331 -0.0066 -0.3% 1.9737 High 1.9400 1.9335 -0.0065 -0.3% 1.9740 Low 1.9400 1.9335 -0.0065 -0.3% 1.9280 Close 1.9397 1.9331 -0.0066 -0.3% 1.9303 Range ATR 0.0086 0.0084 -0.0002 -2.0% 0.0000 Volume 235 43 -192 -81.7% 272
Daily Pivots for day following 10-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9334 1.9332 1.9331 R3 1.9334 1.9332 1.9331 R2 1.9334 1.9334 1.9331 R1 1.9332 1.9332 1.9331 1.9331 PP 1.9334 1.9334 1.9334 1.9333 S1 1.9332 1.9332 1.9331 1.9331 S2 1.9334 1.9334 1.9331 S3 1.9334 1.9332 1.9331 S4 1.9334 1.9332 1.9331	Weekly Pivots for week ending 05-Jan-2007 Classic Woodie Camarilla DeMark R4 2.0821 2.0522 1.9556 R3 2.0361 2.0062 1.9430 R2 1.9901 1.9901 1.9387 R1 1.9602 1.9602 1.9345 1.9522 PP 1.9441 1.9441 1.9441 1.9401 S1 1.9142 1.9142 1.9261 1.9062 S2 1.8981 1.8981 1.9219 S3 1.8521 1.8682 1.9177 S4 1.8061 1.8222 1.9050
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9443 1.9280 0.0163 0.8% 0.0003 0.0% 31% False False 130 10 1.9740 1.9280 0.0460 2.4% 0.0006 0.0% 11% False False 96 20 1.9740 1.9280 0.0460 2.4% 0.0003 0.0% 11% False False 93 40 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 48% False False 47 60 1.9805 1.8623 0.1182 6.1% 0.0003 0.0% 60% False False 31
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 -0.0005	Fibonacci Retracements and Extensions 4.250 1.9335 2.618 1.9335 1.618 1.9335 1.000 1.9335 0.618 1.9335 HIGH 1.9335 0.618 1.9335 0.500 1.9335 0.382 1.9335 LOW 1.9335 0.618 1.9335 1.000 1.9335 1.618 1.9335 2.618 1.9335 4.250 1.9335
Fisher Pivots for day following 10-Jan-2007 Pivot 1 day 3 day R1 1.9335 1.9368 PP 1.9334 1.9355 S1 1.9332 1.9343

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