CME British Pound Future December 2007

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Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary Previous Current 27-Aug-2007 28-Aug-2007 Change Change % Previous Week Open 2.0080 2.0016 -0.0064 -0.3% 1.9810 High 2.0100 2.0016 -0.0084 -0.4% 2.0080 Low 2.0069 2.0016 -0.0053 -0.3% 1.9757 Close 2.0074 2.0016 -0.0058 -0.3% 2.0076 Range 0.0031 0.0000 -0.0031 -100.0% 0.0323 ATR 0.0085 0.0083 -0.0002 -2.3% 0.0000 Volume 555 332 -223 -40.2% 1,991
Daily Pivots for day following 28-Aug-2007 Classic Woodie Camarilla DeMark R4 2.0016 2.0016 2.0016 R3 2.0016 2.0016 2.0016 R2 2.0016 2.0016 2.0016 R1 2.0016 2.0016 2.0016 2.0016 PP 2.0016 2.0016 2.0016 2.0016 S1 2.0016 2.0016 2.0016 2.0016 S2 2.0016 2.0016 2.0016 S3 2.0016 2.0016 2.0016 S4 2.0016 2.0016 2.0016	Weekly Pivots for week ending 24-Aug-2007 Classic Woodie Camarilla DeMark R4 2.0940 2.0831 2.0254 R3 2.0617 2.0508 2.0165 R2 2.0294 2.0294 2.0135 R1 2.0185 2.0185 2.0106 2.0240 PP 1.9971 1.9971 1.9971 1.9998 S1 1.9862 1.9862 2.0046 1.9917 S2 1.9648 1.9648 2.0017 S3 1.9325 1.9539 1.9987 S4 1.9002 1.9216 1.9898
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 2.0100 1.9851 0.0249 1.2% 0.0014 0.1% 66% False False 415 10 2.0100 1.9727 0.0373 1.9% 0.0012 0.1% 77% False False 346 20 2.0396 1.9727 0.0669 3.3% 0.0006 0.0% 43% False False 259
Crabel Price Patterns NR True NR4 True NR5 False NR7 False 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 0.0002 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 2.0016 2.618 2.0016 1.618 2.0016 1.000 2.0016 0.618 2.0016 HIGH 2.0016 0.618 2.0016 0.500 2.0016 0.382 2.0016 LOW 2.0016 0.618 2.0016 1.000 2.0016 1.618 2.0016 2.618 2.0016 4.250 2.0016
Fisher Pivots for day following 28-Aug-2007 Pivot 1 day 3 day R1 2.0016 2.0058 PP 2.0016 2.0044 S1 2.0016 2.0030

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