CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary Previous Current 26-Mar-2007 27-Mar-2007 Change Change % Previous Week Open 1.9672 1.9629 -0.0043 -0.2% 1.9421 High 1.9672 1.9629 -0.0043 -0.2% 1.9640 Low 1.9672 1.9629 -0.0043 -0.2% 1.9421 Close 1.9672 1.9629 -0.0043 -0.2% 1.9589 Range ATR 0.0057 0.0056 -0.0001 -1.8% 0.0000 Volume 280 7 -273 -97.5% 558
Daily Pivots for day following 27-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9629 1.9629 1.9629 R3 1.9629 1.9629 1.9629 R2 1.9629 1.9629 1.9629 R1 1.9629 1.9629 1.9629 1.9629 PP 1.9629 1.9629 1.9629 1.9629 S1 1.9629 1.9629 1.9629 1.9629 S2 1.9629 1.9629 1.9629 S3 1.9629 1.9629 1.9629 S4 1.9629 1.9629 1.9629	Weekly Pivots for week ending 23-Mar-2007 Classic Woodie Camarilla DeMark R4 2.0207 2.0117 1.9709 R3 1.9988 1.9898 1.9649 R2 1.9769 1.9769 1.9629 R1 1.9679 1.9679 1.9609 1.9724 PP 1.9550 1.9550 1.9550 1.9573 S1 1.9460 1.9460 1.9569 1.9505 S2 1.9331 1.9331 1.9549 S3 1.9112 1.9241 1.9529 S4 1.8893 1.9022 1.9469
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9672 1.9589 0.0083 0.4% 0.0004 0.0% 48% False False 164 10 1.9672 1.9331 0.0341 1.7% 0.0002 0.0% 87% False False 99 20 1.9672 1.9200 0.0472 2.4% 0.0001 0.0% 91% False False 50 40 1.9679 1.9200 0.0479 2.4% 0.0001 0.0% 90% False False 26 60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 73% False False 18
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 -0.0006	Fibonacci Retracements and Extensions 4.250 1.9629 2.618 1.9629 1.618 1.9629 1.000 1.9629 0.618 1.9629 HIGH 1.9629 0.618 1.9629 0.500 1.9629 0.382 1.9629 LOW 1.9629 0.618 1.9629 1.000 1.9629 1.618 1.9629 2.618 1.9629 4.250 1.9629
Fisher Pivots for day following 27-Mar-2007 Pivot 1 day 3 day R1 1.9629 1.9631 PP 1.9629 1.9630 S1 1.9629 1.9630

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