CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary Previous Current 19-Jan-2007 22-Jan-2007 Change Change % Previous Week Open 1.9718 1.9742 0.0024 0.1% 1.9609 High 1.9715 1.9745 0.0030 0.2% 1.9720 Low 1.9715 1.9745 0.0030 0.2% 1.9610 Close 1.9718 1.9742 0.0024 0.1% 1.9718 Range ATR 0.0082 0.0078 -0.0004 -4.8% 0.0000 Volume 559 260 -299 -53.5% 1,594
Daily Pivots for day following 22-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9744 1.9743 1.9742 R3 1.9744 1.9743 1.9742 R2 1.9744 1.9744 1.9742 R1 1.9743 1.9743 1.9742 1.9742 PP 1.9744 1.9744 1.9744 1.9744 S1 1.9743 1.9743 1.9742 1.9742 S2 1.9744 1.9744 1.9742 S3 1.9744 1.9743 1.9742 S4 1.9744 1.9743 1.9742	Weekly Pivots for week ending 19-Jan-2007 Classic Woodie Camarilla DeMark R4 2.0013 1.9975 1.9779 R3 1.9903 1.9865 1.9748 R2 1.9793 1.9793 1.9738 R1 1.9755 1.9755 1.9728 1.9774 PP 1.9683 1.9683 1.9683 1.9692 S1 1.9645 1.9645 1.9708 1.9664 S2 1.9573 1.9573 1.9698 S3 1.9463 1.9535 1.9688 S4 1.9353 1.9425 1.9658
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9745 1.9610 0.0135 0.7% 0.0006 0.0% 98% True False 370 10 1.9745 1.9335 0.0410 2.1% 0.0010 0.1% 99% True False 323 20 1.9745 1.9280 0.0465 2.4% 0.0007 0.0% 99% True False 228 40 1.9805 1.9143 0.0662 3.4% 0.0004 0.0% 90% False False 115 60 1.9805 1.8807 0.0998 5.1% 0.0004 0.0% 94% False False 77
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 True 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch -0.0004	Fibonacci Retracements and Extensions 4.250 1.9745 2.618 1.9745 1.618 1.9745 1.000 1.9745 0.618 1.9745 HIGH 1.9745 0.618 1.9745 0.500 1.9745 0.382 1.9745 LOW 1.9745 0.618 1.9745 1.000 1.9745 1.618 1.9745 2.618 1.9745 4.250 1.9745
Fisher Pivots for day following 22-Jan-2007 Pivot 1 day 3 day R1 1.9745 1.9738 PP 1.9744 1.9734 S1 1.9743 1.9730

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