CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 20-Mar-2007
Day Change Summary Previous Current 19-Mar-2007 20-Mar-2007 Change Change % Previous Week Open 1.9421 1.9584 0.0163 0.8% 1.9296 High 1.9421 1.9590 0.0169 0.9% 1.9398 Low 1.9421 1.9590 0.0169 0.9% 1.9282 Close 1.9421 1.9584 0.0163 0.8% 1.9398 Range ATR 0.0047 0.0056 0.0009 18.4% 0.0000 Volume 22 1 -21 -95.5% 151
Daily Pivots for day following 20-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9588 1.9586 1.9584 R3 1.9588 1.9586 1.9584 R2 1.9588 1.9588 1.9584 R1 1.9586 1.9586 1.9584 1.9584 PP 1.9588 1.9588 1.9588 1.9587 S1 1.9586 1.9586 1.9584 1.9584 S2 1.9588 1.9588 1.9584 S3 1.9588 1.9586 1.9584 S4 1.9588 1.9586 1.9584	Weekly Pivots for week ending 16-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9707 1.9669 1.9462 R3 1.9591 1.9553 1.9430 R2 1.9475 1.9475 1.9419 R1 1.9437 1.9437 1.9409 1.9456 PP 1.9359 1.9359 1.9359 1.9369 S1 1.9321 1.9321 1.9387 1.9340 S2 1.9243 1.9243 1.9377 S3 1.9127 1.9205 1.9366 S4 1.9011 1.9089 1.9334
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9590 1.9331 0.0259 1.3% 0.0000 0.0% 98% True False 34 10 1.9590 1.9273 0.0317 1.6% 0.0000 0.0% 98% True False 18 20 1.9626 1.9200 0.0426 2.2% 0.0000 0.0% 90% False False 9 40 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 65% False False 5 60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 65% False False 4
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 -0.0001	Fibonacci Retracements and Extensions 4.250 1.9590 2.618 1.9590 1.618 1.9590 1.000 1.9590 0.618 1.9590 HIGH 1.9590 0.618 1.9590 0.500 1.9590 0.382 1.9590 LOW 1.9590 0.618 1.9590 1.000 1.9590 1.618 1.9590 2.618 1.9590 4.250 1.9590
Fisher Pivots for day following 20-Mar-2007 Pivot 1 day 3 day R1 1.9590 1.9554 PP 1.9588 1.9524 S1 1.9586 1.9494

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