CME British Pound Future March 2008

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Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary Previous Current 05-Nov-2007 06-Nov-2007 Change Change % Previous Week Open 2.0712 2.0782 0.0070 0.3% 2.0522 High 2.0725 2.0782 0.0057 0.3% 2.0796 Low 2.0700 2.0782 0.0082 0.4% 2.0522 Close 2.0712 2.0782 0.0070 0.3% 2.0796 Range 0.0025 0.0000 -0.0025 -100.0% 0.0274 ATR 0.0075 0.0074 0.0000 -0.5% 0.0000 Volume 134 140 6 4.5% 792
Daily Pivots for day following 06-Nov-2007 Classic Woodie Camarilla DeMark R4 2.0782 2.0782 2.0782 R3 2.0782 2.0782 2.0782 R2 2.0782 2.0782 2.0782 R1 2.0782 2.0782 2.0782 2.0782 PP 2.0782 2.0782 2.0782 2.0782 S1 2.0782 2.0782 2.0782 2.0782 S2 2.0782 2.0782 2.0782 S3 2.0782 2.0782 2.0782 S4 2.0782 2.0782 2.0782	Weekly Pivots for week ending 02-Nov-2007 Classic Woodie Camarilla DeMark R4 2.1527 2.1435 2.0947 R3 2.1253 2.1161 2.0871 R2 2.0979 2.0979 2.0846 R1 2.0887 2.0887 2.0821 2.0933 PP 2.0705 2.0705 2.0705 2.0728 S1 2.0613 2.0613 2.0771 2.0659 S2 2.0431 2.0431 2.0746 S3 2.0157 2.0339 2.0721 S4 1.9883 2.0065 2.0645
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 2.0796 2.0700 0.0096 0.5% 0.0005 0.0% 85% False False 196 10 2.0796 2.0391 0.0405 1.9% 0.0006 0.0% 97% False False 137 20 2.0796 2.0175 0.0621 3.0% 0.0003 0.0% 98% False False 95 40 2.0796 1.9839 0.0957 4.6% 0.0001 0.0% 99% False False 85
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 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 2.0782 2.618 2.0782 1.618 2.0782 1.000 2.0782 0.618 2.0782 HIGH 2.0782 0.618 2.0782 0.500 2.0782 0.382 2.0782 LOW 2.0782 0.618 2.0782 1.000 2.0782 1.618 2.0782 2.618 2.0782 4.250 2.0782
Fisher Pivots for day following 06-Nov-2007 Pivot 1 day 3 day R1 2.0782 2.0771 PP 2.0782 2.0759 S1 2.0782 2.0748

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