CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary Previous Current 02-Jan-2007 03-Jan-2007 Change Change % Previous Week Open 1.9737 1.9506 -0.0231 -1.2% 1.9540 High 1.9740 1.9500 -0.0240 -1.2% 1.9680 Low 1.9740 1.9500 -0.0240 -1.2% 1.9540 Close 1.9737 1.9506 -0.0231 -1.2% 1.9567 Range ATR 0.0075 0.0086 0.0012 15.5% 0.0000 Volume 93 8 -85 -91.4% 611
Daily Pivots for day following 03-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9502 1.9504 1.9506 R3 1.9502 1.9504 1.9506 R2 1.9502 1.9502 1.9506 R1 1.9504 1.9504 1.9506 1.9506 PP 1.9502 1.9502 1.9502 1.9503 S1 1.9504 1.9504 1.9506 1.9506 S2 1.9502 1.9502 1.9506 S3 1.9502 1.9504 1.9506 S4 1.9502 1.9504 1.9506	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 1.9500 0.0240 1.2% 0.0008 0.0% 3% False True 62 10 1.9740 1.9500 0.0240 1.2% 0.0004 0.0% 3% False True 118 20 1.9744 1.9493 0.0251 1.3% 0.0002 0.0% 5% False False 61 40 1.9805 1.8887 0.0918 4.7% 0.0004 0.0% 67% False False 31 60 1.9805 1.8550 0.1255 6.4% 0.0003 0.0% 76% False False 21
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 -0.0003	Fibonacci Retracements and Extensions 4.250 1.9500 2.618 1.9500 1.618 1.9500 1.000 1.9500 0.618 1.9500 HIGH 1.9500 0.618 1.9500 0.500 1.9500 0.382 1.9500 LOW 1.9500 0.618 1.9500 1.000 1.9500 1.618 1.9500 2.618 1.9500 4.250 1.9500
Fisher Pivots for day following 03-Jan-2007 Pivot 1 day 3 day R1 1.9504 1.9620 PP 1.9502 1.9582 S1 1.9500 1.9544

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