CME British Pound Future June 2007

Trading Metrics calculated at close of trading on 03-Apr-2007

Day Change Summary
	Previous	Current
	02-Apr-2007	03-Apr-2007	Change	Change %	Previous Week
Open	1.9765	1.9753	-0.0012	-0.1%	1.9610
High	1.9798	1.9780	-0.0018	-0.1%	1.9720
Low	1.9760	1.9720	-0.0040	-0.2%	1.9545
Close	1.9774	1.9738	-0.0036	-0.2%	1.9669
Range	0.0038	0.0060	0.0022	57.9%	0.0175
ATR	0.0094	0.0092	-0.0002	-2.6%	0.0000
Volume	124,560	80,826	-43,734	-35.1%	375,005

Daily Pivots for day following 03-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.9926	1.9892	1.9771
R3	1.9866	1.9832	1.9755
R2	1.9806	1.9806	1.9749
R1	1.9772	1.9772	1.9744	1.9759
PP	1.9746	1.9746	1.9746	1.9740
S1	1.9712	1.9712	1.9733	1.9699
S2	1.9686	1.9686	1.9727
S3	1.9626	1.9652	1.9722
S4	1.9566	1.9592	1.9705

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0170	2.0094	1.9765
R3	1.9995	1.9919	1.9717
R2	1.9820	1.9820	1.9701
R1	1.9744	1.9744	1.9685	1.9782
PP	1.9645	1.9645	1.9645	1.9664
S1	1.9569	1.9569	1.9653	1.9607
S2	1.9470	1.9470	1.9637
S3	1.9295	1.9394	1.9621
S4	1.9120	1.9219	1.9573

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9798	1.9545	0.0253	1.3%	0.0074	0.4%	76%	False	False	85,227
10	1.9798	1.9545	0.0253	1.3%	0.0082	0.4%	76%	False	False	83,962
20	1.9798	1.9200	0.0598	3.0%	0.0078	0.4%	90%	False	False	63,089
40	1.9798	1.9185	0.0613	3.1%	0.0052	0.3%	90%	False	False	32,257
60	1.9900	1.9185	0.0715	3.6%	0.0041	0.2%	77%	False	False	21,594
80	1.9900	1.9185	0.0715	3.6%	0.0031	0.2%	77%	False	False	16,213
100	1.9900	1.8887	0.1013	5.1%	0.0026	0.1%	84%	False	False	12,971
120	1.9900	1.8550	0.1350	6.8%	0.0022	0.1%	88%	False	False	10,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0035
2.618	1.9937
1.618	1.9877
1.000	1.9840
0.618	1.9817
HIGH	1.9780
0.618	1.9757
0.500	1.9750
0.382	1.9743
LOW	1.9720
0.618	1.9683
1.000	1.9660
1.618	1.9623
2.618	1.9563
4.250	1.9465

Fisher Pivots for day following 03-Apr-2007
Pivot	1 day	3 day
R1	1.9750	1.9716
PP	1.9746	1.9694
S1	1.9742	1.9672

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These figures are updated between 7pm and 10pm EST after a trading day.

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