CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary Previous Current 13-Mar-2007 14-Mar-2007 Change Change % Previous Week Open 1.9282 1.9331 0.0049 0.3% 1.9200 High 1.9282 1.9331 0.0049 0.3% 1.9312 Low 1.9282 1.9331 0.0049 0.3% 1.9200 Close 1.9282 1.9331 0.0049 0.3% 1.9293 Range ATR 0.0052 0.0051 0.0000 -0.4% 0.0000 Volume 3 1 -2 -66.7% 8
Daily Pivots for day following 14-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9331 1.9331 1.9331 R3 1.9331 1.9331 1.9331 R2 1.9331 1.9331 1.9331 R1 1.9331 1.9331 1.9331 1.9331 PP 1.9331 1.9331 1.9331 1.9331 S1 1.9331 1.9331 1.9331 1.9331 S2 1.9331 1.9331 1.9331 S3 1.9331 1.9331 1.9331 S4 1.9331 1.9331 1.9331	Weekly Pivots for week ending 09-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9604 1.9561 1.9355 R3 1.9492 1.9449 1.9324 R2 1.9380 1.9380 1.9314 R1 1.9337 1.9337 1.9303 1.9359 PP 1.9268 1.9268 1.9268 1.9279 S1 1.9225 1.9225 1.9283 1.9247 S2 1.9156 1.9156 1.9272 S3 1.9044 1.9113 1.9262 S4 1.8932 1.9001 1.9231
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9331 1.9273 0.0058 0.3% 0.0000 0.0% 100% True False 1 10 1.9589 1.9200 0.0389 2.0% 0.0000 0.0% 34% False False 1 20 1.9626 1.9200 0.0426 2.2% 0.0000 0.0% 31% False False 1 40 1.9790 1.9200 0.0590 3.1% 0.0000 0.0% 22% False False 1 60 1.9790 1.9200 0.0590 3.1% 0.0000 0.0% 22% False False 1
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.9331 2.618 1.9331 1.618 1.9331 1.000 1.9331 0.618 1.9331 HIGH 1.9331 0.618 1.9331 0.500 1.9331 0.382 1.9331 LOW 1.9331 0.618 1.9331 1.000 1.9331 1.618 1.9331 2.618 1.9331 4.250 1.9331
Fisher Pivots for day following 14-Mar-2007 Pivot 1 day 3 day R1 1.9331 1.9323 PP 1.9331 1.9315 S1 1.9331 1.9307

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