CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 05-Jul-2007

Day Change Summary
	Previous	Current
	03-Jul-2007	05-Jul-2007	Change	Change %	Previous Week
Open	2.0139	2.0161	0.0022	0.1%	1.9973
High	2.0160	2.0170	0.0010	0.0%	2.0057
Low	2.0139	2.0066	-0.0073	-0.4%	1.9935
Close	2.0157	2.0101	-0.0056	-0.3%	2.0055
Range	0.0021	0.0104	0.0083	395.2%	0.0122
ATR	0.0064	0.0067	0.0003	4.5%	0.0000
Volume	115,496	64,846	-50,650	-43.9%	300,657

Daily Pivots for day following 05-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0424	2.0367	2.0158
R3	2.0320	2.0263	2.0130
R2	2.0216	2.0216	2.0120
R1	2.0159	2.0159	2.0111	2.0136
PP	2.0112	2.0112	2.0112	2.0101
S1	2.0055	2.0055	2.0091	2.0032
S2	2.0008	2.0008	2.0082
S3	1.9904	1.9951	2.0072
S4	1.9800	1.9847	2.0044

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0382	2.0340	2.0122
R3	2.0260	2.0218	2.0089
R2	2.0138	2.0138	2.0077
R1	2.0096	2.0096	2.0066	2.0117
PP	2.0016	2.0016	2.0016	2.0026
S1	1.9974	1.9974	2.0044	1.9995
S2	1.9894	1.9894	2.0033
S3	1.9772	1.9852	2.0021
S4	1.9650	1.9730	1.9988

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0170	1.9985	0.0185	0.9%	0.0056	0.3%	63%	True	False	78,827
10	2.0170	1.9890	0.0280	1.4%	0.0049	0.2%	75%	True	False	70,997
20	2.0170	1.9621	0.0549	2.7%	0.0051	0.3%	87%	True	False	64,578
40	2.0170	1.9621	0.0549	2.7%	0.0037	0.2%	87%	True	False	32,651
60	2.0170	1.9621	0.0549	2.7%	0.0027	0.1%	87%	True	False	21,809
80	2.0170	1.9331	0.0839	4.2%	0.0020	0.1%	92%	True	False	16,400
100	2.0170	1.9200	0.0970	4.8%	0.0016	0.1%	93%	True	False	13,120
120	2.0170	1.9200	0.0970	4.8%	0.0013	0.1%	93%	True	False	10,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	2.0612
2.618	2.0442
1.618	2.0338
1.000	2.0274
0.618	2.0234
HIGH	2.0170
0.618	2.0130
0.500	2.0118
0.382	2.0106
LOW	2.0066
0.618	2.0002
1.000	1.9962
1.618	1.9898
2.618	1.9794
4.250	1.9624

Fisher Pivots for day following 05-Jul-2007
Pivot	1 day	3 day
R1	2.0118	2.0118
PP	2.0112	2.0112
S1	2.0107	2.0107

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

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