CME British Pound Future September 2007

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

Day Change Summary
	Previous	Current
	22-Aug-2007	23-Aug-2007	Change	Change %	Previous Week
Open	1.9856	2.0036	0.0180	0.9%	2.0134
High	1.9917	2.0055	0.0138	0.7%	2.0145
Low	1.9856	2.0015	0.0159	0.8%	1.9755
Close	1.9904	2.0021	0.0117	0.6%	1.9786
Range	0.0061	0.0040	-0.0021	-34.4%	0.0390
ATR	0.0118	0.0120	0.0002	2.0%	0.0000
Volume	52,948	56,242	3,294	6.2%	536,039

Daily Pivots for day following 23-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0150	2.0126	2.0043
R3	2.0110	2.0086	2.0032
R2	2.0070	2.0070	2.0028
R1	2.0046	2.0046	2.0025	2.0038
PP	2.0030	2.0030	2.0030	2.0027
S1	2.0006	2.0006	2.0017	1.9998
S2	1.9990	1.9990	2.0014
S3	1.9950	1.9966	2.0010
S4	1.9910	1.9926	1.9999

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1065	2.0816	2.0001
R3	2.0675	2.0426	1.9893
R2	2.0285	2.0285	1.9858
R1	2.0036	2.0036	1.9822	1.9966
PP	1.9895	1.9895	1.9895	1.9860
S1	1.9646	1.9646	1.9750	1.9576
S2	1.9505	1.9505	1.9715
S3	1.9115	1.9256	1.9679
S4	1.8725	1.8866	1.9572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0055	1.9770	0.0285	1.4%	0.0073	0.4%	88%	True	False	79,224
10	2.0260	1.9755	0.0505	2.5%	0.0078	0.4%	53%	False	False	93,355
20	2.0450	1.9755	0.0695	3.5%	0.0082	0.4%	38%	False	False	95,239
40	2.0633	1.9755	0.0878	4.4%	0.0071	0.4%	30%	False	False	90,843
60	2.0633	1.9621	0.1012	5.1%	0.0062	0.3%	40%	False	False	75,702
80	2.0633	1.9621	0.1012	5.1%	0.0051	0.3%	40%	False	False	56,825
100	2.0633	1.9587	0.1046	5.2%	0.0042	0.2%	41%	False	False	45,490
120	2.0633	1.9273	0.1360	6.8%	0.0035	0.2%	55%	False	False	37,930

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	0.0024
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	2.0225
2.618	2.0160
1.618	2.0120
1.000	2.0095
0.618	2.0080
HIGH	2.0055
0.618	2.0040
0.500	2.0035
0.382	2.0030
LOW	2.0015
0.618	1.9990
1.000	1.9975
1.618	1.9950
2.618	1.9910
4.250	1.9845

Fisher Pivots for day following 23-Aug-2007
Pivot	1 day	3 day
R1	2.0035	1.9985
PP	2.0030	1.9949
S1	2.0026	1.9913

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

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