CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	2.0211	2.0320	0.0109	0.5%	2.0570
High	2.0265	2.0360	0.0095	0.5%	2.0633
Low	2.0210	2.0275	0.0065	0.3%	2.0241
Close	2.0213	2.0333	0.0120	0.6%	2.0255
Range	0.0055	0.0085	0.0030	54.5%	0.0392
ATR	0.0091	0.0095	0.0004	4.4%	0.0000
Volume	140,955	77,333	-63,622	-45.1%	424,889

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0578	2.0540	2.0380
R3	2.0493	2.0455	2.0356
R2	2.0408	2.0408	2.0349
R1	2.0370	2.0370	2.0341	2.0389
PP	2.0323	2.0323	2.0323	2.0332
S1	2.0285	2.0285	2.0325	2.0304
S2	2.0238	2.0238	2.0317
S3	2.0153	2.0200	2.0310
S4	2.0068	2.0115	2.0286

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1552	2.1296	2.0471
R3	2.1160	2.0904	2.0363
R2	2.0768	2.0768	2.0327
R1	2.0512	2.0512	2.0291	2.0444
PP	2.0376	2.0376	2.0376	2.0343
S1	2.0120	2.0120	2.0219	2.0052
S2	1.9984	1.9984	2.0183
S3	1.9592	1.9728	2.0147
S4	1.9200	1.9336	2.0039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0550	2.0210	0.0340	1.7%	0.0084	0.4%	36%	False	False	100,931
10	2.0633	2.0210	0.0423	2.1%	0.0069	0.3%	29%	False	False	95,763
20	2.0633	2.0036	0.0597	2.9%	0.0064	0.3%	50%	False	False	92,335
40	2.0633	1.9621	0.1012	5.0%	0.0056	0.3%	70%	False	False	74,113
60	2.0633	1.9621	0.1012	5.0%	0.0044	0.2%	70%	False	False	49,541
80	2.0633	1.9587	0.1046	5.1%	0.0034	0.2%	71%	False	False	37,187
100	2.0633	1.9282	0.1351	6.6%	0.0028	0.1%	78%	False	False	29,783
120	2.0633	1.9200	0.1433	7.0%	0.0023	0.1%	79%	False	False	24,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0721
2.618	2.0583
1.618	2.0498
1.000	2.0445
0.618	2.0413
HIGH	2.0360
0.618	2.0328
0.500	2.0318
0.382	2.0307
LOW	2.0275
0.618	2.0222
1.000	2.0190
1.618	2.0137
2.618	2.0052
4.250	1.9914

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	2.0328	2.0317
PP	2.0323	2.0301
S1	2.0318	2.0285

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

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