CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 07-Sep-2007

Day Change Summary
	Previous	Current
	06-Sep-2007	07-Sep-2007	Change	Change %	Previous Week
Open	2.0148	2.0181	0.0033	0.2%	2.0040
High	2.0220	2.0280	0.0060	0.3%	2.0280
Low	2.0093	2.0181	0.0088	0.4%	2.0040
Close	2.0186	2.0229	0.0043	0.2%	2.0229
Range	0.0127	0.0099	-0.0028	-22.0%	0.0240
ATR	0.0089	0.0090	0.0001	0.8%	0.0000
Volume	14,078	10,728	-3,350	-23.8%	28,988

Daily Pivots for day following 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0527	2.0477	2.0283
R3	2.0428	2.0378	2.0256
R2	2.0329	2.0329	2.0247
R1	2.0279	2.0279	2.0238	2.0304
PP	2.0230	2.0230	2.0230	2.0243
S1	2.0180	2.0180	2.0220	2.0205
S2	2.0131	2.0131	2.0211
S3	2.0032	2.0081	2.0202
S4	1.9933	1.9982	2.0175

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0903	2.0806	2.0361
R3	2.0663	2.0566	2.0295
R2	2.0423	2.0423	2.0273
R1	2.0326	2.0326	2.0251	2.0375
PP	2.0183	2.0183	2.0183	2.0207
S1	2.0086	2.0086	2.0207	2.0135
S2	1.9943	1.9943	2.0185
S3	1.9703	1.9846	2.0163
S4	1.9463	1.9606	2.0097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0280	2.0040	0.0240	1.2%	0.0098	0.5%	79%	True	False	6,045
10	2.0280	2.0014	0.0266	1.3%	0.0060	0.3%	81%	True	False	3,306
20	2.0280	1.9727	0.0553	2.7%	0.0034	0.2%	91%	True	False	1,754
40	2.0585	1.9727	0.0858	4.2%	0.0017	0.1%	59%	False	False	945

Crabel Price Patterns
NR	True
NR4	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.0701
2.618	2.0539
1.618	2.0440
1.000	2.0379
0.618	2.0341
HIGH	2.0280
0.618	2.0242
0.500	2.0231
0.382	2.0219
LOW	2.0181
0.618	2.0120
1.000	2.0082
1.618	2.0021
2.618	1.9922
4.250	1.9760

Fisher Pivots for day following 07-Sep-2007
Pivot	1 day	3 day
R1	2.0231	2.0209
PP	2.0230	2.0190
S1	2.0230	2.0170

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

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