CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 23-Jul-2007

Day Change Summary
	Previous	Current
	20-Jul-2007	23-Jul-2007	Change	Change %	Previous Week
Open	2.0514	2.0570	0.0056	0.3%	2.0359
High	2.0570	2.0585	0.0015	0.1%	2.0570
Low	2.0504	2.0552	0.0048	0.2%	2.0345
Close	2.0530	2.0565	0.0035	0.2%	2.0530
Range	0.0066	0.0033	-0.0033	-50.0%	0.0225
ATR	0.0076	0.0075	-0.0002	-2.0%	0.0000
Volume	104,464	82,304	-22,160	-21.2%	451,252

Daily Pivots for day following 23-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0666	2.0649	2.0583
R3	2.0633	2.0616	2.0574
R2	2.0600	2.0600	2.0571
R1	2.0583	2.0583	2.0568	2.0575
PP	2.0567	2.0567	2.0567	2.0564
S1	2.0550	2.0550	2.0562	2.0542
S2	2.0534	2.0534	2.0559
S3	2.0501	2.0517	2.0556
S4	2.0468	2.0484	2.0547

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1157	2.1068	2.0654
R3	2.0932	2.0843	2.0592
R2	2.0707	2.0707	2.0571
R1	2.0618	2.0618	2.0551	2.0663
PP	2.0482	2.0482	2.0482	2.0504
S1	2.0393	2.0393	2.0509	2.0438
S2	2.0257	2.0257	2.0489
S3	2.0032	2.0168	2.0468
S4	1.9807	1.9943	2.0406

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0585	2.0422	0.0163	0.8%	0.0053	0.3%	88%	True	False	90,971
10	2.0585	2.0145	0.0440	2.1%	0.0058	0.3%	95%	True	False	90,874
20	2.0585	1.9935	0.0650	3.2%	0.0055	0.3%	97%	True	False	83,702
40	2.0585	1.9621	0.0964	4.7%	0.0050	0.2%	98%	True	False	60,227
60	2.0585	1.9621	0.0964	4.7%	0.0036	0.2%	98%	True	False	40,203
80	2.0585	1.9587	0.0998	4.9%	0.0029	0.1%	98%	True	False	30,202
100	2.0585	1.9200	0.1385	6.7%	0.0023	0.1%	99%	True	False	24,175
120	2.0585	1.9200	0.1385	6.7%	0.0019	0.1%	99%	True	False	20,146

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2.0725
2.618	2.0671
1.618	2.0638
1.000	2.0618
0.618	2.0605
HIGH	2.0585
0.618	2.0572
0.500	2.0569
0.382	2.0565
LOW	2.0552
0.618	2.0532
1.000	2.0519
1.618	2.0499
2.618	2.0466
4.250	2.0412

Fisher Pivots for day following 23-Jul-2007
Pivot	1 day	3 day
R1	2.0569	2.0550
PP	2.0567	2.0534
S1	2.0566	2.0519

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

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