CME British Pound Future September 2007

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

Day Change Summary
	Previous	Current
	10-Aug-2007	13-Aug-2007	Change	Change %	Previous Week
Open	2.0165	2.0134	-0.0031	-0.2%	2.0308
High	2.0260	2.0145	-0.0115	-0.6%	2.0390
Low	2.0145	2.0096	-0.0049	-0.2%	2.0145
Close	2.0221	2.0125	-0.0096	-0.5%	2.0221
Range	0.0115	0.0049	-0.0066	-57.4%	0.0245
ATR	0.0111	0.0112	0.0001	0.9%	0.0000
Volume	132,506	108,351	-24,155	-18.2%	497,432

Daily Pivots for day following 13-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0269	2.0246	2.0152
R3	2.0220	2.0197	2.0138
R2	2.0171	2.0171	2.0134
R1	2.0148	2.0148	2.0129	2.0135
PP	2.0122	2.0122	2.0122	2.0116
S1	2.0099	2.0099	2.0121	2.0086
S2	2.0073	2.0073	2.0116
S3	2.0024	2.0050	2.0112
S4	1.9975	2.0001	2.0098

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0987	2.0849	2.0356
R3	2.0742	2.0604	2.0288
R2	2.0497	2.0497	2.0266
R1	2.0359	2.0359	2.0243	2.0306
PP	2.0252	2.0252	2.0252	2.0225
S1	2.0114	2.0114	2.0199	2.0061
S2	2.0007	2.0007	2.0176
S3	1.9762	1.9869	2.0154
S4	1.9517	1.9624	2.0086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0390	2.0096	0.0294	1.5%	0.0086	0.4%	10%	False	True	103,981
10	2.0450	2.0096	0.0354	1.8%	0.0088	0.4%	8%	False	True	95,788
20	2.0633	2.0096	0.0537	2.7%	0.0076	0.4%	5%	False	True	94,813
40	2.0633	1.9780	0.0853	4.2%	0.0063	0.3%	40%	False	False	87,949
60	2.0633	1.9621	0.1012	5.0%	0.0057	0.3%	50%	False	False	64,200
80	2.0633	1.9621	0.1012	5.0%	0.0043	0.2%	50%	False	False	48,173
100	2.0633	1.9587	0.1046	5.2%	0.0035	0.2%	51%	False	False	38,583
120	2.0633	1.9200	0.1433	7.1%	0.0030	0.1%	65%	False	False	32,158

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	0.0015
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2.0353
2.618	2.0273
1.618	2.0224
1.000	2.0194
0.618	2.0175
HIGH	2.0145
0.618	2.0126
0.500	2.0121
0.382	2.0115
LOW	2.0096
0.618	2.0066
1.000	2.0047
1.618	2.0017
2.618	1.9968
4.250	1.9888

Fisher Pivots for day following 13-Aug-2007
Pivot	1 day	3 day
R1	2.0124	2.0207
PP	2.0122	2.0180
S1	2.0121	2.0152

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

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