CME British Pound Future September 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Feb-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Feb-2007 | 27-Feb-2007 | Change | Change % | Previous Week |  
                        | Open | 1.9626 | 1.9617 | -0.0009 | 0.0% | 1.9532 |  
                        | High | 1.9626 | 1.9617 | -0.0009 | 0.0% | 1.9622 |  
                        | Low | 1.9626 | 1.9617 | -0.0009 | 0.0% | 1.9529 |  
                        | Close | 1.9626 | 1.9617 | -0.0009 | 0.0% | 1.9622 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.0050 | 0.0047 | -0.0003 | -5.9% | 0.0000 |  
                        | Volume | 7 | 0 | -7 | -100.0% | 8 |  | 
    
| 
        
            | Daily Pivots for day following 27-Feb-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.9617 | 1.9617 | 1.9617 |  |  
                | R3 | 1.9617 | 1.9617 | 1.9617 |  |  
                | R2 | 1.9617 | 1.9617 | 1.9617 |  |  
                | R1 | 1.9617 | 1.9617 | 1.9617 | 1.9617 |  
                | PP | 1.9617 | 1.9617 | 1.9617 | 1.9617 |  
                | S1 | 1.9617 | 1.9617 | 1.9617 | 1.9617 |  
                | S2 | 1.9617 | 1.9617 | 1.9617 |  |  
                | S3 | 1.9617 | 1.9617 | 1.9617 |  |  
                | S4 | 1.9617 | 1.9617 | 1.9617 |  |  | 
        
            | Weekly Pivots for week ending 23-Feb-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.9870 | 1.9839 | 1.9673 |  |  
                | R3 | 1.9777 | 1.9746 | 1.9648 |  |  
                | R2 | 1.9684 | 1.9684 | 1.9639 |  |  
                | R1 | 1.9653 | 1.9653 | 1.9631 | 1.9669 |  
                | PP | 1.9591 | 1.9591 | 1.9591 | 1.9599 |  
                | S1 | 1.9560 | 1.9560 | 1.9613 | 1.9576 |  
                | S2 | 1.9498 | 1.9498 | 1.9605 |  |  
                | S3 | 1.9405 | 1.9467 | 1.9596 |  |  
                | S4 | 1.9312 | 1.9374 | 1.9571 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.9617 |  
            | 2.618 | 1.9617 |  
            | 1.618 | 1.9617 |  
            | 1.000 | 1.9617 |  
            | 0.618 | 1.9617 |  
            | HIGH | 1.9617 |  
            | 0.618 | 1.9617 |  
            | 0.500 | 1.9617 |  
            | 0.382 | 1.9617 |  
            | LOW | 1.9617 |  
            | 0.618 | 1.9617 |  
            | 1.000 | 1.9617 |  
            | 1.618 | 1.9617 |  
            | 2.618 | 1.9617 |  
            | 4.250 | 1.9617 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Feb-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.9617 | 1.9622 |  
                                | PP | 1.9617 | 1.9620 |  
                                | S1 | 1.9617 | 1.9619 |  |