CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary Previous Current 29-Dec-2006 02-Jan-2007 Change Change % Previous Week Open 1.9567 1.9737 0.0170 0.9% 1.9540 High 1.9567 1.9740 0.0173 0.9% 1.9680 Low 1.9567 1.9740 0.0173 0.9% 1.9540 Close 1.9567 1.9737 0.0170 0.9% 1.9567 Range ATR 0.0067 0.0075 0.0008 11.2% 0.0000 Volume 131 93 -38 -29.0% 611
Daily Pivots for day following 02-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9739 1.9738 1.9737 R3 1.9739 1.9738 1.9737 R2 1.9739 1.9739 1.9737 R1 1.9738 1.9738 1.9737 1.9737 PP 1.9739 1.9739 1.9739 1.9739 S1 1.9738 1.9738 1.9737 1.9737 S2 1.9739 1.9739 1.9737 S3 1.9739 1.9738 1.9737 S4 1.9739 1.9738 1.9737	Weekly Pivots for week ending 29-Dec-2006 Classic Woodie Camarilla DeMark R4 2.0016 1.9931 1.9644 R3 1.9876 1.9791 1.9606 R2 1.9736 1.9736 1.9593 R1 1.9651 1.9651 1.9580 1.9694 PP 1.9596 1.9596 1.9596 1.9617 S1 1.9511 1.9511 1.9554 1.9554 S2 1.9456 1.9456 1.9541 S3 1.9316 1.9371 1.9529 S4 1.9176 1.9231 1.9490
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9740 1.9540 0.0200 1.0% 0.0008 0.0% 99% True False 140 10 1.9740 1.9493 0.0247 1.3% 0.0004 0.0% 99% True False 118 20 1.9799 1.9493 0.0306 1.6% 0.0002 0.0% 80% False False 60 40 1.9805 1.8887 0.0918 4.7% 0.0004 0.0% 93% False False 31 60 1.9805 1.8550 0.1255 6.4% 0.0003 0.0% 95% False False 20
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 1.9740 2.618 1.9740 1.618 1.9740 1.000 1.9740 0.618 1.9740 HIGH 1.9740 0.618 1.9740 0.500 1.9740 0.382 1.9740 LOW 1.9740 0.618 1.9740 1.000 1.9740 1.618 1.9740 2.618 1.9740 4.250 1.9740
Fisher Pivots for day following 02-Jan-2007 Pivot 1 day 3 day R1 1.9740 1.9709 PP 1.9739 1.9681 S1 1.9738 1.9654

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