CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary Previous Current 26-Apr-2007 27-Apr-2007 Change Change % Previous Week Open 1.9888 1.9945 0.0057 0.3% 1.9985 High 1.9888 1.9945 0.0057 0.3% 1.9995 Low 1.9888 1.9945 0.0057 0.3% 1.9888 Close 1.9888 1.9945 0.0057 0.3% 1.9945 Range ATR 0.0050 0.0050 0.0001 1.1% 0.0000 Volume 54 162 108 200.0% 386
Daily Pivots for day following 27-Apr-2007 Classic Woodie Camarilla DeMark R4 1.9945 1.9945 1.9945 R3 1.9945 1.9945 1.9945 R2 1.9945 1.9945 1.9945 R1 1.9945 1.9945 1.9945 1.9945 PP 1.9945 1.9945 1.9945 1.9945 S1 1.9945 1.9945 1.9945 1.9945 S2 1.9945 1.9945 1.9945 S3 1.9945 1.9945 1.9945 S4 1.9945 1.9945 1.9945	Weekly Pivots for week ending 27-Apr-2007 Classic Woodie Camarilla DeMark R4 2.0264 2.0211 2.0004 R3 2.0157 2.0104 1.9974 R2 2.0050 2.0050 1.9965 R1 1.9997 1.9997 1.9955 1.9970 PP 1.9943 1.9943 1.9943 1.9929 S1 1.9890 1.9890 1.9935 1.9863 S2 1.9836 1.9836 1.9925 S3 1.9729 1.9783 1.9916 S4 1.9622 1.9676 1.9886
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9995 1.9888 0.0107 0.5% 0.0002 0.0% 53% False False 77 10 2.0033 1.9880 0.0153 0.8% 0.0002 0.0% 42% False False 107 20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 80% False False 195 40 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 89% False False 137 60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 89% False False 92 80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 89% False False 69
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 -0.0004	Fibonacci Retracements and Extensions 4.250 1.9945 2.618 1.9945 1.618 1.9945 1.000 1.9945 0.618 1.9945 HIGH 1.9945 0.618 1.9945 0.500 1.9945 0.382 1.9945 LOW 1.9945 0.618 1.9945 1.000 1.9945 1.618 1.9945 2.618 1.9945 4.250 1.9945
Fisher Pivots for day following 27-Apr-2007 Pivot 1 day 3 day R1 1.9945 1.9944 PP 1.9945 1.9943 S1 1.9945 1.9942

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