CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 03-Oct-2007

Day Change Summary
	Previous	Current
	02-Oct-2007	03-Oct-2007	Change	Change %	Previous Week
Open	2.0379	2.0365	-0.0014	-0.1%	2.0207
High	2.0415	2.0385	-0.0030	-0.1%	2.0432
Low	2.0355	2.0280	-0.0075	-0.4%	2.0100
Close	2.0377	2.0288	-0.0089	-0.4%	2.0419
Range	0.0060	0.0105	0.0045	75.0%	0.0332
ATR	0.0106	0.0106	0.0000	-0.1%	0.0000
Volume	73,044	54,934	-18,110	-24.8%	279,130

Daily Pivots for day following 03-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0633	2.0565	2.0346
R3	2.0528	2.0460	2.0317
R2	2.0423	2.0423	2.0307
R1	2.0355	2.0355	2.0298	2.0337
PP	2.0318	2.0318	2.0318	2.0308
S1	2.0250	2.0250	2.0278	2.0232
S2	2.0213	2.0213	2.0269
S3	2.0108	2.0145	2.0259
S4	2.0003	2.0040	2.0230

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1313	2.1198	2.0602
R3	2.0981	2.0866	2.0510
R2	2.0649	2.0649	2.0480
R1	2.0534	2.0534	2.0449	2.0592
PP	2.0317	2.0317	2.0317	2.0346
S1	2.0202	2.0202	2.0389	2.0260
S2	1.9985	1.9985	2.0358
S3	1.9653	1.9870	2.0328
S4	1.9321	1.9538	2.0236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0432	2.0170	0.0262	1.3%	0.0088	0.4%	45%	False	False	67,884
10	2.0432	2.0020	0.0412	2.0%	0.0077	0.4%	65%	False	False	65,666
20	2.0432	1.9864	0.0568	2.8%	0.0089	0.4%	75%	False	False	57,610
40	2.0432	1.9727	0.0705	3.5%	0.0056	0.3%	80%	False	False	29,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.0831
2.618	2.0660
1.618	2.0555
1.000	2.0490
0.618	2.0450
HIGH	2.0385
0.618	2.0345
0.500	2.0333
0.382	2.0320
LOW	2.0280
0.618	2.0215
1.000	2.0175
1.618	2.0110
2.618	2.0005
4.250	1.9834

Fisher Pivots for day following 03-Oct-2007
Pivot	1 day	3 day
R1	2.0333	2.0353
PP	2.0318	2.0331
S1	2.0303	2.0310

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

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