CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary Previous Current 03-Jan-2007 04-Jan-2007 Change Change % Previous Week Open 1.9506 1.9443 -0.0063 -0.3% 1.9540 High 1.9500 1.9443 -0.0057 -0.3% 1.9680 Low 1.9500 1.9443 -0.0057 -0.3% 1.9540 Close 1.9506 1.9443 -0.0063 -0.3% 1.9567 Range ATR 0.0086 0.0085 -0.0002 -1.9% 0.0000 Volume 8 60 52 650.0% 611
Daily Pivots for day following 04-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9443 1.9443 1.9443 R3 1.9443 1.9443 1.9443 R2 1.9443 1.9443 1.9443 R1 1.9443 1.9443 1.9443 1.9443 PP 1.9443 1.9443 1.9443 1.9443 S1 1.9443 1.9443 1.9443 1.9443 S2 1.9443 1.9443 1.9443 S3 1.9443 1.9443 1.9443 S4 1.9443 1.9443 1.9443	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 1.9443 0.0297 1.5% 0.0008 0.0% 0% False True 72 10 1.9740 1.9443 0.0297 1.5% 0.0004 0.0% 0% False True 124 20 1.9740 1.9443 0.0297 1.5% 0.0002 0.0% 0% False True 64 40 1.9805 1.8887 0.0918 4.7% 0.0004 0.0% 61% False False 32 60 1.9805 1.8550 0.1255 6.5% 0.0003 0.0% 71% False False 22
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 1.9443 2.618 1.9443 1.618 1.9443 1.000 1.9443 0.618 1.9443 HIGH 1.9443 0.618 1.9443 0.500 1.9443 0.382 1.9443 LOW 1.9443 0.618 1.9443 1.000 1.9443 1.618 1.9443 2.618 1.9443 4.250 1.9443
Fisher Pivots for day following 04-Jan-2007 Pivot 1 day 3 day R1 1.9443 1.9592 PP 1.9443 1.9542 S1 1.9443 1.9493

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