CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 26-Sep-2007

Day Change Summary
	Previous	Current
	25-Sep-2007	26-Sep-2007	Change	Change %	Previous Week
Open	2.0100	2.0120	0.0020	0.1%	1.9942
High	2.0165	2.0153	-0.0012	-0.1%	2.0172
Low	2.0100	2.0100	0.0000	0.0%	1.9864
Close	2.0136	2.0115	-0.0021	-0.1%	2.0156
Range	0.0065	0.0053	-0.0012	-18.5%	0.0308
ATR	0.0110	0.0106	-0.0004	-3.7%	0.0000
Volume	40,913	70,060	29,147	71.2%	442,936

Daily Pivots for day following 26-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0282	2.0251	2.0144
R3	2.0229	2.0198	2.0130
R2	2.0176	2.0176	2.0125
R1	2.0145	2.0145	2.0120	2.0134
PP	2.0123	2.0123	2.0123	2.0117
S1	2.0092	2.0092	2.0110	2.0081
S2	2.0070	2.0070	2.0105
S3	2.0017	2.0039	2.0100
S4	1.9964	1.9986	2.0086

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0988	2.0880	2.0325
R3	2.0680	2.0572	2.0241
R2	2.0372	2.0372	2.0212
R1	2.0264	2.0264	2.0184	2.0318
PP	2.0064	2.0064	2.0064	2.0091
S1	1.9956	1.9956	2.0128	2.0010
S2	1.9756	1.9756	2.0100
S3	1.9448	1.9648	2.0071
S4	1.9140	1.9340	1.9987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0210	2.0020	0.0190	0.9%	0.0065	0.3%	50%	False	False	63,448
10	2.0303	1.9864	0.0439	2.2%	0.0096	0.5%	57%	False	False	73,609
20	2.0303	1.9864	0.0439	2.2%	0.0083	0.4%	57%	False	False	40,958
40	2.0396	1.9727	0.0669	3.3%	0.0045	0.2%	58%	False	False	20,609

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.0378
2.618	2.0292
1.618	2.0239
1.000	2.0206
0.618	2.0186
HIGH	2.0153
0.618	2.0133
0.500	2.0127
0.382	2.0120
LOW	2.0100
0.618	2.0067
1.000	2.0047
1.618	2.0014
2.618	1.9961
4.250	1.9875

Fisher Pivots for day following 26-Sep-2007
Pivot	1 day	3 day
R1	2.0127	2.0155
PP	2.0123	2.0142
S1	2.0119	2.0128

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

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