CME British Pound Future September 2007

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

Day Change Summary
	Previous	Current
	12-Sep-2007	13-Sep-2007	Change	Change %	Previous Week
Open	2.0306	2.0278	-0.0028	-0.1%	2.0102
High	2.0325	2.0330	0.0005	0.0%	2.0325
Low	2.0290	2.0250	-0.0040	-0.2%	2.0075
Close	2.0304	2.0318	0.0014	0.1%	2.0276
Range	0.0035	0.0080	0.0045	128.6%	0.0250
ATR	0.0100	0.0099	-0.0001	-1.5%	0.0000
Volume	68,835	79,155	10,320	15.0%	342,197

Daily Pivots for day following 13-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0539	2.0509	2.0362
R3	2.0459	2.0429	2.0340
R2	2.0379	2.0379	2.0333
R1	2.0349	2.0349	2.0325	2.0364
PP	2.0299	2.0299	2.0299	2.0307
S1	2.0269	2.0269	2.0311	2.0284
S2	2.0219	2.0219	2.0303
S3	2.0139	2.0189	2.0296
S4	2.0059	2.0109	2.0274

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0975	2.0876	2.0414
R3	2.0725	2.0626	2.0345
R2	2.0475	2.0475	2.0322
R1	2.0376	2.0376	2.0299	2.0426
PP	2.0225	2.0225	2.0225	2.0250
S1	2.0126	2.0126	2.0253	2.0176
S2	1.9975	1.9975	2.0230
S3	1.9725	1.9876	2.0207
S4	1.9475	1.9626	2.0139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0333	2.0210	0.0123	0.6%	0.0069	0.3%	88%	False	False	78,391
10	2.0333	2.0069	0.0264	1.3%	0.0089	0.4%	94%	False	False	79,226
20	2.0333	1.9755	0.0578	2.8%	0.0083	0.4%	97%	False	False	78,390
40	2.0633	1.9755	0.0878	4.3%	0.0080	0.4%	64%	False	False	86,999
60	2.0633	1.9755	0.0878	4.3%	0.0071	0.3%	64%	False	False	84,750
80	2.0633	1.9621	0.1012	5.0%	0.0064	0.3%	69%	False	False	69,915
100	2.0633	1.9621	0.1012	5.0%	0.0052	0.3%	69%	False	False	55,956
120	2.0633	1.9587	0.1046	5.1%	0.0045	0.2%	70%	False	False	46,665

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.0670
2.618	2.0539
1.618	2.0459
1.000	2.0410
0.618	2.0379
HIGH	2.0330
0.618	2.0299
0.500	2.0290
0.382	2.0281
LOW	2.0250
0.618	2.0201
1.000	2.0170
1.618	2.0121
2.618	2.0041
4.250	1.9910

Fisher Pivots for day following 13-Sep-2007
Pivot	1 day	3 day
R1	2.0309	2.0309
PP	2.0299	2.0300
S1	2.0290	2.0292

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

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