CME British Pound Future December 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	2.0252	2.0235	-0.0017	-0.1%	2.0040
High	2.0280	2.0303	0.0023	0.1%	2.0280
Low	2.0238	2.0193	-0.0045	-0.2%	2.0040
Close	2.0257	2.0271	0.0014	0.1%	2.0229
Range	0.0042	0.0110	0.0068	161.9%	0.0240
ATR	0.0082	0.0084	0.0002	2.4%	0.0000
Volume	21,255	52,044	30,789	144.9%	28,988

Daily Pivots for day following 13-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0586	2.0538	2.0332
R3	2.0476	2.0428	2.0301
R2	2.0366	2.0366	2.0291
R1	2.0318	2.0318	2.0281	2.0342
PP	2.0256	2.0256	2.0256	2.0268
S1	2.0208	2.0208	2.0261	2.0232
S2	2.0146	2.0146	2.0251
S3	2.0036	2.0098	2.0241
S4	1.9926	1.9988	2.0211

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	2.0303	2.0181	0.0122	0.6%	0.0071	0.4%	74%	True	False	22,932
10	2.0303	2.0014	0.0289	1.4%	0.0082	0.4%	89%	True	False	13,470
20	2.0303	1.9727	0.0576	2.8%	0.0047	0.2%	94%	True	False	6,919
40	2.0585	1.9727	0.0858	4.2%	0.0023	0.1%	63%	False	False	3,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.0771
2.618	2.0591
1.618	2.0481
1.000	2.0413
0.618	2.0371
HIGH	2.0303
0.618	2.0261
0.500	2.0248
0.382	2.0235
LOW	2.0193
0.618	2.0125
1.000	2.0083
1.618	2.0015
2.618	1.9905
4.250	1.9726

Fisher Pivots for day following 13-Sep-2007
Pivot	1 day	3 day
R1	2.0263	2.0263
PP	2.0256	2.0256
S1	2.0248	2.0248

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

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