CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 26-Jun-2007

Day Change Summary
	Previous	Current
	25-Jun-2007	26-Jun-2007	Change	Change %	Previous Week
Open	1.9973	1.9969	-0.0004	0.0%	1.9804
High	1.9985	1.9997	0.0012	0.1%	1.9976
Low	1.9935	1.9959	0.0024	0.1%	1.9780
Close	1.9965	1.9968	0.0003	0.0%	1.9971
Range	0.0050	0.0038	-0.0012	-24.0%	0.0196
ATR	0.0070	0.0067	-0.0002	-3.3%	0.0000
Volume	64,078	50,238	-13,840	-21.6%	402,516

Daily Pivots for day following 26-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0089	2.0066	1.9989
R3	2.0051	2.0028	1.9978
R2	2.0013	2.0013	1.9975
R1	1.9990	1.9990	1.9971	1.9983
PP	1.9975	1.9975	1.9975	1.9971
S1	1.9952	1.9952	1.9965	1.9945
S2	1.9937	1.9937	1.9961
S3	1.9899	1.9914	1.9958
S4	1.9861	1.9876	1.9947

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0497	2.0430	2.0079
R3	2.0301	2.0234	2.0025
R2	2.0105	2.0105	2.0007
R1	2.0038	2.0038	1.9989	2.0072
PP	1.9909	1.9909	1.9909	1.9926
S1	1.9842	1.9842	1.9953	1.9876
S2	1.9713	1.9713	1.9935
S3	1.9517	1.9646	1.9917
S4	1.9321	1.9450	1.9863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.9997	1.9890	0.0107	0.5%	0.0038	0.2%	73%	True	False	68,402
10	1.9997	1.9634	0.0363	1.8%	0.0047	0.2%	92%	True	False	74,313
20	1.9997	1.9621	0.0376	1.9%	0.0044	0.2%	92%	True	False	42,447
40	1.9997	1.9621	0.0376	1.9%	0.0029	0.1%	92%	True	False	21,306
60	2.0033	1.9587	0.0446	2.2%	0.0021	0.1%	85%	False	False	14,262
80	2.0033	1.9268	0.0765	3.8%	0.0016	0.1%	92%	False	False	10,722
100	2.0033	1.9200	0.0833	4.2%	0.0013	0.1%	92%	False	False	8,578
120	2.0033	1.9200	0.0833	4.2%	0.0011	0.1%	92%	False	False	7,148

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.0159
2.618	2.0096
1.618	2.0058
1.000	2.0035
0.618	2.0020
HIGH	1.9997
0.618	1.9982
0.500	1.9978
0.382	1.9974
LOW	1.9959
0.618	1.9936
1.000	1.9921
1.618	1.9898
2.618	1.9860
4.250	1.9798

Fisher Pivots for day following 26-Jun-2007
Pivot	1 day	3 day
R1	1.9978	1.9966
PP	1.9975	1.9963
S1	1.9971	1.9961

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These figures are updated between 7pm and 10pm EST after a trading day.

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