CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary Previous Current 17-Jan-2007 18-Jan-2007 Change Change % Previous Week Open 1.9673 1.9713 0.0040 0.2% 1.9395 High 1.9680 1.9720 0.0040 0.2% 1.9570 Low 1.9680 1.9720 0.0040 0.2% 1.9335 Close 1.9673 1.9713 0.0040 0.2% 1.9555 Range ATR 0.0091 0.0088 -0.0003 -3.5% 0.0000 Volume 780 24 -756 -96.9% 1,380
Daily Pivots for day following 18-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9718 1.9715 1.9713 R3 1.9718 1.9715 1.9713 R2 1.9718 1.9718 1.9713 R1 1.9715 1.9715 1.9713 1.9713 PP 1.9718 1.9718 1.9718 1.9717 S1 1.9715 1.9715 1.9713 1.9713 S2 1.9718 1.9718 1.9713 S3 1.9718 1.9715 1.9713 S4 1.9718 1.9715 1.9713	Weekly Pivots for week ending 12-Jan-2007 Classic Woodie Camarilla DeMark R4 2.0192 2.0108 1.9684 R3 1.9957 1.9873 1.9620 R2 1.9722 1.9722 1.9598 R1 1.9638 1.9638 1.9577 1.9680 PP 1.9487 1.9487 1.9487 1.9508 S1 1.9403 1.9403 1.9533 1.9445 S2 1.9252 1.9252 1.9512 S3 1.9017 1.9168 1.9490 S4 1.8782 1.8933 1.9426
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9720 1.9450 0.0270 1.4% 0.0017 0.1% 97% True False 386 10 1.9720 1.9280 0.0440 2.2% 0.0010 0.1% 98% True False 258 20 1.9740 1.9280 0.0460 2.3% 0.0007 0.0% 94% False False 188 40 1.9805 1.8972 0.0833 4.2% 0.0004 0.0% 89% False False 95 60 1.9805 1.8758 0.1047 5.3% 0.0004 0.0% 91% False False 64
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 -0.0006	Fibonacci Retracements and Extensions 4.250 1.9720 2.618 1.9720 1.618 1.9720 1.000 1.9720 0.618 1.9720 HIGH 1.9720 0.618 1.9720 0.500 1.9720 0.382 1.9720 LOW 1.9720 0.618 1.9720 1.000 1.9720 1.618 1.9720 2.618 1.9720 4.250 1.9720
Fisher Pivots for day following 18-Jan-2007 Pivot 1 day 3 day R1 1.9720 1.9697 PP 1.9718 1.9681 S1 1.9715 1.9665

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