CME British Pound Future June 2007

Trading Metrics calculated at close of trading on 19-Apr-2007

Day Change Summary
	Previous	Current
	18-Apr-2007	19-Apr-2007	Change	Change %	Previous Week
Open	2.0027	2.0015	-0.0012	-0.1%	1.9618
High	2.0068	2.0038	-0.0030	-0.1%	1.9880
Low	2.0016	1.9990	-0.0026	-0.1%	1.9584
Close	2.0052	2.0013	-0.0039	-0.2%	1.9869
Range	0.0052	0.0048	-0.0004	-7.7%	0.0296
ATR	0.0090	0.0088	-0.0002	-2.2%	0.0000
Volume	108,043	67,703	-40,340	-37.3%	203,574

Daily Pivots for day following 19-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0158	2.0133	2.0039
R3	2.0110	2.0085	2.0026
R2	2.0062	2.0062	2.0022
R1	2.0037	2.0037	2.0017	2.0026
PP	2.0014	2.0014	2.0014	2.0008
S1	1.9989	1.9989	2.0009	1.9978
S2	1.9966	1.9966	2.0004
S3	1.9918	1.9941	2.0000
S4	1.9870	1.9893	1.9987

Weekly Pivots for week ending 13-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0666	2.0563	2.0032
R3	2.0370	2.0267	1.9950
R2	2.0074	2.0074	1.9923
R1	1.9971	1.9971	1.9896	2.0023
PP	1.9778	1.9778	1.9778	1.9803
S1	1.9675	1.9675	1.9842	1.9727
S2	1.9482	1.9482	1.9815
S3	1.9186	1.9379	1.9788
S4	1.8890	1.9083	1.9706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0072	1.9777	0.0295	1.5%	0.0061	0.3%	80%	False	False	71,199
10	2.0072	1.9584	0.0488	2.4%	0.0056	0.3%	88%	False	False	59,326
20	2.0072	1.9545	0.0527	2.6%	0.0065	0.3%	89%	False	False	67,841
40	2.0072	1.9185	0.0887	4.4%	0.0064	0.3%	93%	False	False	49,354
60	2.0072	1.9185	0.0887	4.4%	0.0049	0.2%	93%	False	False	33,014
80	2.0072	1.9185	0.0887	4.4%	0.0040	0.2%	93%	False	False	24,815
100	2.0072	1.9185	0.0887	4.4%	0.0032	0.2%	93%	False	False	19,857
120	2.0072	1.8887	0.1185	5.9%	0.0028	0.1%	95%	False	False	16,547

Crabel Price Patterns
NR	True
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0242
2.618	2.0164
1.618	2.0116
1.000	2.0086
0.618	2.0068
HIGH	2.0038
0.618	2.0020
0.500	2.0014
0.382	2.0008
LOW	1.9990
0.618	1.9960
1.000	1.9942
1.618	1.9912
2.618	1.9864
4.250	1.9786

Fisher Pivots for day following 19-Apr-2007
Pivot	1 day	3 day
R1	2.0014	2.0031
PP	2.0014	2.0025
S1	2.0013	2.0019

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

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