CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary Previous Current 04-Jan-2007 05-Jan-2007 Change Change % Previous Week Open 1.9443 1.9303 -0.0140 -0.7% 1.9737 High 1.9443 1.9280 -0.0163 -0.8% 1.9740 Low 1.9443 1.9280 -0.0163 -0.8% 1.9280 Close 1.9443 1.9303 -0.0140 -0.7% 1.9303 Range ATR 0.0085 0.0090 0.0006 6.6% 0.0000 Volume 60 111 51 85.0% 272
Daily Pivots for day following 05-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9288 1.9295 1.9303 R3 1.9288 1.9295 1.9303 R2 1.9288 1.9288 1.9303 R1 1.9295 1.9295 1.9303 1.9303 PP 1.9288 1.9288 1.9288 1.9292 S1 1.9295 1.9295 1.9303 1.9303 S2 1.9288 1.9288 1.9303 S3 1.9288 1.9295 1.9303 S4 1.9288 1.9295 1.9303	Weekly Pivots for week ending 05-Jan-2007 Classic Woodie Camarilla DeMark R4 2.0821 2.0522 1.9556 R3 2.0361 2.0062 1.9430 R2 1.9901 1.9901 1.9387 R1 1.9602 1.9602 1.9345 1.9522 PP 1.9441 1.9441 1.9441 1.9401 S1 1.9142 1.9142 1.9261 1.9062 S2 1.8981 1.8981 1.9219 S3 1.8521 1.8682 1.9177 S4 1.8061 1.8222 1.9050
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9740 1.9280 0.0460 2.4% 0.0000 0.0% 5% False True 80 10 1.9740 1.9280 0.0460 2.4% 0.0004 0.0% 5% False True 134 20 1.9740 1.9280 0.0460 2.4% 0.0002 0.0% 5% False True 69 40 1.9805 1.8887 0.0918 4.8% 0.0004 0.0% 45% False False 35 60 1.9805 1.8550 0.1255 6.5% 0.0003 0.0% 60% False False 23
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 -0.0005	Fibonacci Retracements and Extensions 4.250 1.9280 2.618 1.9280 1.618 1.9280 1.000 1.9280 0.618 1.9280 HIGH 1.9280 0.618 1.9280 0.500 1.9280 0.382 1.9280 LOW 1.9280 0.618 1.9280 1.000 1.9280 1.618 1.9280 2.618 1.9280 4.250 1.9280
Fisher Pivots for day following 05-Jan-2007 Pivot 1 day 3 day R1 1.9295 1.9390 PP 1.9288 1.9361 S1 1.9280 1.9332

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