CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 13-Jul-2007

Day Change Summary
	Previous	Current
	12-Jul-2007	13-Jul-2007	Change	Change %	Previous Week
Open	2.0304	2.0318	0.0014	0.1%	2.0129
High	2.0320	2.0350	0.0030	0.1%	2.0350
Low	2.0252	2.0300	0.0048	0.2%	2.0116
Close	2.0285	2.0319	0.0034	0.2%	2.0319
Range	0.0068	0.0050	-0.0018	-26.5%	0.0234
ATR	0.0073	0.0073	-0.0001	-0.8%	0.0000
Volume	123,809	80,198	-43,611	-35.2%	465,358

Daily Pivots for day following 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0473	2.0446	2.0347
R3	2.0423	2.0396	2.0333
R2	2.0373	2.0373	2.0328
R1	2.0346	2.0346	2.0324	2.0360
PP	2.0323	2.0323	2.0323	2.0330
S1	2.0296	2.0296	2.0314	2.0310
S2	2.0273	2.0273	2.0310
S3	2.0223	2.0246	2.0305
S4	2.0173	2.0196	2.0292

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0964	2.0875	2.0448
R3	2.0730	2.0641	2.0383
R2	2.0496	2.0496	2.0362
R1	2.0407	2.0407	2.0340	2.0452
PP	2.0262	2.0262	2.0262	2.0284
S1	2.0173	2.0173	2.0298	2.0218
S2	2.0028	2.0028	2.0276
S3	1.9794	1.9939	2.0255
S4	1.9560	1.9705	2.0190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0350	2.0116	0.0234	1.2%	0.0063	0.3%	87%	True	False	93,071
10	2.0350	2.0020	0.0330	1.6%	0.0065	0.3%	91%	True	False	90,873
20	2.0350	1.9678	0.0672	3.3%	0.0053	0.3%	95%	True	False	82,142
40	2.0350	1.9621	0.0729	3.6%	0.0046	0.2%	96%	True	False	46,928
60	2.0350	1.9621	0.0729	3.6%	0.0032	0.2%	96%	True	False	31,315
80	2.0350	1.9587	0.0763	3.8%	0.0025	0.1%	96%	True	False	23,546
100	2.0350	1.9200	0.1150	5.7%	0.0020	0.1%	97%	True	False	18,839
120	2.0350	1.9200	0.1150	5.7%	0.0017	0.1%	97%	True	False	15,700

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.0563
2.618	2.0481
1.618	2.0431
1.000	2.0400
0.618	2.0381
HIGH	2.0350
0.618	2.0331
0.500	2.0325
0.382	2.0319
LOW	2.0300
0.618	2.0269
1.000	2.0250
1.618	2.0219
2.618	2.0169
4.250	2.0088

Fisher Pivots for day following 13-Jul-2007
Pivot	1 day	3 day
R1	2.0325	2.0313
PP	2.0323	2.0307
S1	2.0321	2.0301

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

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